ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
116-000 |
116-210 |
0-210 |
0.6% |
116-050 |
| High |
116-255 |
117-115 |
0-180 |
0.5% |
117-260 |
| Low |
115-290 |
116-195 |
0-225 |
0.6% |
115-035 |
| Close |
116-240 |
116-290 |
0-050 |
0.1% |
116-175 |
| Range |
0-285 |
0-240 |
-0-045 |
-15.8% |
2-225 |
| ATR |
0-274 |
0-272 |
-0-002 |
-0.9% |
0-000 |
| Volume |
31,492 |
40,068 |
8,576 |
27.2% |
55,175 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-067 |
118-258 |
117-102 |
|
| R3 |
118-147 |
118-018 |
117-036 |
|
| R2 |
117-227 |
117-227 |
117-014 |
|
| R1 |
117-098 |
117-098 |
116-312 |
117-162 |
| PP |
116-307 |
116-307 |
116-307 |
117-019 |
| S1 |
116-178 |
116-178 |
116-268 |
116-242 |
| S2 |
116-067 |
116-067 |
116-246 |
|
| S3 |
115-147 |
115-258 |
116-224 |
|
| S4 |
114-227 |
115-018 |
116-158 |
|
|
| 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 |
117-115 |
115-280 |
1-155 |
1.3% |
0-227 |
0.6% |
69% |
True |
False |
21,537 |
| 10 |
117-260 |
115-035 |
2-225 |
2.3% |
0-280 |
0.7% |
66% |
False |
False |
15,805 |
| 20 |
117-260 |
114-220 |
3-040 |
2.7% |
0-251 |
0.7% |
71% |
False |
False |
8,897 |
| 40 |
117-260 |
114-195 |
3-065 |
2.7% |
0-286 |
0.8% |
72% |
False |
False |
4,625 |
| 60 |
117-260 |
110-275 |
6-305 |
5.9% |
0-283 |
0.8% |
87% |
False |
False |
3,131 |
| 80 |
117-260 |
110-275 |
6-305 |
5.9% |
0-225 |
0.6% |
87% |
False |
False |
2,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-175 |
|
2.618 |
119-103 |
|
1.618 |
118-183 |
|
1.000 |
118-035 |
|
0.618 |
117-263 |
|
HIGH |
117-115 |
|
0.618 |
117-023 |
|
0.500 |
116-315 |
|
0.382 |
116-287 |
|
LOW |
116-195 |
|
0.618 |
116-047 |
|
1.000 |
115-275 |
|
1.618 |
115-127 |
|
2.618 |
114-207 |
|
4.250 |
113-135 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-315 |
116-259 |
| PP |
116-307 |
116-228 |
| S1 |
116-298 |
116-198 |
|