ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-200 |
113-310 |
0-110 |
0.3% |
112-120 |
| High |
114-130 |
113-315 |
-0-135 |
-0.4% |
114-130 |
| Low |
113-070 |
113-005 |
-0-065 |
-0.2% |
112-035 |
| Close |
113-295 |
113-015 |
-0-280 |
-0.8% |
113-015 |
| Range |
1-060 |
0-310 |
-0-070 |
-18.4% |
2-095 |
| ATR |
0-266 |
0-269 |
0-003 |
1.2% |
0-000 |
| Volume |
30,584 |
22,951 |
-7,633 |
-25.0% |
1,256,048 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-082 |
115-198 |
113-186 |
|
| R3 |
115-092 |
114-208 |
113-100 |
|
| R2 |
114-102 |
114-102 |
113-072 |
|
| R1 |
113-218 |
113-218 |
113-043 |
113-165 |
| PP |
113-112 |
113-112 |
113-112 |
113-085 |
| S1 |
112-228 |
112-228 |
112-307 |
112-175 |
| S2 |
112-122 |
112-122 |
112-278 |
|
| S3 |
111-132 |
111-238 |
112-250 |
|
| S4 |
110-142 |
110-248 |
112-164 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-025 |
118-275 |
114-099 |
|
| R3 |
117-250 |
116-180 |
113-217 |
|
| R2 |
115-155 |
115-155 |
113-150 |
|
| R1 |
114-085 |
114-085 |
113-082 |
114-280 |
| PP |
113-060 |
113-060 |
113-060 |
113-158 |
| S1 |
111-310 |
111-310 |
112-268 |
112-185 |
| S2 |
110-285 |
110-285 |
112-200 |
|
| S3 |
108-190 |
109-215 |
112-133 |
|
| S4 |
106-095 |
107-120 |
111-251 |
|
|
| 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% |
0-303 |
0.8% |
41% |
False |
False |
664,802 |
| 10 |
114-130 |
112-035 |
2-095 |
2.0% |
0-262 |
0.7% |
41% |
False |
False |
1,799,099 |
| 20 |
116-160 |
112-035 |
4-125 |
3.9% |
0-247 |
0.7% |
21% |
False |
False |
1,581,290 |
| 40 |
117-000 |
112-035 |
4-285 |
4.3% |
0-248 |
0.7% |
19% |
False |
False |
1,480,410 |
| 60 |
117-015 |
110-225 |
6-110 |
5.6% |
1-000 |
0.9% |
37% |
False |
False |
1,698,921 |
| 80 |
117-015 |
110-125 |
6-210 |
5.9% |
0-297 |
0.8% |
40% |
False |
False |
1,575,870 |
| 100 |
117-015 |
110-125 |
6-210 |
5.9% |
0-286 |
0.8% |
40% |
False |
False |
1,261,511 |
| 120 |
117-015 |
110-125 |
6-210 |
5.9% |
0-277 |
0.8% |
40% |
False |
False |
1,051,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-032 |
|
2.618 |
116-167 |
|
1.618 |
115-177 |
|
1.000 |
114-305 |
|
0.618 |
114-187 |
|
HIGH |
113-315 |
|
0.618 |
113-197 |
|
0.500 |
113-160 |
|
0.382 |
113-123 |
|
LOW |
113-005 |
|
0.618 |
112-133 |
|
1.000 |
112-015 |
|
1.618 |
111-143 |
|
2.618 |
110-153 |
|
4.250 |
108-288 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-160 |
113-228 |
| PP |
113-112 |
113-157 |
| S1 |
113-063 |
113-086 |
|