ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
114-250 |
115-135 |
0-205 |
0.6% |
114-150 |
| High |
115-155 |
115-135 |
-0-020 |
-0.1% |
115-305 |
| Low |
114-175 |
114-100 |
-0-075 |
-0.2% |
114-145 |
| Close |
115-065 |
114-160 |
-0-225 |
-0.6% |
115-065 |
| Range |
0-300 |
1-035 |
0-055 |
18.3% |
1-160 |
| ATR |
0-282 |
0-287 |
0-005 |
1.9% |
0-000 |
| Volume |
2,075,086 |
1,019,434 |
-1,055,652 |
-50.9% |
7,907,184 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-023 |
117-127 |
115-035 |
|
| R3 |
116-308 |
116-092 |
114-258 |
|
| R2 |
115-273 |
115-273 |
114-225 |
|
| R1 |
115-057 |
115-057 |
114-193 |
114-308 |
| PP |
114-238 |
114-238 |
114-238 |
114-204 |
| S1 |
114-022 |
114-022 |
114-127 |
113-272 |
| S2 |
113-203 |
113-203 |
114-095 |
|
| S3 |
112-168 |
112-307 |
114-062 |
|
| S4 |
111-133 |
111-272 |
113-285 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-225 |
118-305 |
116-009 |
|
| R3 |
118-065 |
117-145 |
115-197 |
|
| R2 |
116-225 |
116-225 |
115-153 |
|
| R1 |
115-305 |
115-305 |
115-109 |
116-105 |
| PP |
115-065 |
115-065 |
115-065 |
115-125 |
| S1 |
114-145 |
114-145 |
115-021 |
114-265 |
| S2 |
113-225 |
113-225 |
114-297 |
|
| S3 |
112-065 |
112-305 |
114-253 |
|
| S4 |
110-225 |
111-145 |
114-121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-305 |
114-100 |
1-205 |
1.4% |
0-287 |
0.8% |
11% |
False |
True |
1,617,131 |
| 10 |
115-305 |
113-305 |
2-000 |
1.7% |
0-230 |
0.6% |
27% |
False |
False |
1,366,115 |
| 20 |
116-300 |
113-305 |
2-315 |
2.6% |
0-252 |
0.7% |
18% |
False |
False |
1,334,102 |
| 40 |
117-015 |
110-205 |
6-130 |
5.6% |
1-027 |
0.9% |
60% |
False |
False |
1,757,900 |
| 60 |
117-015 |
110-125 |
6-210 |
5.8% |
0-313 |
0.9% |
62% |
False |
False |
1,484,555 |
| 80 |
117-015 |
110-125 |
6-210 |
5.8% |
0-296 |
0.8% |
62% |
False |
False |
1,114,077 |
| 100 |
117-015 |
110-125 |
6-210 |
5.8% |
0-281 |
0.8% |
62% |
False |
False |
891,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-044 |
|
2.618 |
118-104 |
|
1.618 |
117-069 |
|
1.000 |
116-170 |
|
0.618 |
116-034 |
|
HIGH |
115-135 |
|
0.618 |
114-319 |
|
0.500 |
114-278 |
|
0.382 |
114-236 |
|
LOW |
114-100 |
|
0.618 |
113-201 |
|
1.000 |
113-065 |
|
1.618 |
112-166 |
|
2.618 |
111-131 |
|
4.250 |
109-191 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-278 |
114-298 |
| PP |
114-238 |
114-252 |
| S1 |
114-199 |
114-206 |
|