ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
114-060 |
114-145 |
0-085 |
0.2% |
116-075 |
| High |
114-155 |
114-185 |
0-030 |
0.1% |
116-135 |
| Low |
113-285 |
113-310 |
0-025 |
0.1% |
114-045 |
| Close |
114-125 |
114-070 |
-0-055 |
-0.2% |
114-110 |
| Range |
0-190 |
0-195 |
0-005 |
2.6% |
2-090 |
| ATR |
0-250 |
0-246 |
-0-004 |
-1.6% |
0-000 |
| Volume |
1,418,458 |
3,070,685 |
1,652,227 |
116.5% |
836,884 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-027 |
115-243 |
114-177 |
|
| R3 |
115-152 |
115-048 |
114-124 |
|
| R2 |
114-277 |
114-277 |
114-106 |
|
| R1 |
114-173 |
114-173 |
114-088 |
114-128 |
| PP |
114-082 |
114-082 |
114-082 |
114-059 |
| S1 |
113-298 |
113-298 |
114-052 |
113-252 |
| S2 |
113-207 |
113-207 |
114-034 |
|
| S3 |
113-012 |
113-103 |
114-016 |
|
| S4 |
112-137 |
112-228 |
113-283 |
|
|
| 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 |
115-190 |
113-285 |
1-225 |
1.5% |
0-229 |
0.6% |
19% |
False |
False |
1,123,797 |
| 10 |
117-115 |
113-285 |
3-150 |
3.0% |
0-222 |
0.6% |
9% |
False |
False |
597,196 |
| 20 |
117-260 |
113-285 |
3-295 |
3.4% |
0-253 |
0.7% |
8% |
False |
False |
304,802 |
| 40 |
117-260 |
113-285 |
3-295 |
3.4% |
0-241 |
0.7% |
8% |
False |
False |
152,886 |
| 60 |
117-260 |
110-275 |
6-305 |
6.1% |
0-299 |
0.8% |
48% |
False |
False |
101,995 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-241 |
0.7% |
48% |
False |
False |
76,497 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-202 |
0.6% |
48% |
False |
False |
61,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-054 |
|
2.618 |
116-056 |
|
1.618 |
115-181 |
|
1.000 |
115-060 |
|
0.618 |
114-306 |
|
HIGH |
114-185 |
|
0.618 |
114-111 |
|
0.500 |
114-088 |
|
0.382 |
114-064 |
|
LOW |
113-310 |
|
0.618 |
113-189 |
|
1.000 |
113-115 |
|
1.618 |
112-314 |
|
2.618 |
112-119 |
|
4.250 |
111-121 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-088 |
114-100 |
| PP |
114-082 |
114-090 |
| S1 |
114-076 |
114-080 |
|