ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-050 |
113-060 |
0-010 |
0.0% |
112-120 |
| High |
113-125 |
113-100 |
-0-025 |
-0.1% |
114-130 |
| Low |
112-265 |
112-105 |
-0-160 |
-0.4% |
112-035 |
| Close |
113-010 |
112-170 |
-0-160 |
-0.4% |
113-015 |
| Range |
0-180 |
0-315 |
0-135 |
75.0% |
2-095 |
| ATR |
0-261 |
0-265 |
0-004 |
1.5% |
0-000 |
| Volume |
9,220 |
5,152 |
-4,068 |
-44.1% |
1,256,048 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-217 |
115-028 |
113-023 |
|
| R3 |
114-222 |
114-033 |
112-257 |
|
| R2 |
113-227 |
113-227 |
112-228 |
|
| R1 |
113-038 |
113-038 |
112-199 |
112-295 |
| PP |
112-232 |
112-232 |
112-232 |
112-200 |
| S1 |
112-043 |
112-043 |
112-141 |
111-300 |
| S2 |
111-237 |
111-237 |
112-112 |
|
| S3 |
110-242 |
111-048 |
112-083 |
|
| S4 |
109-247 |
110-053 |
111-317 |
|
|
| 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 |
112-105 |
2-025 |
1.8% |
0-286 |
0.8% |
10% |
False |
True |
15,610 |
| 10 |
114-130 |
112-035 |
2-095 |
2.0% |
0-272 |
0.8% |
18% |
False |
False |
1,141,336 |
| 20 |
116-160 |
112-035 |
4-125 |
3.9% |
0-250 |
0.7% |
10% |
False |
False |
1,420,407 |
| 40 |
117-000 |
112-035 |
4-285 |
4.3% |
0-252 |
0.7% |
9% |
False |
False |
1,403,057 |
| 60 |
117-015 |
112-035 |
4-300 |
4.4% |
0-303 |
0.8% |
9% |
False |
False |
1,533,530 |
| 80 |
117-015 |
110-125 |
6-210 |
5.9% |
0-299 |
0.8% |
32% |
False |
False |
1,575,695 |
| 100 |
117-015 |
110-125 |
6-210 |
5.9% |
0-286 |
0.8% |
32% |
False |
False |
1,261,720 |
| 120 |
117-015 |
110-125 |
6-210 |
5.9% |
0-275 |
0.8% |
32% |
False |
False |
1,051,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-159 |
|
2.618 |
115-285 |
|
1.618 |
114-290 |
|
1.000 |
114-095 |
|
0.618 |
113-295 |
|
HIGH |
113-100 |
|
0.618 |
112-300 |
|
0.500 |
112-262 |
|
0.382 |
112-225 |
|
LOW |
112-105 |
|
0.618 |
111-230 |
|
1.000 |
111-110 |
|
1.618 |
110-235 |
|
2.618 |
109-240 |
|
4.250 |
108-046 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-262 |
112-275 |
| PP |
112-232 |
112-240 |
| S1 |
112-201 |
112-205 |
|