ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
113-060 |
114-010 |
0-270 |
0.7% |
114-160 |
| High |
114-060 |
114-200 |
0-140 |
0.4% |
114-235 |
| Low |
112-295 |
114-000 |
1-025 |
1.0% |
112-295 |
| Close |
114-010 |
114-150 |
0-140 |
0.4% |
113-060 |
| Range |
1-085 |
0-200 |
-0-205 |
-50.6% |
1-260 |
| ATR |
0-259 |
0-255 |
-0-004 |
-1.6% |
0-000 |
| Volume |
2,020,621 |
2,294,306 |
273,685 |
13.5% |
9,398,961 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-077 |
115-313 |
114-260 |
|
| R3 |
115-197 |
115-113 |
114-205 |
|
| R2 |
114-317 |
114-317 |
114-187 |
|
| R1 |
114-233 |
114-233 |
114-168 |
114-275 |
| PP |
114-117 |
114-117 |
114-117 |
114-138 |
| S1 |
114-033 |
114-033 |
114-132 |
114-075 |
| S2 |
113-237 |
113-237 |
114-113 |
|
| S3 |
113-037 |
113-153 |
114-095 |
|
| S4 |
112-157 |
112-273 |
114-040 |
|
|
| 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 |
114-200 |
112-295 |
1-225 |
1.5% |
0-261 |
0.7% |
91% |
True |
False |
2,345,858 |
| 10 |
115-295 |
112-295 |
3-000 |
2.6% |
0-244 |
0.7% |
52% |
False |
False |
1,442,445 |
| 20 |
117-260 |
112-295 |
4-285 |
4.3% |
0-242 |
0.7% |
32% |
False |
False |
736,386 |
| 40 |
117-260 |
112-295 |
4-285 |
4.3% |
0-241 |
0.7% |
32% |
False |
False |
369,304 |
| 60 |
117-260 |
111-050 |
6-210 |
5.8% |
0-308 |
0.8% |
50% |
False |
False |
246,262 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-253 |
0.7% |
52% |
False |
False |
184,730 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-211 |
0.6% |
52% |
False |
False |
147,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-090 |
|
2.618 |
116-084 |
|
1.618 |
115-204 |
|
1.000 |
115-080 |
|
0.618 |
115-004 |
|
HIGH |
114-200 |
|
0.618 |
114-124 |
|
0.500 |
114-100 |
|
0.382 |
114-076 |
|
LOW |
114-000 |
|
0.618 |
113-196 |
|
1.000 |
113-120 |
|
1.618 |
112-316 |
|
2.618 |
112-116 |
|
4.250 |
111-110 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-133 |
114-076 |
| PP |
114-117 |
114-002 |
| S1 |
114-100 |
113-248 |
|