ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 10-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
| Open |
115-070 |
115-055 |
-0-015 |
0.0% |
115-135 |
| High |
115-155 |
115-310 |
0-155 |
0.4% |
117-000 |
| Low |
115-015 |
115-025 |
0-010 |
0.0% |
114-100 |
| Close |
115-060 |
115-290 |
0-230 |
0.6% |
115-230 |
| Range |
0-140 |
0-285 |
0-145 |
103.6% |
2-220 |
| ATR |
0-287 |
0-286 |
0-000 |
0.0% |
0-000 |
| Volume |
1,004,781 |
1,433,425 |
428,644 |
42.7% |
7,683,962 |
|
| Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-103 |
118-002 |
116-127 |
|
| R3 |
117-138 |
117-037 |
116-048 |
|
| R2 |
116-173 |
116-173 |
116-022 |
|
| R1 |
116-072 |
116-072 |
115-316 |
116-122 |
| PP |
115-208 |
115-208 |
115-208 |
115-234 |
| S1 |
115-107 |
115-107 |
115-264 |
115-158 |
| S2 |
114-243 |
114-243 |
115-238 |
|
| S3 |
113-278 |
114-142 |
115-212 |
|
| S4 |
112-313 |
113-177 |
115-133 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-237 |
122-133 |
117-063 |
|
| R3 |
121-017 |
119-233 |
116-146 |
|
| R2 |
118-117 |
118-117 |
116-068 |
|
| R1 |
117-013 |
117-013 |
115-309 |
117-225 |
| PP |
115-217 |
115-217 |
115-217 |
116-002 |
| S1 |
114-113 |
114-113 |
115-151 |
115-005 |
| S2 |
112-317 |
112-317 |
115-072 |
|
| S3 |
110-097 |
111-213 |
114-314 |
|
| S4 |
107-197 |
108-313 |
114-077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-000 |
115-015 |
1-305 |
1.7% |
0-257 |
0.7% |
44% |
False |
False |
1,366,215 |
| 10 |
117-000 |
114-100 |
2-220 |
2.3% |
0-292 |
0.8% |
59% |
False |
False |
1,469,234 |
| 20 |
117-000 |
113-305 |
3-015 |
2.6% |
0-253 |
0.7% |
64% |
False |
False |
1,376,249 |
| 40 |
117-015 |
113-085 |
3-250 |
3.3% |
1-001 |
0.9% |
70% |
False |
False |
1,543,302 |
| 60 |
117-015 |
110-125 |
6-210 |
5.7% |
0-318 |
0.9% |
83% |
False |
False |
1,650,948 |
| 80 |
117-015 |
110-125 |
6-210 |
5.7% |
0-295 |
0.8% |
83% |
False |
False |
1,239,939 |
| 100 |
117-015 |
110-125 |
6-210 |
5.7% |
0-281 |
0.8% |
83% |
False |
False |
992,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-241 |
|
2.618 |
118-096 |
|
1.618 |
117-131 |
|
1.000 |
116-275 |
|
0.618 |
116-166 |
|
HIGH |
115-310 |
|
0.618 |
115-201 |
|
0.500 |
115-168 |
|
0.382 |
115-134 |
|
LOW |
115-025 |
|
0.618 |
114-169 |
|
1.000 |
114-060 |
|
1.618 |
113-204 |
|
2.618 |
112-239 |
|
4.250 |
111-094 |
|
|
| Fisher Pivots for day following 10-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-249 |
115-248 |
| PP |
115-208 |
115-205 |
| S1 |
115-168 |
115-162 |
|