ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
115-130 |
116-120 |
0-310 |
0.8% |
115-100 |
| High |
116-160 |
117-095 |
0-255 |
0.7% |
116-235 |
| Low |
115-100 |
116-115 |
1-015 |
0.9% |
115-090 |
| Close |
116-115 |
116-235 |
0-120 |
0.3% |
116-005 |
| Range |
1-060 |
0-300 |
-0-080 |
-21.1% |
1-145 |
| ATR |
0-280 |
0-282 |
0-001 |
0.5% |
0-000 |
| Volume |
10,407 |
10,282 |
-125 |
-1.2% |
18,409 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-195 |
119-035 |
117-080 |
|
| R3 |
118-215 |
118-055 |
116-318 |
|
| R2 |
117-235 |
117-235 |
116-290 |
|
| R1 |
117-075 |
117-075 |
116-262 |
117-155 |
| PP |
116-255 |
116-255 |
116-255 |
116-295 |
| S1 |
116-095 |
116-095 |
116-208 |
116-175 |
| S2 |
115-275 |
115-275 |
116-180 |
|
| S3 |
114-295 |
115-115 |
116-152 |
|
| S4 |
113-315 |
114-135 |
116-070 |
|
|
| 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 |
117-095 |
115-035 |
2-060 |
1.9% |
1-006 |
0.9% |
74% |
True |
False |
7,441 |
| 10 |
117-095 |
114-315 |
2-100 |
2.0% |
0-274 |
0.7% |
76% |
True |
False |
4,852 |
| 20 |
117-195 |
114-220 |
2-295 |
2.5% |
0-240 |
0.6% |
70% |
False |
False |
2,704 |
| 40 |
117-250 |
111-090 |
6-160 |
5.6% |
1-023 |
0.9% |
84% |
False |
False |
1,457 |
| 60 |
117-250 |
110-275 |
6-295 |
5.9% |
0-259 |
0.7% |
85% |
False |
False |
1,016 |
| 80 |
117-250 |
110-275 |
6-295 |
5.9% |
0-206 |
0.6% |
85% |
False |
False |
762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-090 |
|
2.618 |
119-240 |
|
1.618 |
118-260 |
|
1.000 |
118-075 |
|
0.618 |
117-280 |
|
HIGH |
117-095 |
|
0.618 |
116-300 |
|
0.500 |
116-265 |
|
0.382 |
116-230 |
|
LOW |
116-115 |
|
0.618 |
115-250 |
|
1.000 |
115-135 |
|
1.618 |
114-270 |
|
2.618 |
113-290 |
|
4.250 |
112-120 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-265 |
116-178 |
| PP |
116-255 |
116-122 |
| S1 |
116-245 |
116-065 |
|