ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
116-075 |
116-025 |
-0-050 |
-0.1% |
116-170 |
| High |
116-100 |
116-135 |
0-035 |
0.1% |
117-115 |
| Low |
116-000 |
115-175 |
-0-145 |
-0.4% |
115-280 |
| Close |
116-025 |
115-240 |
-0-105 |
-0.3% |
116-090 |
| Range |
0-100 |
0-280 |
0-180 |
180.0% |
1-155 |
| ATR |
0-259 |
0-260 |
0-002 |
0.6% |
0-000 |
| Volume |
36,202 |
90,120 |
53,918 |
148.9% |
138,312 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-170 |
118-005 |
116-074 |
|
| R3 |
117-210 |
117-045 |
115-317 |
|
| R2 |
116-250 |
116-250 |
115-291 |
|
| R1 |
116-085 |
116-085 |
115-266 |
116-028 |
| PP |
115-290 |
115-290 |
115-290 |
115-261 |
| S1 |
115-125 |
115-125 |
115-214 |
115-068 |
| S2 |
115-010 |
115-010 |
115-189 |
|
| S3 |
114-050 |
114-165 |
115-163 |
|
| S4 |
113-090 |
113-205 |
115-086 |
|
|
| 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 |
115-175 |
1-260 |
1.6% |
0-233 |
0.6% |
11% |
False |
True |
47,521 |
| 10 |
117-260 |
115-175 |
2-085 |
2.0% |
0-240 |
0.6% |
9% |
False |
True |
30,328 |
| 20 |
117-260 |
114-220 |
3-040 |
2.7% |
0-250 |
0.7% |
34% |
False |
False |
17,109 |
| 40 |
117-260 |
114-195 |
3-065 |
2.8% |
0-259 |
0.7% |
36% |
False |
False |
8,772 |
| 60 |
117-260 |
110-275 |
6-305 |
6.0% |
0-294 |
0.8% |
70% |
False |
False |
5,899 |
| 80 |
117-260 |
110-275 |
6-305 |
6.0% |
0-233 |
0.6% |
70% |
False |
False |
4,425 |
| 100 |
117-260 |
110-275 |
6-305 |
6.0% |
0-189 |
0.5% |
70% |
False |
False |
3,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-045 |
|
2.618 |
118-228 |
|
1.618 |
117-268 |
|
1.000 |
117-095 |
|
0.618 |
116-308 |
|
HIGH |
116-135 |
|
0.618 |
116-028 |
|
0.500 |
115-315 |
|
0.382 |
115-282 |
|
LOW |
115-175 |
|
0.618 |
115-002 |
|
1.000 |
114-215 |
|
1.618 |
114-042 |
|
2.618 |
113-082 |
|
4.250 |
111-265 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-315 |
116-098 |
| PP |
115-290 |
116-038 |
| S1 |
115-265 |
115-299 |
|