ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
112-305 |
113-050 |
0-065 |
0.2% |
112-120 |
| High |
113-100 |
113-125 |
0-025 |
0.1% |
114-130 |
| Low |
112-175 |
112-265 |
0-090 |
0.2% |
112-035 |
| Close |
113-035 |
113-010 |
-0-025 |
-0.1% |
113-015 |
| Range |
0-245 |
0-180 |
-0-065 |
-26.5% |
2-095 |
| ATR |
0-267 |
0-261 |
-0-006 |
-2.3% |
0-000 |
| Volume |
10,145 |
9,220 |
-925 |
-9.1% |
1,256,048 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-247 |
114-148 |
113-109 |
|
| R3 |
114-067 |
113-288 |
113-060 |
|
| R2 |
113-207 |
113-207 |
113-043 |
|
| R1 |
113-108 |
113-108 |
113-026 |
113-068 |
| PP |
113-027 |
113-027 |
113-027 |
113-006 |
| S1 |
112-248 |
112-248 |
112-314 |
112-208 |
| S2 |
112-167 |
112-167 |
112-297 |
|
| S3 |
111-307 |
112-068 |
112-280 |
|
| S4 |
111-127 |
111-208 |
112-231 |
|
|
| 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 |
112-175 |
1-275 |
1.6% |
0-264 |
0.7% |
26% |
False |
False |
38,071 |
| 10 |
114-130 |
112-035 |
2-095 |
2.0% |
0-259 |
0.7% |
40% |
False |
False |
1,424,335 |
| 20 |
116-160 |
112-035 |
4-125 |
3.9% |
0-242 |
0.7% |
21% |
False |
False |
1,470,389 |
| 40 |
117-000 |
112-035 |
4-285 |
4.3% |
0-249 |
0.7% |
19% |
False |
False |
1,429,052 |
| 60 |
117-015 |
112-035 |
4-300 |
4.4% |
0-313 |
0.9% |
19% |
False |
False |
1,606,066 |
| 80 |
117-015 |
110-125 |
6-210 |
5.9% |
0-297 |
0.8% |
40% |
False |
False |
1,575,743 |
| 100 |
117-015 |
110-125 |
6-210 |
5.9% |
0-287 |
0.8% |
40% |
False |
False |
1,261,702 |
| 120 |
117-015 |
110-125 |
6-210 |
5.9% |
0-278 |
0.8% |
40% |
False |
False |
1,051,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-250 |
|
2.618 |
114-276 |
|
1.618 |
114-096 |
|
1.000 |
113-305 |
|
0.618 |
113-236 |
|
HIGH |
113-125 |
|
0.618 |
113-056 |
|
0.500 |
113-035 |
|
0.382 |
113-014 |
|
LOW |
112-265 |
|
0.618 |
112-154 |
|
1.000 |
112-085 |
|
1.618 |
111-294 |
|
2.618 |
111-114 |
|
4.250 |
110-140 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-035 |
113-085 |
| PP |
113-027 |
113-060 |
| S1 |
113-018 |
113-035 |
|