ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
116-025 |
115-250 |
-0-095 |
-0.3% |
116-170 |
| High |
116-135 |
115-295 |
-0-160 |
-0.4% |
117-115 |
| Low |
115-175 |
115-105 |
-0-070 |
-0.2% |
115-280 |
| Close |
115-240 |
115-130 |
-0-110 |
-0.3% |
116-090 |
| Range |
0-280 |
0-190 |
-0-090 |
-32.1% |
1-155 |
| ATR |
0-260 |
0-255 |
-0-005 |
-1.9% |
0-000 |
| Volume |
90,120 |
146,858 |
56,738 |
63.0% |
138,312 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-107 |
116-308 |
115-234 |
|
| R3 |
116-237 |
116-118 |
115-182 |
|
| R2 |
116-047 |
116-047 |
115-165 |
|
| R1 |
115-248 |
115-248 |
115-147 |
115-212 |
| PP |
115-177 |
115-177 |
115-177 |
115-159 |
| S1 |
115-058 |
115-058 |
115-113 |
115-022 |
| S2 |
114-307 |
114-307 |
115-095 |
|
| S3 |
114-117 |
114-188 |
115-078 |
|
| S4 |
113-247 |
113-318 |
115-026 |
|
|
| 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 |
115-105 |
2-010 |
1.8% |
0-214 |
0.6% |
4% |
False |
True |
70,595 |
| 10 |
117-260 |
115-105 |
2-155 |
2.2% |
0-229 |
0.6% |
3% |
False |
True |
43,986 |
| 20 |
117-260 |
114-315 |
2-265 |
2.5% |
0-252 |
0.7% |
15% |
False |
False |
24,419 |
| 40 |
117-260 |
114-220 |
3-040 |
2.7% |
0-250 |
0.7% |
23% |
False |
False |
12,443 |
| 60 |
117-260 |
110-275 |
6-305 |
6.0% |
0-295 |
0.8% |
65% |
False |
False |
8,347 |
| 80 |
117-260 |
110-275 |
6-305 |
6.0% |
0-235 |
0.6% |
65% |
False |
False |
6,260 |
| 100 |
117-260 |
110-275 |
6-305 |
6.0% |
0-190 |
0.5% |
65% |
False |
False |
5,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-142 |
|
2.618 |
117-152 |
|
1.618 |
116-282 |
|
1.000 |
116-165 |
|
0.618 |
116-092 |
|
HIGH |
115-295 |
|
0.618 |
115-222 |
|
0.500 |
115-200 |
|
0.382 |
115-178 |
|
LOW |
115-105 |
|
0.618 |
114-308 |
|
1.000 |
114-235 |
|
1.618 |
114-118 |
|
2.618 |
113-248 |
|
4.250 |
112-258 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-200 |
115-280 |
| PP |
115-177 |
115-230 |
| S1 |
115-153 |
115-180 |
|