ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
113-315 |
113-105 |
-0-210 |
-0.6% |
114-160 |
| High |
114-055 |
113-195 |
-0-180 |
-0.5% |
114-235 |
| Low |
113-090 |
112-295 |
-0-115 |
-0.3% |
112-295 |
| Close |
113-130 |
113-060 |
-0-070 |
-0.2% |
113-060 |
| Range |
0-285 |
0-220 |
-0-065 |
-22.8% |
1-260 |
| ATR |
0-250 |
0-248 |
-0-002 |
-0.9% |
0-000 |
| Volume |
2,535,426 |
1,808,254 |
-727,172 |
-28.7% |
9,398,961 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-097 |
114-298 |
113-181 |
|
| R3 |
114-197 |
114-078 |
113-120 |
|
| R2 |
113-297 |
113-297 |
113-100 |
|
| R1 |
113-178 |
113-178 |
113-080 |
113-128 |
| PP |
113-077 |
113-077 |
113-077 |
113-051 |
| S1 |
112-278 |
112-278 |
113-040 |
112-228 |
| S2 |
112-177 |
112-177 |
113-020 |
|
| S3 |
111-277 |
112-058 |
113-000 |
|
| S4 |
111-057 |
111-158 |
112-259 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-017 |
117-298 |
114-059 |
|
| R3 |
117-077 |
116-038 |
113-220 |
|
| R2 |
115-137 |
115-137 |
113-166 |
|
| R1 |
114-098 |
114-098 |
113-113 |
113-308 |
| PP |
113-197 |
113-197 |
113-197 |
113-141 |
| S1 |
112-158 |
112-158 |
113-007 |
112-048 |
| S2 |
111-257 |
111-257 |
112-274 |
|
| S3 |
109-317 |
110-218 |
112-220 |
|
| S4 |
108-057 |
108-278 |
112-061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-235 |
112-295 |
1-260 |
1.6% |
0-218 |
0.6% |
15% |
False |
True |
1,879,792 |
| 10 |
116-135 |
112-295 |
3-160 |
3.1% |
0-222 |
0.6% |
8% |
False |
True |
1,023,584 |
| 20 |
117-260 |
112-295 |
4-285 |
4.3% |
0-248 |
0.7% |
5% |
False |
True |
521,466 |
| 40 |
117-260 |
112-295 |
4-285 |
4.3% |
0-244 |
0.7% |
5% |
False |
True |
261,452 |
| 60 |
117-260 |
111-050 |
6-210 |
5.9% |
0-303 |
0.8% |
31% |
False |
False |
174,347 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-247 |
0.7% |
33% |
False |
False |
130,793 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-205 |
0.6% |
33% |
False |
False |
104,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-170 |
|
2.618 |
115-131 |
|
1.618 |
114-231 |
|
1.000 |
114-095 |
|
0.618 |
114-011 |
|
HIGH |
113-195 |
|
0.618 |
113-111 |
|
0.500 |
113-085 |
|
0.382 |
113-059 |
|
LOW |
112-295 |
|
0.618 |
112-159 |
|
1.000 |
112-075 |
|
1.618 |
111-259 |
|
2.618 |
111-039 |
|
4.250 |
110-000 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-085 |
113-240 |
| PP |
113-077 |
113-180 |
| S1 |
113-068 |
113-120 |
|