ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 25-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
| Open |
114-145 |
113-315 |
-0-150 |
-0.4% |
116-075 |
| High |
114-185 |
114-055 |
-0-130 |
-0.4% |
116-135 |
| Low |
113-310 |
113-090 |
-0-220 |
-0.6% |
114-045 |
| Close |
114-070 |
113-130 |
-0-260 |
-0.7% |
114-110 |
| Range |
0-195 |
0-285 |
0-090 |
46.2% |
2-090 |
| ATR |
0-246 |
0-250 |
0-004 |
1.6% |
0-000 |
| Volume |
3,070,685 |
2,535,426 |
-535,259 |
-17.4% |
836,884 |
|
| Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-093 |
115-237 |
113-287 |
|
| R3 |
115-128 |
114-272 |
113-208 |
|
| R2 |
114-163 |
114-163 |
113-182 |
|
| R1 |
113-307 |
113-307 |
113-156 |
113-252 |
| PP |
113-198 |
113-198 |
113-198 |
113-171 |
| S1 |
113-022 |
113-022 |
113-104 |
112-288 |
| S2 |
112-233 |
112-233 |
113-078 |
|
| S3 |
111-268 |
112-057 |
113-052 |
|
| S4 |
110-303 |
111-092 |
112-293 |
|
|
| 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 |
114-305 |
113-090 |
1-215 |
1.5% |
0-226 |
0.6% |
7% |
False |
True |
1,578,855 |
| 10 |
117-020 |
113-090 |
3-250 |
3.3% |
0-226 |
0.6% |
3% |
False |
True |
846,731 |
| 20 |
117-260 |
113-090 |
4-170 |
4.0% |
0-253 |
0.7% |
3% |
False |
True |
431,268 |
| 40 |
117-260 |
113-090 |
4-170 |
4.0% |
0-245 |
0.7% |
3% |
False |
True |
216,259 |
| 60 |
117-260 |
111-005 |
6-255 |
6.0% |
0-302 |
0.8% |
35% |
False |
False |
144,252 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-244 |
0.7% |
37% |
False |
False |
108,190 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-204 |
0.6% |
37% |
False |
False |
86,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-306 |
|
2.618 |
116-161 |
|
1.618 |
115-196 |
|
1.000 |
115-020 |
|
0.618 |
114-231 |
|
HIGH |
114-055 |
|
0.618 |
113-266 |
|
0.500 |
113-232 |
|
0.382 |
113-199 |
|
LOW |
113-090 |
|
0.618 |
112-234 |
|
1.000 |
112-125 |
|
1.618 |
111-269 |
|
2.618 |
110-304 |
|
4.250 |
109-159 |
|
|
| Fisher Pivots for day following 25-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-232 |
113-298 |
| PP |
113-198 |
113-242 |
| S1 |
113-164 |
113-186 |
|