ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-065 |
113-200 |
0-135 |
0.4% |
113-230 |
| High |
113-250 |
114-130 |
0-200 |
0.5% |
113-300 |
| Low |
113-045 |
113-070 |
0-025 |
0.1% |
112-055 |
| Close |
113-200 |
113-295 |
0-095 |
0.3% |
112-130 |
| Range |
0-205 |
1-060 |
0-175 |
85.4% |
1-245 |
| ATR |
0-257 |
0-266 |
0-009 |
3.4% |
0-000 |
| Volume |
117,456 |
30,584 |
-86,872 |
-74.0% |
14,712,873 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-132 |
116-273 |
114-184 |
|
| R3 |
116-072 |
115-213 |
114-080 |
|
| R2 |
115-012 |
115-012 |
114-045 |
|
| R1 |
114-153 |
114-153 |
114-010 |
114-242 |
| PP |
113-272 |
113-272 |
113-272 |
113-316 |
| S1 |
113-093 |
113-093 |
113-260 |
113-182 |
| S2 |
112-212 |
112-212 |
113-225 |
|
| S3 |
111-152 |
112-033 |
113-190 |
|
| S4 |
110-092 |
110-293 |
113-086 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-043 |
117-012 |
113-121 |
|
| R3 |
116-118 |
115-087 |
112-285 |
|
| R2 |
114-193 |
114-193 |
112-234 |
|
| R1 |
113-162 |
113-162 |
112-182 |
113-055 |
| PP |
112-268 |
112-268 |
112-268 |
112-215 |
| S1 |
111-237 |
111-237 |
112-078 |
111-130 |
| S2 |
111-023 |
111-023 |
112-026 |
|
| S3 |
109-098 |
109-312 |
111-295 |
|
| S4 |
107-173 |
108-067 |
111-139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-130 |
112-035 |
2-095 |
2.0% |
0-297 |
0.8% |
79% |
True |
False |
1,402,544 |
| 10 |
114-240 |
112-035 |
2-205 |
2.3% |
0-260 |
0.7% |
69% |
False |
False |
1,971,036 |
| 20 |
117-000 |
112-035 |
4-285 |
4.3% |
0-248 |
0.7% |
37% |
False |
False |
1,687,916 |
| 40 |
117-000 |
112-035 |
4-285 |
4.3% |
0-249 |
0.7% |
37% |
False |
False |
1,517,693 |
| 60 |
117-015 |
110-205 |
6-130 |
5.6% |
0-319 |
0.9% |
51% |
False |
False |
1,736,859 |
| 80 |
117-015 |
110-125 |
6-210 |
5.8% |
0-296 |
0.8% |
53% |
False |
False |
1,575,740 |
| 100 |
117-015 |
110-125 |
6-210 |
5.8% |
0-285 |
0.8% |
53% |
False |
False |
1,261,288 |
| 120 |
117-015 |
110-125 |
6-210 |
5.8% |
0-277 |
0.8% |
53% |
False |
False |
1,051,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-145 |
|
2.618 |
117-165 |
|
1.618 |
116-105 |
|
1.000 |
115-190 |
|
0.618 |
115-045 |
|
HIGH |
114-130 |
|
0.618 |
113-305 |
|
0.500 |
113-260 |
|
0.382 |
113-215 |
|
LOW |
113-070 |
|
0.618 |
112-155 |
|
1.000 |
112-010 |
|
1.618 |
111-095 |
|
2.618 |
110-035 |
|
4.250 |
108-055 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-283 |
113-224 |
| PP |
113-272 |
113-153 |
| S1 |
113-260 |
113-082 |
|