ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
114-160 |
114-060 |
-0-100 |
-0.3% |
116-075 |
| High |
114-235 |
114-155 |
-0-080 |
-0.2% |
116-135 |
| Low |
114-035 |
113-285 |
-0-070 |
-0.2% |
114-045 |
| Close |
114-080 |
114-125 |
0-045 |
0.1% |
114-110 |
| Range |
0-200 |
0-190 |
-0-010 |
-5.0% |
2-090 |
| ATR |
0-254 |
0-250 |
-0-005 |
-1.8% |
0-000 |
| Volume |
566,138 |
1,418,458 |
852,320 |
150.5% |
836,884 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-012 |
115-258 |
114-230 |
|
| R3 |
115-142 |
115-068 |
114-177 |
|
| R2 |
114-272 |
114-272 |
114-160 |
|
| R1 |
114-198 |
114-198 |
114-142 |
114-235 |
| PP |
114-082 |
114-082 |
114-082 |
114-100 |
| S1 |
114-008 |
114-008 |
114-108 |
114-045 |
| S2 |
113-212 |
113-212 |
114-090 |
|
| S3 |
113-022 |
113-138 |
114-073 |
|
| S4 |
112-152 |
112-268 |
114-020 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-260 |
120-115 |
115-192 |
|
| R3 |
119-170 |
118-025 |
114-311 |
|
| R2 |
117-080 |
117-080 |
114-244 |
|
| R1 |
115-255 |
115-255 |
114-177 |
115-122 |
| PP |
114-310 |
114-310 |
114-310 |
114-244 |
| S1 |
113-165 |
113-165 |
114-043 |
113-032 |
| S2 |
112-220 |
112-220 |
113-296 |
|
| S3 |
110-130 |
111-075 |
113-229 |
|
| S4 |
108-040 |
108-305 |
113-028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-295 |
113-285 |
2-010 |
1.8% |
0-228 |
0.6% |
25% |
False |
True |
539,031 |
| 10 |
117-115 |
113-285 |
3-150 |
3.0% |
0-230 |
0.6% |
14% |
False |
True |
293,276 |
| 20 |
117-260 |
113-285 |
3-295 |
3.4% |
0-253 |
0.7% |
13% |
False |
True |
151,487 |
| 40 |
117-260 |
113-285 |
3-295 |
3.4% |
0-241 |
0.7% |
13% |
False |
True |
76,144 |
| 60 |
117-260 |
110-275 |
6-305 |
6.1% |
0-300 |
0.8% |
51% |
False |
False |
50,818 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-239 |
0.7% |
51% |
False |
False |
38,114 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-200 |
0.5% |
51% |
False |
False |
30,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-002 |
|
2.618 |
116-012 |
|
1.618 |
115-142 |
|
1.000 |
115-025 |
|
0.618 |
114-272 |
|
HIGH |
114-155 |
|
0.618 |
114-082 |
|
0.500 |
114-060 |
|
0.382 |
114-038 |
|
LOW |
113-285 |
|
0.618 |
113-168 |
|
1.000 |
113-095 |
|
1.618 |
112-298 |
|
2.618 |
112-108 |
|
4.250 |
111-118 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-103 |
114-135 |
| PP |
114-082 |
114-132 |
| S1 |
114-060 |
114-128 |
|