ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
114-245 |
113-235 |
-1-010 |
-0.9% |
113-060 |
| High |
114-245 |
114-035 |
-0-210 |
-0.6% |
115-000 |
| Low |
113-250 |
113-100 |
-0-150 |
-0.4% |
112-295 |
| Close |
113-270 |
113-285 |
0-015 |
0.0% |
113-270 |
| Range |
0-315 |
0-255 |
-0-060 |
-19.0% |
2-025 |
| ATR |
0-263 |
0-262 |
-0-001 |
-0.2% |
0-000 |
| Volume |
1,558,864 |
1,440,714 |
-118,150 |
-7.6% |
7,471,451 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-052 |
115-263 |
114-105 |
|
| R3 |
115-117 |
115-008 |
114-035 |
|
| R2 |
114-182 |
114-182 |
114-012 |
|
| R1 |
114-073 |
114-073 |
113-308 |
114-128 |
| PP |
113-247 |
113-247 |
113-247 |
113-274 |
| S1 |
113-138 |
113-138 |
113-262 |
113-192 |
| S2 |
112-312 |
112-312 |
113-238 |
|
| S3 |
112-057 |
112-203 |
113-215 |
|
| S4 |
111-122 |
111-268 |
113-145 |
|
|
| 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% |
0-297 |
0.8% |
47% |
False |
False |
1,782,433 |
| 10 |
115-000 |
112-295 |
2-025 |
1.8% |
0-258 |
0.7% |
47% |
False |
False |
1,831,112 |
| 20 |
117-115 |
112-295 |
4-140 |
3.9% |
0-242 |
0.7% |
22% |
False |
False |
964,316 |
| 40 |
117-260 |
112-295 |
4-285 |
4.3% |
0-246 |
0.7% |
20% |
False |
False |
484,211 |
| 60 |
117-260 |
112-295 |
4-285 |
4.3% |
0-304 |
0.8% |
20% |
False |
False |
322,881 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-262 |
0.7% |
44% |
False |
False |
242,195 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-219 |
0.6% |
44% |
False |
False |
193,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-159 |
|
2.618 |
116-063 |
|
1.618 |
115-128 |
|
1.000 |
114-290 |
|
0.618 |
114-193 |
|
HIGH |
114-035 |
|
0.618 |
113-258 |
|
0.500 |
113-228 |
|
0.382 |
113-197 |
|
LOW |
113-100 |
|
0.618 |
112-262 |
|
1.000 |
112-165 |
|
1.618 |
112-007 |
|
2.618 |
111-072 |
|
4.250 |
109-296 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-266 |
114-050 |
| PP |
113-247 |
114-022 |
| S1 |
113-228 |
113-313 |
|