ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 02-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
| Open |
116-050 |
115-130 |
-0-240 |
-0.6% |
115-100 |
| High |
116-065 |
116-160 |
0-095 |
0.3% |
116-235 |
| Low |
115-035 |
115-100 |
0-065 |
0.2% |
115-090 |
| Close |
115-090 |
116-115 |
1-025 |
0.9% |
116-005 |
| Range |
1-030 |
1-060 |
0-030 |
8.6% |
1-145 |
| ATR |
0-272 |
0-280 |
0-008 |
3.1% |
0-000 |
| Volume |
6,114 |
10,407 |
4,293 |
70.2% |
18,409 |
|
| Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-198 |
119-057 |
117-004 |
|
| R3 |
118-138 |
117-317 |
116-220 |
|
| R2 |
117-078 |
117-078 |
116-185 |
|
| R1 |
116-257 |
116-257 |
116-150 |
117-008 |
| PP |
116-018 |
116-018 |
116-018 |
116-054 |
| S1 |
115-197 |
115-197 |
116-080 |
115-268 |
| S2 |
114-278 |
114-278 |
116-045 |
|
| S3 |
113-218 |
114-137 |
116-010 |
|
| S4 |
112-158 |
113-077 |
115-226 |
|
|
| 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% |
0-305 |
0.8% |
77% |
False |
False |
6,259 |
| 10 |
116-235 |
114-220 |
2-015 |
1.8% |
0-260 |
0.7% |
82% |
False |
False |
3,889 |
| 20 |
117-210 |
114-220 |
2-310 |
2.6% |
0-240 |
0.6% |
56% |
False |
False |
2,221 |
| 40 |
117-250 |
111-050 |
6-200 |
5.7% |
1-020 |
0.9% |
79% |
False |
False |
1,200 |
| 60 |
117-250 |
110-275 |
6-295 |
5.9% |
0-257 |
0.7% |
79% |
False |
False |
845 |
| 80 |
117-250 |
110-275 |
6-295 |
5.9% |
0-203 |
0.5% |
79% |
False |
False |
633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-175 |
|
2.618 |
119-195 |
|
1.618 |
118-135 |
|
1.000 |
117-220 |
|
0.618 |
117-075 |
|
HIGH |
116-160 |
|
0.618 |
116-015 |
|
0.500 |
115-290 |
|
0.382 |
115-245 |
|
LOW |
115-100 |
|
0.618 |
114-185 |
|
1.000 |
114-040 |
|
1.618 |
113-125 |
|
2.618 |
112-065 |
|
4.250 |
110-085 |
|
|
| Fisher Pivots for day following 02-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-067 |
116-056 |
| PP |
116-018 |
115-317 |
| S1 |
115-290 |
115-258 |
|