ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
112-305 |
112-090 |
-0-215 |
-0.6% |
112-305 |
| High |
113-140 |
112-155 |
-0-305 |
-0.8% |
113-125 |
| Low |
112-000 |
111-260 |
-0-060 |
-0.2% |
112-090 |
| Close |
112-005 |
112-065 |
0-060 |
0.2% |
112-210 |
| Range |
1-140 |
0-215 |
-0-245 |
-53.3% |
1-035 |
| ATR |
0-272 |
0-268 |
-0-004 |
-1.5% |
0-000 |
| Volume |
2,628 |
228 |
-2,400 |
-91.3% |
26,878 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-058 |
113-277 |
112-183 |
|
| R3 |
113-163 |
113-062 |
112-124 |
|
| R2 |
112-268 |
112-268 |
112-104 |
|
| R1 |
112-167 |
112-167 |
112-085 |
112-110 |
| PP |
112-053 |
112-053 |
112-053 |
112-025 |
| S1 |
111-272 |
111-272 |
112-045 |
111-215 |
| S2 |
111-158 |
111-158 |
112-026 |
|
| S3 |
110-263 |
111-057 |
112-006 |
|
| S4 |
110-048 |
110-162 |
111-267 |
|
|
| 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 |
111-260 |
1-200 |
1.4% |
0-269 |
0.7% |
24% |
False |
True |
1,804 |
| 10 |
114-130 |
111-260 |
2-190 |
2.3% |
0-278 |
0.8% |
15% |
False |
True |
8,707 |
| 20 |
115-030 |
111-260 |
3-090 |
2.9% |
0-259 |
0.7% |
12% |
False |
True |
1,059,138 |
| 40 |
117-000 |
111-260 |
5-060 |
4.6% |
0-255 |
0.7% |
8% |
False |
True |
1,239,348 |
| 60 |
117-015 |
111-260 |
5-075 |
4.7% |
0-270 |
0.8% |
7% |
False |
True |
1,301,999 |
| 80 |
117-015 |
110-125 |
6-210 |
5.9% |
0-300 |
0.8% |
27% |
False |
False |
1,570,978 |
| 100 |
117-015 |
110-125 |
6-210 |
5.9% |
0-286 |
0.8% |
27% |
False |
False |
1,261,714 |
| 120 |
117-015 |
110-125 |
6-210 |
5.9% |
0-278 |
0.8% |
27% |
False |
False |
1,051,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-109 |
|
2.618 |
114-078 |
|
1.618 |
113-183 |
|
1.000 |
113-050 |
|
0.618 |
112-288 |
|
HIGH |
112-155 |
|
0.618 |
112-073 |
|
0.500 |
112-048 |
|
0.382 |
112-022 |
|
LOW |
111-260 |
|
0.618 |
111-127 |
|
1.000 |
111-045 |
|
1.618 |
110-232 |
|
2.618 |
110-017 |
|
4.250 |
108-306 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-059 |
112-200 |
| PP |
112-053 |
112-155 |
| S1 |
112-048 |
112-110 |
|