ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
112-165 |
112-170 |
0-005 |
0.0% |
112-240 |
| High |
112-270 |
112-285 |
0-015 |
0.0% |
113-140 |
| Low |
112-060 |
112-110 |
0-050 |
0.1% |
111-260 |
| Close |
112-130 |
112-215 |
0-085 |
0.2% |
112-130 |
| Range |
0-210 |
0-175 |
-0-035 |
-16.7% |
1-200 |
| ATR |
0-267 |
0-261 |
-0-007 |
-2.5% |
0-000 |
| Volume |
498 |
678 |
180 |
36.1% |
8,786 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-088 |
114-007 |
112-311 |
|
| R3 |
113-233 |
113-152 |
112-263 |
|
| R2 |
113-058 |
113-058 |
112-247 |
|
| R1 |
112-297 |
112-297 |
112-231 |
113-018 |
| PP |
112-203 |
112-203 |
112-203 |
112-224 |
| S1 |
112-122 |
112-122 |
112-199 |
112-162 |
| S2 |
112-028 |
112-028 |
112-183 |
|
| S3 |
111-173 |
111-267 |
112-167 |
|
| S4 |
110-318 |
111-092 |
112-119 |
|
|
| 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% |
0-276 |
0.8% |
53% |
False |
False |
1,131 |
| 10 |
113-140 |
111-260 |
1-200 |
1.4% |
0-254 |
0.7% |
53% |
False |
False |
2,619 |
| 20 |
114-130 |
111-260 |
2-190 |
2.3% |
0-258 |
0.7% |
33% |
False |
False |
800,263 |
| 40 |
117-000 |
111-260 |
5-060 |
4.6% |
0-259 |
0.7% |
17% |
False |
False |
1,149,719 |
| 60 |
117-015 |
111-260 |
5-075 |
4.6% |
0-259 |
0.7% |
16% |
False |
False |
1,214,294 |
| 80 |
117-015 |
110-125 |
6-210 |
5.9% |
0-300 |
0.8% |
34% |
False |
False |
1,481,799 |
| 100 |
117-015 |
110-125 |
6-210 |
5.9% |
0-287 |
0.8% |
34% |
False |
False |
1,261,695 |
| 120 |
117-015 |
110-125 |
6-210 |
5.9% |
0-279 |
0.8% |
34% |
False |
False |
1,051,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-069 |
|
2.618 |
114-103 |
|
1.618 |
113-248 |
|
1.000 |
113-140 |
|
0.618 |
113-073 |
|
HIGH |
112-285 |
|
0.618 |
112-218 |
|
0.500 |
112-198 |
|
0.382 |
112-177 |
|
LOW |
112-110 |
|
0.618 |
112-002 |
|
1.000 |
111-255 |
|
1.618 |
111-147 |
|
2.618 |
110-292 |
|
4.250 |
110-006 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-209 |
112-190 |
| PP |
112-203 |
112-165 |
| S1 |
112-198 |
112-140 |
|