ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 19-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2023 |
19-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
114-095 |
114-135 |
0-040 |
0.1% |
115-245 |
| High |
114-215 |
114-145 |
-0-070 |
-0.2% |
116-080 |
| Low |
114-080 |
113-305 |
-0-095 |
-0.3% |
114-230 |
| Close |
114-155 |
114-060 |
-0-095 |
-0.3% |
114-275 |
| Range |
0-135 |
0-160 |
0-025 |
18.5% |
1-170 |
| ATR |
0-314 |
0-303 |
-0-010 |
-3.3% |
0-000 |
| Volume |
1,146,560 |
1,356,814 |
210,254 |
18.3% |
6,183,620 |
|
| Daily Pivots for day following 19-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-223 |
115-142 |
114-148 |
|
| R3 |
115-063 |
114-302 |
114-104 |
|
| R2 |
114-223 |
114-223 |
114-089 |
|
| R1 |
114-142 |
114-142 |
114-075 |
114-102 |
| PP |
114-063 |
114-063 |
114-063 |
114-044 |
| S1 |
113-302 |
113-302 |
114-045 |
113-262 |
| S2 |
113-223 |
113-223 |
114-031 |
|
| S3 |
113-063 |
113-142 |
114-016 |
|
| S4 |
112-223 |
112-302 |
113-292 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-278 |
118-287 |
115-224 |
|
| R3 |
118-108 |
117-117 |
115-090 |
|
| R2 |
116-258 |
116-258 |
115-045 |
|
| R1 |
115-267 |
115-267 |
115-000 |
115-178 |
| PP |
115-088 |
115-088 |
115-088 |
115-044 |
| S1 |
114-097 |
114-097 |
114-230 |
114-008 |
| S2 |
113-238 |
113-238 |
114-185 |
|
| S3 |
112-068 |
112-247 |
114-140 |
|
| S4 |
110-218 |
111-077 |
114-006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-030 |
113-305 |
2-045 |
1.9% |
0-214 |
0.6% |
11% |
False |
True |
1,258,323 |
| 10 |
116-300 |
113-305 |
2-315 |
2.6% |
0-229 |
0.6% |
8% |
False |
True |
1,254,709 |
| 20 |
117-015 |
113-260 |
3-075 |
2.8% |
0-286 |
0.8% |
12% |
False |
False |
1,418,385 |
| 40 |
117-015 |
110-125 |
6-210 |
5.8% |
1-020 |
0.9% |
57% |
False |
False |
1,909,055 |
| 60 |
117-015 |
110-125 |
6-210 |
5.8% |
0-305 |
0.8% |
57% |
False |
False |
1,299,224 |
| 80 |
117-015 |
110-125 |
6-210 |
5.8% |
0-289 |
0.8% |
57% |
False |
False |
974,613 |
| 100 |
117-015 |
110-125 |
6-210 |
5.8% |
0-277 |
0.8% |
57% |
False |
False |
779,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-185 |
|
2.618 |
115-244 |
|
1.618 |
115-084 |
|
1.000 |
114-305 |
|
0.618 |
114-244 |
|
HIGH |
114-145 |
|
0.618 |
114-084 |
|
0.500 |
114-065 |
|
0.382 |
114-046 |
|
LOW |
113-305 |
|
0.618 |
113-206 |
|
1.000 |
113-145 |
|
1.618 |
113-046 |
|
2.618 |
112-206 |
|
4.250 |
111-265 |
|
|
| Fisher Pivots for day following 19-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-065 |
114-148 |
| PP |
114-063 |
114-118 |
| S1 |
114-062 |
114-089 |
|