ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
113-105 |
113-060 |
-0-045 |
-0.1% |
114-160 |
| High |
113-195 |
114-060 |
0-185 |
0.5% |
114-235 |
| Low |
112-295 |
112-295 |
0-000 |
0.0% |
112-295 |
| Close |
113-060 |
114-010 |
0-270 |
0.7% |
113-060 |
| Range |
0-220 |
1-085 |
0-185 |
84.1% |
1-260 |
| ATR |
0-248 |
0-259 |
0-011 |
4.5% |
0-000 |
| Volume |
1,808,254 |
2,020,621 |
212,367 |
11.7% |
9,398,961 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-163 |
117-012 |
114-233 |
|
| R3 |
116-078 |
115-247 |
114-121 |
|
| R2 |
114-313 |
114-313 |
114-084 |
|
| R1 |
114-162 |
114-162 |
114-047 |
114-238 |
| PP |
113-228 |
113-228 |
113-228 |
113-266 |
| S1 |
113-077 |
113-077 |
113-293 |
113-152 |
| S2 |
112-143 |
112-143 |
113-256 |
|
| S3 |
111-058 |
111-312 |
113-219 |
|
| S4 |
109-293 |
110-227 |
113-107 |
|
|
| 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 |
114-185 |
112-295 |
1-210 |
1.5% |
0-259 |
0.7% |
67% |
False |
True |
2,170,688 |
| 10 |
116-135 |
112-295 |
3-160 |
3.1% |
0-252 |
0.7% |
32% |
False |
True |
1,222,026 |
| 20 |
117-260 |
112-295 |
4-285 |
4.3% |
0-251 |
0.7% |
23% |
False |
True |
622,191 |
| 40 |
117-260 |
112-295 |
4-285 |
4.3% |
0-246 |
0.7% |
23% |
False |
True |
311,967 |
| 60 |
117-260 |
111-050 |
6-210 |
5.8% |
0-307 |
0.8% |
43% |
False |
False |
208,024 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-252 |
0.7% |
46% |
False |
False |
156,051 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-209 |
0.6% |
46% |
False |
False |
124,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-181 |
|
2.618 |
117-160 |
|
1.618 |
116-075 |
|
1.000 |
115-145 |
|
0.618 |
114-310 |
|
HIGH |
114-060 |
|
0.618 |
113-225 |
|
0.500 |
113-178 |
|
0.382 |
113-130 |
|
LOW |
112-295 |
|
0.618 |
112-045 |
|
1.000 |
111-210 |
|
1.618 |
110-280 |
|
2.618 |
109-195 |
|
4.250 |
107-174 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-279 |
113-279 |
| PP |
113-228 |
113-228 |
| S1 |
113-178 |
113-178 |
|