ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
114-010 |
114-120 |
0-110 |
0.3% |
114-160 |
| High |
114-200 |
115-000 |
0-120 |
0.3% |
114-235 |
| Low |
114-000 |
114-010 |
0-010 |
0.0% |
112-295 |
| Close |
114-150 |
114-235 |
0-085 |
0.2% |
113-060 |
| Range |
0-200 |
0-310 |
0-110 |
55.0% |
1-260 |
| ATR |
0-255 |
0-259 |
0-004 |
1.6% |
0-000 |
| Volume |
2,294,306 |
1,597,660 |
-696,646 |
-30.4% |
9,398,961 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-158 |
117-027 |
115-086 |
|
| R3 |
116-168 |
116-037 |
115-000 |
|
| R2 |
115-178 |
115-178 |
114-292 |
|
| R1 |
115-047 |
115-047 |
114-263 |
115-112 |
| PP |
114-188 |
114-188 |
114-188 |
114-221 |
| S1 |
114-057 |
114-057 |
114-207 |
114-122 |
| S2 |
113-198 |
113-198 |
114-178 |
|
| S3 |
112-208 |
113-067 |
114-150 |
|
| S4 |
111-218 |
112-077 |
114-064 |
|
|
| 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 |
115-000 |
112-295 |
2-025 |
1.8% |
0-284 |
0.8% |
87% |
True |
False |
2,051,253 |
| 10 |
115-190 |
112-295 |
2-215 |
2.3% |
0-256 |
0.7% |
68% |
False |
False |
1,587,525 |
| 20 |
117-260 |
112-295 |
4-285 |
4.3% |
0-243 |
0.7% |
37% |
False |
False |
815,755 |
| 40 |
117-260 |
112-295 |
4-285 |
4.3% |
0-241 |
0.7% |
37% |
False |
False |
409,229 |
| 60 |
117-260 |
111-090 |
6-170 |
5.7% |
0-309 |
0.8% |
53% |
False |
False |
272,889 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-255 |
0.7% |
56% |
False |
False |
204,701 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-214 |
0.6% |
56% |
False |
False |
163,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-038 |
|
2.618 |
117-172 |
|
1.618 |
116-182 |
|
1.000 |
115-310 |
|
0.618 |
115-192 |
|
HIGH |
115-000 |
|
0.618 |
114-202 |
|
0.500 |
114-165 |
|
0.382 |
114-128 |
|
LOW |
114-010 |
|
0.618 |
113-138 |
|
1.000 |
113-020 |
|
1.618 |
112-148 |
|
2.618 |
111-158 |
|
4.250 |
109-292 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-212 |
114-152 |
| PP |
114-188 |
114-070 |
| S1 |
114-165 |
113-308 |
|