ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-235 |
113-300 |
0-065 |
0.2% |
113-060 |
| High |
114-035 |
114-065 |
0-030 |
0.1% |
115-000 |
| Low |
113-100 |
113-185 |
0-085 |
0.2% |
112-295 |
| Close |
113-285 |
113-250 |
-0-035 |
-0.1% |
113-270 |
| Range |
0-255 |
0-200 |
-0-055 |
-21.6% |
2-025 |
| ATR |
0-262 |
0-258 |
-0-004 |
-1.7% |
0-000 |
| Volume |
1,440,714 |
1,138,789 |
-301,925 |
-21.0% |
7,471,451 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-233 |
115-122 |
114-040 |
|
| R3 |
115-033 |
114-242 |
113-305 |
|
| R2 |
114-153 |
114-153 |
113-287 |
|
| R1 |
114-042 |
114-042 |
113-268 |
113-318 |
| PP |
113-273 |
113-273 |
113-273 |
113-251 |
| S1 |
113-162 |
113-162 |
113-232 |
113-118 |
| S2 |
113-073 |
113-073 |
113-213 |
|
| S3 |
112-193 |
112-282 |
113-195 |
|
| S4 |
111-313 |
112-082 |
113-140 |
|
|
| 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 |
113-100 |
1-220 |
1.5% |
0-256 |
0.7% |
28% |
False |
False |
1,606,066 |
| 10 |
115-000 |
112-295 |
2-025 |
1.8% |
0-258 |
0.7% |
41% |
False |
False |
1,888,377 |
| 20 |
117-115 |
112-295 |
4-140 |
3.9% |
0-241 |
0.7% |
19% |
False |
False |
1,020,381 |
| 40 |
117-260 |
112-295 |
4-285 |
4.3% |
0-246 |
0.7% |
18% |
False |
False |
512,655 |
| 60 |
117-260 |
112-295 |
4-285 |
4.3% |
0-293 |
0.8% |
18% |
False |
False |
341,860 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-264 |
0.7% |
42% |
False |
False |
256,430 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-221 |
0.6% |
42% |
False |
False |
205,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-275 |
|
2.618 |
115-269 |
|
1.618 |
115-069 |
|
1.000 |
114-265 |
|
0.618 |
114-189 |
|
HIGH |
114-065 |
|
0.618 |
113-309 |
|
0.500 |
113-285 |
|
0.382 |
113-261 |
|
LOW |
113-185 |
|
0.618 |
113-061 |
|
1.000 |
112-305 |
|
1.618 |
112-181 |
|
2.618 |
111-301 |
|
4.250 |
110-295 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-285 |
114-012 |
| PP |
113-273 |
113-305 |
| S1 |
113-262 |
113-278 |
|