ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 27-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
116-140 |
116-070 |
-0-070 |
-0.2% |
115-180 |
| High |
116-235 |
116-105 |
-0-130 |
-0.3% |
115-235 |
| Low |
116-040 |
115-135 |
-0-225 |
-0.6% |
114-220 |
| Close |
116-110 |
115-165 |
-0-265 |
-0.7% |
115-065 |
| Range |
0-195 |
0-290 |
0-095 |
48.7% |
1-015 |
| ATR |
0-260 |
0-262 |
0-003 |
1.0% |
0-000 |
| Volume |
4,371 |
6,114 |
1,743 |
39.9% |
5,067 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-152 |
117-288 |
116-004 |
|
| R3 |
117-182 |
116-318 |
115-245 |
|
| R2 |
116-212 |
116-212 |
115-218 |
|
| R1 |
116-028 |
116-028 |
115-192 |
115-295 |
| PP |
115-242 |
115-242 |
115-242 |
115-215 |
| S1 |
115-058 |
115-058 |
115-138 |
115-005 |
| S2 |
114-272 |
114-272 |
115-112 |
|
| S3 |
113-302 |
114-088 |
115-085 |
|
| S4 |
113-012 |
113-118 |
115-006 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-112 |
117-263 |
115-249 |
|
| R3 |
117-097 |
116-248 |
115-157 |
|
| R2 |
116-082 |
116-082 |
115-126 |
|
| R1 |
115-233 |
115-233 |
115-096 |
115-150 |
| PP |
115-067 |
115-067 |
115-067 |
115-025 |
| S1 |
114-218 |
114-218 |
115-034 |
114-135 |
| S2 |
114-052 |
114-052 |
115-004 |
|
| S3 |
113-037 |
113-203 |
114-293 |
|
| S4 |
112-022 |
112-188 |
114-201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-235 |
115-055 |
1-180 |
1.4% |
0-246 |
0.7% |
22% |
False |
False |
3,025 |
| 10 |
116-235 |
114-220 |
2-015 |
1.8% |
0-222 |
0.6% |
40% |
False |
False |
1,990 |
| 20 |
117-210 |
114-220 |
2-310 |
2.6% |
0-236 |
0.6% |
28% |
False |
False |
1,251 |
| 40 |
117-250 |
111-005 |
6-245 |
5.9% |
1-006 |
0.9% |
67% |
False |
False |
744 |
| 60 |
117-250 |
110-275 |
6-295 |
6.0% |
0-242 |
0.7% |
67% |
False |
False |
498 |
| 80 |
117-250 |
110-275 |
6-295 |
6.0% |
0-192 |
0.5% |
67% |
False |
False |
373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-058 |
|
2.618 |
118-224 |
|
1.618 |
117-254 |
|
1.000 |
117-075 |
|
0.618 |
116-284 |
|
HIGH |
116-105 |
|
0.618 |
115-314 |
|
0.500 |
115-280 |
|
0.382 |
115-246 |
|
LOW |
115-135 |
|
0.618 |
114-276 |
|
1.000 |
114-165 |
|
1.618 |
113-306 |
|
2.618 |
113-016 |
|
4.250 |
111-182 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-280 |
116-025 |
| PP |
115-242 |
115-285 |
| S1 |
115-203 |
115-225 |
|