ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
116-310 |
116-075 |
-0-235 |
-0.6% |
116-170 |
| High |
117-020 |
116-100 |
-0-240 |
-0.6% |
117-115 |
| Low |
116-080 |
116-000 |
-0-080 |
-0.2% |
115-280 |
| Close |
116-090 |
116-025 |
-0-065 |
-0.2% |
116-090 |
| Range |
0-260 |
0-100 |
-0-160 |
-61.5% |
1-155 |
| ATR |
0-271 |
0-259 |
-0-012 |
-4.5% |
0-000 |
| Volume |
39,727 |
36,202 |
-3,525 |
-8.9% |
138,312 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-022 |
116-283 |
116-080 |
|
| R3 |
116-242 |
116-183 |
116-052 |
|
| R2 |
116-142 |
116-142 |
116-043 |
|
| R1 |
116-083 |
116-083 |
116-034 |
116-062 |
| PP |
116-042 |
116-042 |
116-042 |
116-031 |
| S1 |
115-303 |
115-303 |
116-016 |
115-282 |
| S2 |
115-262 |
115-262 |
116-007 |
|
| S3 |
115-162 |
115-203 |
115-318 |
|
| S4 |
115-062 |
115-103 |
115-290 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-307 |
120-033 |
117-031 |
|
| R3 |
119-152 |
118-198 |
116-221 |
|
| R2 |
117-317 |
117-317 |
116-177 |
|
| R1 |
117-043 |
117-043 |
116-134 |
116-262 |
| PP |
116-162 |
116-162 |
116-162 |
116-111 |
| S1 |
115-208 |
115-208 |
116-046 |
115-108 |
| S2 |
115-007 |
115-007 |
116-003 |
|
| S3 |
113-172 |
114-053 |
115-279 |
|
| S4 |
112-017 |
112-218 |
115-149 |
|
|
| 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% |
0-204 |
0.5% |
14% |
False |
False |
31,406 |
| 10 |
117-260 |
115-100 |
2-160 |
2.2% |
0-250 |
0.7% |
31% |
False |
False |
22,357 |
| 20 |
117-260 |
114-220 |
3-040 |
2.7% |
0-242 |
0.7% |
45% |
False |
False |
12,640 |
| 40 |
117-260 |
114-195 |
3-065 |
2.8% |
0-262 |
0.7% |
46% |
False |
False |
6,520 |
| 60 |
117-260 |
110-275 |
6-305 |
6.0% |
0-289 |
0.8% |
75% |
False |
False |
4,397 |
| 80 |
117-260 |
110-275 |
6-305 |
6.0% |
0-229 |
0.6% |
75% |
False |
False |
3,298 |
| 100 |
117-260 |
110-275 |
6-305 |
6.0% |
0-186 |
0.5% |
75% |
False |
False |
2,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-205 |
|
2.618 |
117-042 |
|
1.618 |
116-262 |
|
1.000 |
116-200 |
|
0.618 |
116-162 |
|
HIGH |
116-100 |
|
0.618 |
116-062 |
|
0.500 |
116-050 |
|
0.382 |
116-038 |
|
LOW |
116-000 |
|
0.618 |
115-258 |
|
1.000 |
115-220 |
|
1.618 |
115-158 |
|
2.618 |
115-058 |
|
4.250 |
114-215 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-050 |
116-218 |
| PP |
116-042 |
116-153 |
| S1 |
116-033 |
116-089 |
|