ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
115-250 |
115-150 |
-0-100 |
-0.3% |
116-170 |
| High |
115-295 |
115-190 |
-0-105 |
-0.3% |
117-115 |
| Low |
115-105 |
114-210 |
-0-215 |
-0.6% |
115-280 |
| Close |
115-130 |
114-230 |
-0-220 |
-0.6% |
116-090 |
| Range |
0-190 |
0-300 |
0-110 |
57.9% |
1-155 |
| ATR |
0-255 |
0-258 |
0-003 |
1.3% |
0-000 |
| Volume |
146,858 |
260,132 |
113,274 |
77.1% |
138,312 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-257 |
117-063 |
115-075 |
|
| R3 |
116-277 |
116-083 |
114-312 |
|
| R2 |
115-297 |
115-297 |
114-285 |
|
| R1 |
115-103 |
115-103 |
114-258 |
115-050 |
| PP |
114-317 |
114-317 |
114-317 |
114-290 |
| S1 |
114-123 |
114-123 |
114-202 |
114-070 |
| S2 |
114-017 |
114-017 |
114-175 |
|
| S3 |
113-037 |
113-143 |
114-148 |
|
| S4 |
112-057 |
112-163 |
114-065 |
|
|
| 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 |
117-020 |
114-210 |
2-130 |
2.1% |
0-226 |
0.6% |
3% |
False |
True |
114,607 |
| 10 |
117-115 |
114-210 |
2-225 |
2.4% |
0-226 |
0.6% |
2% |
False |
True |
68,072 |
| 20 |
117-260 |
114-210 |
3-050 |
2.8% |
0-258 |
0.7% |
2% |
False |
True |
37,310 |
| 40 |
117-260 |
114-210 |
3-050 |
2.8% |
0-250 |
0.7% |
2% |
False |
True |
18,946 |
| 60 |
117-260 |
110-275 |
6-305 |
6.1% |
0-298 |
0.8% |
56% |
False |
False |
12,682 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-239 |
0.7% |
56% |
False |
False |
9,512 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-193 |
0.5% |
56% |
False |
False |
7,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-185 |
|
2.618 |
118-015 |
|
1.618 |
117-035 |
|
1.000 |
116-170 |
|
0.618 |
116-055 |
|
HIGH |
115-190 |
|
0.618 |
115-075 |
|
0.500 |
115-040 |
|
0.382 |
115-005 |
|
LOW |
114-210 |
|
0.618 |
114-025 |
|
1.000 |
113-230 |
|
1.618 |
113-045 |
|
2.618 |
112-065 |
|
4.250 |
110-215 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-040 |
115-172 |
| PP |
114-317 |
115-085 |
| S1 |
114-273 |
114-318 |
|