ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
114-120 |
114-245 |
0-125 |
0.3% |
113-060 |
| High |
115-000 |
114-245 |
-0-075 |
-0.2% |
115-000 |
| Low |
114-010 |
113-250 |
-0-080 |
-0.2% |
112-295 |
| Close |
114-235 |
113-270 |
-0-285 |
-0.8% |
113-270 |
| Range |
0-310 |
0-315 |
0-005 |
1.6% |
2-025 |
| ATR |
0-259 |
0-263 |
0-004 |
1.6% |
0-000 |
| Volume |
1,597,660 |
1,558,864 |
-38,796 |
-2.4% |
7,471,451 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-027 |
116-143 |
114-123 |
|
| R3 |
116-032 |
115-148 |
114-037 |
|
| R2 |
115-037 |
115-037 |
114-008 |
|
| R1 |
114-153 |
114-153 |
113-299 |
114-098 |
| PP |
114-042 |
114-042 |
114-042 |
114-014 |
| S1 |
113-158 |
113-158 |
113-241 |
113-102 |
| S2 |
113-047 |
113-047 |
113-212 |
|
| S3 |
112-052 |
112-163 |
113-183 |
|
| S4 |
111-057 |
111-168 |
113-097 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-050 |
119-025 |
114-316 |
|
| R3 |
118-025 |
117-000 |
114-133 |
|
| R2 |
116-000 |
116-000 |
114-072 |
|
| R1 |
114-295 |
114-295 |
114-011 |
115-148 |
| PP |
113-295 |
113-295 |
113-295 |
114-061 |
| S1 |
112-270 |
112-270 |
113-209 |
113-122 |
| S2 |
111-270 |
111-270 |
113-148 |
|
| S3 |
109-245 |
110-245 |
113-087 |
|
| S4 |
107-220 |
108-220 |
112-224 |
|
|
| 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% |
0-290 |
0.8% |
44% |
False |
False |
1,855,941 |
| 10 |
115-000 |
112-295 |
2-025 |
1.8% |
0-258 |
0.7% |
44% |
False |
False |
1,717,398 |
| 20 |
117-115 |
112-295 |
4-140 |
3.9% |
0-242 |
0.7% |
21% |
False |
False |
892,735 |
| 40 |
117-260 |
112-295 |
4-285 |
4.3% |
0-245 |
0.7% |
19% |
False |
False |
448,194 |
| 60 |
117-260 |
112-000 |
5-260 |
5.1% |
0-309 |
0.8% |
32% |
False |
False |
298,870 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-259 |
0.7% |
43% |
False |
False |
224,186 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-217 |
0.6% |
43% |
False |
False |
179,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-304 |
|
2.618 |
117-110 |
|
1.618 |
116-115 |
|
1.000 |
115-240 |
|
0.618 |
115-120 |
|
HIGH |
114-245 |
|
0.618 |
114-125 |
|
0.500 |
114-088 |
|
0.382 |
114-050 |
|
LOW |
113-250 |
|
0.618 |
113-055 |
|
1.000 |
112-255 |
|
1.618 |
112-060 |
|
2.618 |
111-065 |
|
4.250 |
109-191 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-088 |
114-125 |
| PP |
114-042 |
114-067 |
| S1 |
113-316 |
114-008 |
|