ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
114-170 |
115-195 |
1-025 |
0.9% |
114-150 |
| High |
115-220 |
116-155 |
0-255 |
0.7% |
115-305 |
| Low |
114-150 |
115-175 |
1-025 |
0.9% |
114-145 |
| Close |
115-180 |
115-290 |
0-110 |
0.3% |
115-065 |
| Range |
1-070 |
0-300 |
-0-090 |
-23.1% |
1-160 |
| ATR |
0-294 |
0-295 |
0-000 |
0.1% |
0-000 |
| Volume |
1,712,580 |
1,531,941 |
-180,639 |
-10.5% |
7,907,184 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-253 |
118-092 |
116-135 |
|
| R3 |
117-273 |
117-112 |
116-052 |
|
| R2 |
116-293 |
116-293 |
116-025 |
|
| R1 |
116-132 |
116-132 |
115-318 |
116-212 |
| PP |
115-313 |
115-313 |
115-313 |
116-034 |
| S1 |
115-152 |
115-152 |
115-262 |
115-232 |
| S2 |
115-013 |
115-013 |
115-235 |
|
| S3 |
114-033 |
114-172 |
115-208 |
|
| S4 |
113-053 |
113-192 |
115-125 |
|
|
| 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 |
116-155 |
114-100 |
2-055 |
1.9% |
1-006 |
0.9% |
73% |
True |
False |
1,572,253 |
| 10 |
116-155 |
114-070 |
2-085 |
2.0% |
0-270 |
0.7% |
74% |
True |
False |
1,440,229 |
| 20 |
116-300 |
113-305 |
2-315 |
2.6% |
0-250 |
0.7% |
65% |
False |
False |
1,347,469 |
| 40 |
117-015 |
110-205 |
6-130 |
5.5% |
1-035 |
1.0% |
82% |
False |
False |
1,761,330 |
| 60 |
117-015 |
110-125 |
6-210 |
5.7% |
0-312 |
0.8% |
83% |
False |
False |
1,538,348 |
| 80 |
117-015 |
110-125 |
6-210 |
5.7% |
0-295 |
0.8% |
83% |
False |
False |
1,154,630 |
| 100 |
117-015 |
110-125 |
6-210 |
5.7% |
0-283 |
0.8% |
83% |
False |
False |
923,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-150 |
|
2.618 |
118-300 |
|
1.618 |
118-000 |
|
1.000 |
117-135 |
|
0.618 |
117-020 |
|
HIGH |
116-155 |
|
0.618 |
116-040 |
|
0.500 |
116-005 |
|
0.382 |
115-290 |
|
LOW |
115-175 |
|
0.618 |
114-310 |
|
1.000 |
114-195 |
|
1.618 |
114-010 |
|
2.618 |
113-030 |
|
4.250 |
111-180 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-005 |
115-236 |
| PP |
115-313 |
115-182 |
| S1 |
115-302 |
115-128 |
|