ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-310 |
112-305 |
-1-005 |
-0.9% |
112-120 |
| High |
113-315 |
113-100 |
-0-215 |
-0.6% |
114-130 |
| Low |
113-005 |
112-175 |
-0-150 |
-0.4% |
112-035 |
| Close |
113-015 |
113-035 |
0-020 |
0.1% |
113-015 |
| Range |
0-310 |
0-245 |
-0-065 |
-21.0% |
2-095 |
| ATR |
0-269 |
0-267 |
-0-002 |
-0.6% |
0-000 |
| Volume |
22,951 |
10,145 |
-12,806 |
-55.8% |
1,256,048 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-092 |
114-308 |
113-170 |
|
| R3 |
114-167 |
114-063 |
113-102 |
|
| R2 |
113-242 |
113-242 |
113-080 |
|
| R1 |
113-138 |
113-138 |
113-057 |
113-190 |
| PP |
112-317 |
112-317 |
112-317 |
113-022 |
| S1 |
112-213 |
112-213 |
113-013 |
112-265 |
| S2 |
112-072 |
112-072 |
112-310 |
|
| S3 |
111-147 |
111-288 |
112-288 |
|
| S4 |
110-222 |
111-043 |
112-220 |
|
|
| 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% |
0-305 |
0.8% |
44% |
False |
False |
253,238 |
| 10 |
114-130 |
112-035 |
2-095 |
2.0% |
0-260 |
0.7% |
44% |
False |
False |
1,597,906 |
| 20 |
116-160 |
112-035 |
4-125 |
3.9% |
0-244 |
0.7% |
23% |
False |
False |
1,518,571 |
| 40 |
117-000 |
112-035 |
4-285 |
4.3% |
0-250 |
0.7% |
20% |
False |
False |
1,448,700 |
| 60 |
117-015 |
111-205 |
5-130 |
4.8% |
0-318 |
0.9% |
27% |
False |
False |
1,668,401 |
| 80 |
117-015 |
110-125 |
6-210 |
5.9% |
0-298 |
0.8% |
41% |
False |
False |
1,575,718 |
| 100 |
117-015 |
110-125 |
6-210 |
5.9% |
0-286 |
0.8% |
41% |
False |
False |
1,261,612 |
| 120 |
117-015 |
110-125 |
6-210 |
5.9% |
0-278 |
0.8% |
41% |
False |
False |
1,051,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-181 |
|
2.618 |
115-101 |
|
1.618 |
114-176 |
|
1.000 |
114-025 |
|
0.618 |
113-251 |
|
HIGH |
113-100 |
|
0.618 |
113-006 |
|
0.500 |
112-298 |
|
0.382 |
112-269 |
|
LOW |
112-175 |
|
0.618 |
112-024 |
|
1.000 |
111-250 |
|
1.618 |
111-099 |
|
2.618 |
110-174 |
|
4.250 |
109-094 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-016 |
113-152 |
| PP |
112-317 |
113-113 |
| S1 |
112-298 |
113-074 |
|