ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
112-075 |
112-165 |
0-090 |
0.3% |
112-240 |
| High |
112-300 |
112-270 |
-0-030 |
-0.1% |
113-140 |
| Low |
111-300 |
112-060 |
0-080 |
0.2% |
111-260 |
| Close |
112-265 |
112-130 |
-0-135 |
-0.4% |
112-130 |
| Range |
1-000 |
0-210 |
-0-110 |
-34.4% |
1-200 |
| ATR |
0-272 |
0-267 |
-0-004 |
-1.6% |
0-000 |
| Volume |
1,626 |
498 |
-1,128 |
-69.4% |
8,786 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-143 |
114-027 |
112-246 |
|
| R3 |
113-253 |
113-137 |
112-188 |
|
| R2 |
113-043 |
113-043 |
112-168 |
|
| R1 |
112-247 |
112-247 |
112-149 |
112-200 |
| PP |
112-153 |
112-153 |
112-153 |
112-130 |
| S1 |
112-037 |
112-037 |
112-111 |
111-310 |
| S2 |
111-263 |
111-263 |
112-092 |
|
| S3 |
111-053 |
111-147 |
112-072 |
|
| S4 |
110-163 |
110-257 |
112-014 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-137 |
116-173 |
113-096 |
|
| R3 |
115-257 |
114-293 |
112-273 |
|
| R2 |
114-057 |
114-057 |
112-225 |
|
| R1 |
113-093 |
113-093 |
112-178 |
112-295 |
| PP |
112-177 |
112-177 |
112-177 |
112-118 |
| S1 |
111-213 |
111-213 |
112-082 |
111-095 |
| S2 |
110-297 |
110-297 |
112-035 |
|
| S3 |
109-097 |
110-013 |
111-307 |
|
| S4 |
107-217 |
108-133 |
111-164 |
|
|
| 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% |
0-297 |
0.8% |
37% |
False |
False |
1,757 |
| 10 |
113-140 |
111-260 |
1-200 |
1.4% |
0-262 |
0.7% |
37% |
False |
False |
3,566 |
| 20 |
114-130 |
111-260 |
2-190 |
2.3% |
0-262 |
0.7% |
23% |
False |
False |
901,332 |
| 40 |
117-000 |
111-260 |
5-060 |
4.6% |
0-260 |
0.7% |
11% |
False |
False |
1,176,758 |
| 60 |
117-015 |
111-260 |
5-075 |
4.7% |
0-262 |
0.7% |
11% |
False |
False |
1,245,847 |
| 80 |
117-015 |
110-125 |
6-210 |
5.9% |
0-300 |
0.8% |
30% |
False |
False |
1,521,350 |
| 100 |
117-015 |
110-125 |
6-210 |
5.9% |
0-287 |
0.8% |
30% |
False |
False |
1,261,702 |
| 120 |
117-015 |
110-125 |
6-210 |
5.9% |
0-279 |
0.8% |
30% |
False |
False |
1,051,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-202 |
|
2.618 |
114-180 |
|
1.618 |
113-290 |
|
1.000 |
113-160 |
|
0.618 |
113-080 |
|
HIGH |
112-270 |
|
0.618 |
112-190 |
|
0.500 |
112-165 |
|
0.382 |
112-140 |
|
LOW |
112-060 |
|
0.618 |
111-250 |
|
1.000 |
111-170 |
|
1.618 |
111-040 |
|
2.618 |
110-150 |
|
4.250 |
109-128 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-165 |
112-127 |
| PP |
112-153 |
112-123 |
| S1 |
112-142 |
112-120 |
|