ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
115-055 |
115-255 |
0-200 |
0.5% |
115-135 |
| High |
115-310 |
116-160 |
0-170 |
0.5% |
117-000 |
| Low |
115-025 |
115-240 |
0-215 |
0.6% |
114-100 |
| Close |
115-290 |
116-015 |
0-045 |
0.1% |
115-230 |
| Range |
0-285 |
0-240 |
-0-045 |
-15.8% |
2-220 |
| ATR |
0-286 |
0-283 |
-0-003 |
-1.2% |
0-000 |
| Volume |
1,433,425 |
1,686,585 |
253,160 |
17.7% |
7,683,962 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-112 |
117-303 |
116-147 |
|
| R3 |
117-192 |
117-063 |
116-081 |
|
| R2 |
116-272 |
116-272 |
116-059 |
|
| R1 |
116-143 |
116-143 |
116-037 |
116-208 |
| PP |
116-032 |
116-032 |
116-032 |
116-064 |
| S1 |
115-223 |
115-223 |
115-313 |
115-288 |
| S2 |
115-112 |
115-112 |
115-291 |
|
| S3 |
114-192 |
114-303 |
115-269 |
|
| S4 |
113-272 |
114-063 |
115-203 |
|
|
| 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 |
116-160 |
115-015 |
1-145 |
1.3% |
0-239 |
0.6% |
69% |
True |
False |
1,272,436 |
| 10 |
117-000 |
114-100 |
2-220 |
2.3% |
0-287 |
0.8% |
65% |
False |
False |
1,485,670 |
| 20 |
117-000 |
113-305 |
3-015 |
2.6% |
0-254 |
0.7% |
69% |
False |
False |
1,399,972 |
| 40 |
117-015 |
113-260 |
3-075 |
2.8% |
0-306 |
0.8% |
69% |
False |
False |
1,491,469 |
| 60 |
117-015 |
110-125 |
6-210 |
5.7% |
0-314 |
0.8% |
85% |
False |
False |
1,678,114 |
| 80 |
117-015 |
110-125 |
6-210 |
5.7% |
0-296 |
0.8% |
85% |
False |
False |
1,261,019 |
| 100 |
117-015 |
110-125 |
6-210 |
5.7% |
0-282 |
0.8% |
85% |
False |
False |
1,008,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-220 |
|
2.618 |
118-148 |
|
1.618 |
117-228 |
|
1.000 |
117-080 |
|
0.618 |
116-308 |
|
HIGH |
116-160 |
|
0.618 |
116-068 |
|
0.500 |
116-040 |
|
0.382 |
116-012 |
|
LOW |
115-240 |
|
0.618 |
115-092 |
|
1.000 |
115-000 |
|
1.618 |
114-172 |
|
2.618 |
113-252 |
|
4.250 |
112-180 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-040 |
115-306 |
| PP |
116-032 |
115-277 |
| S1 |
116-023 |
115-248 |
|