ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
112-150 |
112-245 |
0-095 |
0.3% |
112-305 |
| High |
113-020 |
112-315 |
-0-025 |
-0.1% |
113-125 |
| Low |
112-090 |
112-175 |
0-085 |
0.2% |
112-090 |
| Close |
113-010 |
112-210 |
-0-120 |
-0.3% |
112-210 |
| Range |
0-250 |
0-140 |
-0-110 |
-44.0% |
1-035 |
| ATR |
0-264 |
0-256 |
-0-008 |
-2.9% |
0-000 |
| Volume |
1,423 |
938 |
-485 |
-34.1% |
26,878 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-013 |
113-252 |
112-287 |
|
| R3 |
113-193 |
113-112 |
112-248 |
|
| R2 |
113-053 |
113-053 |
112-236 |
|
| R1 |
112-292 |
112-292 |
112-223 |
112-262 |
| PP |
112-233 |
112-233 |
112-233 |
112-219 |
| S1 |
112-152 |
112-152 |
112-197 |
112-122 |
| S2 |
112-093 |
112-093 |
112-184 |
|
| S3 |
111-273 |
112-012 |
112-172 |
|
| S4 |
111-133 |
111-192 |
112-133 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-033 |
115-157 |
113-085 |
|
| R3 |
114-318 |
114-122 |
112-308 |
|
| R2 |
113-283 |
113-283 |
112-275 |
|
| R1 |
113-087 |
113-087 |
112-243 |
113-008 |
| PP |
112-248 |
112-248 |
112-248 |
112-209 |
| S1 |
112-052 |
112-052 |
112-177 |
111-292 |
| S2 |
111-213 |
111-213 |
112-145 |
|
| S3 |
110-178 |
111-017 |
112-112 |
|
| S4 |
109-143 |
109-302 |
112-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-125 |
112-090 |
1-035 |
1.0% |
0-226 |
0.6% |
34% |
False |
False |
5,375 |
| 10 |
114-130 |
112-035 |
2-095 |
2.0% |
0-264 |
0.7% |
24% |
False |
False |
335,089 |
| 20 |
116-070 |
112-035 |
4-035 |
3.6% |
0-244 |
0.7% |
13% |
False |
False |
1,264,525 |
| 40 |
117-000 |
112-035 |
4-285 |
4.3% |
0-248 |
0.7% |
11% |
False |
False |
1,332,248 |
| 60 |
117-015 |
112-035 |
4-300 |
4.4% |
0-285 |
0.8% |
11% |
False |
False |
1,415,821 |
| 80 |
117-015 |
110-125 |
6-210 |
5.9% |
0-297 |
0.8% |
34% |
False |
False |
1,574,716 |
| 100 |
117-015 |
110-125 |
6-210 |
5.9% |
0-285 |
0.8% |
34% |
False |
False |
1,261,720 |
| 120 |
117-015 |
110-125 |
6-210 |
5.9% |
0-275 |
0.8% |
34% |
False |
False |
1,051,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-270 |
|
2.618 |
114-042 |
|
1.618 |
113-222 |
|
1.000 |
113-135 |
|
0.618 |
113-082 |
|
HIGH |
112-315 |
|
0.618 |
112-262 |
|
0.500 |
112-245 |
|
0.382 |
112-228 |
|
LOW |
112-175 |
|
0.618 |
112-088 |
|
1.000 |
112-035 |
|
1.618 |
111-268 |
|
2.618 |
111-128 |
|
4.250 |
110-220 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-245 |
112-255 |
| PP |
112-233 |
112-240 |
| S1 |
112-222 |
112-225 |
|