ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
117-155 |
117-030 |
-0-125 |
-0.3% |
116-050 |
| High |
117-260 |
117-060 |
-0-200 |
-0.5% |
117-260 |
| Low |
116-255 |
116-120 |
-0-135 |
-0.4% |
115-035 |
| Close |
117-130 |
116-175 |
-0-275 |
-0.7% |
116-175 |
| Range |
1-005 |
0-260 |
-0-065 |
-20.0% |
2-225 |
| ATR |
0-286 |
0-289 |
0-003 |
1.1% |
0-000 |
| Volume |
19,270 |
9,102 |
-10,168 |
-52.8% |
55,175 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-045 |
118-210 |
116-318 |
|
| R3 |
118-105 |
117-270 |
116-246 |
|
| R2 |
117-165 |
117-165 |
116-223 |
|
| R1 |
117-010 |
117-010 |
116-199 |
116-278 |
| PP |
116-225 |
116-225 |
116-225 |
116-199 |
| S1 |
116-070 |
116-070 |
116-151 |
116-018 |
| S2 |
115-285 |
115-285 |
116-127 |
|
| S3 |
115-025 |
115-130 |
116-104 |
|
| S4 |
114-085 |
114-190 |
116-032 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-192 |
123-088 |
118-011 |
|
| R3 |
121-287 |
120-183 |
117-093 |
|
| R2 |
119-062 |
119-062 |
117-014 |
|
| R1 |
117-278 |
117-278 |
116-254 |
118-170 |
| PP |
116-157 |
116-157 |
116-157 |
116-262 |
| S1 |
115-053 |
115-053 |
116-096 |
115-265 |
| S2 |
113-252 |
113-252 |
116-016 |
|
| S3 |
111-027 |
112-148 |
115-257 |
|
| S4 |
108-122 |
109-243 |
115-019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-260 |
115-035 |
2-225 |
2.3% |
1-003 |
0.9% |
53% |
False |
False |
11,035 |
| 10 |
117-260 |
115-035 |
2-225 |
2.3% |
0-298 |
0.8% |
53% |
False |
False |
7,358 |
| 20 |
117-260 |
114-220 |
3-040 |
2.7% |
0-250 |
0.7% |
60% |
False |
False |
4,106 |
| 40 |
117-260 |
113-105 |
4-155 |
3.8% |
1-015 |
0.9% |
72% |
False |
False |
2,164 |
| 60 |
117-260 |
110-275 |
6-305 |
6.0% |
0-269 |
0.7% |
82% |
False |
False |
1,488 |
| 80 |
117-260 |
110-275 |
6-305 |
6.0% |
0-214 |
0.6% |
82% |
False |
False |
1,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-205 |
|
2.618 |
119-101 |
|
1.618 |
118-161 |
|
1.000 |
118-000 |
|
0.618 |
117-221 |
|
HIGH |
117-060 |
|
0.618 |
116-281 |
|
0.500 |
116-250 |
|
0.382 |
116-219 |
|
LOW |
116-120 |
|
0.618 |
115-279 |
|
1.000 |
115-180 |
|
1.618 |
115-019 |
|
2.618 |
114-079 |
|
4.250 |
112-295 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-250 |
117-028 |
| PP |
116-225 |
116-290 |
| S1 |
116-200 |
116-232 |
|