ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
112-240 |
112-305 |
0-065 |
0.2% |
112-305 |
| High |
112-305 |
113-140 |
0-155 |
0.4% |
113-125 |
| Low |
112-025 |
112-000 |
-0-025 |
-0.1% |
112-090 |
| Close |
112-225 |
112-005 |
-0-220 |
-0.6% |
112-210 |
| Range |
0-280 |
1-140 |
0-180 |
64.3% |
1-035 |
| ATR |
0-258 |
0-272 |
0-014 |
5.6% |
0-000 |
| Volume |
3,806 |
2,628 |
-1,178 |
-31.0% |
26,878 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-255 |
115-270 |
112-258 |
|
| R3 |
115-115 |
114-130 |
112-132 |
|
| R2 |
113-295 |
113-295 |
112-089 |
|
| R1 |
112-310 |
112-310 |
112-047 |
112-232 |
| PP |
112-155 |
112-155 |
112-155 |
112-116 |
| S1 |
111-170 |
111-170 |
111-283 |
111-092 |
| S2 |
111-015 |
111-015 |
111-241 |
|
| S3 |
109-195 |
110-030 |
111-198 |
|
| S4 |
108-055 |
108-210 |
111-072 |
|
|
| 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 |
113-140 |
112-000 |
1-140 |
1.3% |
0-289 |
0.8% |
1% |
True |
True |
2,789 |
| 10 |
114-130 |
112-000 |
2-130 |
2.1% |
0-276 |
0.8% |
1% |
False |
True |
20,430 |
| 20 |
115-185 |
112-000 |
3-185 |
3.2% |
0-262 |
0.7% |
0% |
False |
True |
1,150,504 |
| 40 |
117-000 |
112-000 |
5-000 |
4.5% |
0-253 |
0.7% |
0% |
False |
True |
1,268,006 |
| 60 |
117-015 |
112-000 |
5-015 |
4.5% |
0-277 |
0.8% |
0% |
False |
True |
1,335,007 |
| 80 |
117-015 |
110-125 |
6-210 |
5.9% |
0-300 |
0.8% |
24% |
False |
False |
1,572,781 |
| 100 |
117-015 |
110-125 |
6-210 |
5.9% |
0-286 |
0.8% |
24% |
False |
False |
1,261,728 |
| 120 |
117-015 |
110-125 |
6-210 |
5.9% |
0-278 |
0.8% |
24% |
False |
False |
1,051,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-175 |
|
2.618 |
117-064 |
|
1.618 |
115-244 |
|
1.000 |
114-280 |
|
0.618 |
114-104 |
|
HIGH |
113-140 |
|
0.618 |
112-284 |
|
0.500 |
112-230 |
|
0.382 |
112-176 |
|
LOW |
112-000 |
|
0.618 |
111-036 |
|
1.000 |
110-180 |
|
1.618 |
109-216 |
|
2.618 |
108-076 |
|
4.250 |
105-285 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-230 |
112-230 |
| PP |
112-155 |
112-155 |
| S1 |
112-080 |
112-080 |
|