ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
115-185 |
116-050 |
0-185 |
0.5% |
115-100 |
| High |
116-095 |
116-065 |
-0-030 |
-0.1% |
116-235 |
| Low |
115-105 |
115-035 |
-0-070 |
-0.2% |
115-090 |
| Close |
116-005 |
115-090 |
-0-235 |
-0.6% |
116-005 |
| Range |
0-310 |
1-030 |
0-040 |
12.9% |
1-145 |
| ATR |
0-266 |
0-272 |
0-006 |
2.3% |
0-000 |
| Volume |
4,291 |
6,114 |
1,823 |
42.5% |
18,409 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-260 |
118-045 |
115-282 |
|
| R3 |
117-230 |
117-015 |
115-186 |
|
| R2 |
116-200 |
116-200 |
115-154 |
|
| R1 |
115-305 |
115-305 |
115-122 |
115-238 |
| PP |
115-170 |
115-170 |
115-170 |
115-136 |
| S1 |
114-275 |
114-275 |
115-058 |
114-208 |
| S2 |
114-140 |
114-140 |
115-026 |
|
| S3 |
113-110 |
113-245 |
114-314 |
|
| S4 |
112-080 |
112-215 |
114-218 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-118 |
119-207 |
116-261 |
|
| R3 |
118-293 |
118-062 |
116-133 |
|
| R2 |
117-148 |
117-148 |
116-090 |
|
| R1 |
116-237 |
116-237 |
116-048 |
117-032 |
| PP |
116-003 |
116-003 |
116-003 |
116-061 |
| S1 |
115-092 |
115-092 |
115-282 |
115-208 |
| S2 |
114-178 |
114-178 |
115-240 |
|
| S3 |
113-033 |
113-267 |
115-197 |
|
| S4 |
111-208 |
112-122 |
115-069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-235 |
115-035 |
1-200 |
1.4% |
0-308 |
0.8% |
11% |
False |
True |
4,819 |
| 10 |
116-235 |
114-220 |
2-015 |
1.8% |
0-234 |
0.6% |
29% |
False |
False |
2,923 |
| 20 |
117-210 |
114-220 |
2-310 |
2.6% |
0-240 |
0.7% |
20% |
False |
False |
1,742 |
| 40 |
117-250 |
111-050 |
6-200 |
5.7% |
1-014 |
0.9% |
62% |
False |
False |
940 |
| 60 |
117-250 |
110-275 |
6-295 |
6.0% |
0-252 |
0.7% |
64% |
False |
False |
671 |
| 80 |
117-250 |
110-275 |
6-295 |
6.0% |
0-198 |
0.5% |
64% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-272 |
|
2.618 |
119-021 |
|
1.618 |
117-311 |
|
1.000 |
117-095 |
|
0.618 |
116-281 |
|
HIGH |
116-065 |
|
0.618 |
115-251 |
|
0.500 |
115-210 |
|
0.382 |
115-169 |
|
LOW |
115-035 |
|
0.618 |
114-139 |
|
1.000 |
114-005 |
|
1.618 |
113-109 |
|
2.618 |
112-079 |
|
4.250 |
110-148 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-210 |
115-230 |
| PP |
115-170 |
115-183 |
| S1 |
115-130 |
115-137 |
|