ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-300 |
114-005 |
0-025 |
0.1% |
113-060 |
| High |
114-065 |
114-025 |
-0-040 |
-0.1% |
115-000 |
| Low |
113-185 |
113-010 |
-0-175 |
-0.5% |
112-295 |
| Close |
113-250 |
113-070 |
-0-180 |
-0.5% |
113-270 |
| Range |
0-200 |
1-015 |
0-135 |
67.5% |
2-025 |
| ATR |
0-258 |
0-263 |
0-006 |
2.1% |
0-000 |
| Volume |
1,138,789 |
1,617,909 |
479,120 |
42.1% |
7,471,451 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-187 |
115-303 |
113-254 |
|
| R3 |
115-172 |
114-288 |
113-162 |
|
| R2 |
114-157 |
114-157 |
113-131 |
|
| R1 |
113-273 |
113-273 |
113-101 |
113-208 |
| PP |
113-142 |
113-142 |
113-142 |
113-109 |
| S1 |
112-258 |
112-258 |
113-039 |
112-192 |
| S2 |
112-127 |
112-127 |
113-009 |
|
| S3 |
111-112 |
111-243 |
112-298 |
|
| S4 |
110-097 |
110-228 |
112-206 |
|
|
| 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 |
113-010 |
1-310 |
1.7% |
0-283 |
0.8% |
10% |
False |
True |
1,470,787 |
| 10 |
115-000 |
112-295 |
2-025 |
1.8% |
0-272 |
0.8% |
14% |
False |
False |
1,908,322 |
| 20 |
117-115 |
112-295 |
4-140 |
3.9% |
0-251 |
0.7% |
7% |
False |
False |
1,100,799 |
| 40 |
117-260 |
112-295 |
4-285 |
4.3% |
0-251 |
0.7% |
6% |
False |
False |
553,079 |
| 60 |
117-260 |
112-295 |
4-285 |
4.3% |
0-290 |
0.8% |
6% |
False |
False |
368,825 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-269 |
0.7% |
34% |
False |
False |
276,654 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-225 |
0.6% |
34% |
False |
False |
221,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-169 |
|
2.618 |
116-262 |
|
1.618 |
115-247 |
|
1.000 |
115-040 |
|
0.618 |
114-232 |
|
HIGH |
114-025 |
|
0.618 |
113-217 |
|
0.500 |
113-178 |
|
0.382 |
113-138 |
|
LOW |
113-010 |
|
0.618 |
112-123 |
|
1.000 |
111-315 |
|
1.618 |
111-108 |
|
2.618 |
110-093 |
|
4.250 |
108-186 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-178 |
113-198 |
| PP |
113-142 |
113-155 |
| S1 |
113-106 |
113-112 |
|