ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-040 |
113-220 |
0-180 |
0.5% |
113-235 |
| High |
113-250 |
113-230 |
-0-020 |
-0.1% |
114-065 |
| Low |
112-300 |
113-065 |
0-085 |
0.2% |
112-300 |
| Close |
113-235 |
113-125 |
-0-110 |
-0.3% |
113-125 |
| Range |
0-270 |
0-165 |
-0-105 |
-38.9% |
1-085 |
| ATR |
0-264 |
0-257 |
-0-007 |
-2.5% |
0-000 |
| Volume |
1,556,519 |
1,159,312 |
-397,207 |
-25.5% |
6,913,243 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-315 |
114-225 |
113-216 |
|
| R3 |
114-150 |
114-060 |
113-170 |
|
| R2 |
113-305 |
113-305 |
113-155 |
|
| R1 |
113-215 |
113-215 |
113-140 |
113-178 |
| PP |
113-140 |
113-140 |
113-140 |
113-121 |
| S1 |
113-050 |
113-050 |
113-110 |
113-012 |
| S2 |
112-295 |
112-295 |
113-095 |
|
| S3 |
112-130 |
112-205 |
113-080 |
|
| S4 |
111-285 |
112-040 |
113-034 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-098 |
116-197 |
114-028 |
|
| R3 |
116-013 |
115-112 |
113-236 |
|
| R2 |
114-248 |
114-248 |
113-199 |
|
| R1 |
114-027 |
114-027 |
113-162 |
113-255 |
| PP |
113-163 |
113-163 |
113-163 |
113-118 |
| S1 |
112-262 |
112-262 |
113-088 |
112-170 |
| S2 |
112-078 |
112-078 |
113-051 |
|
| S3 |
110-313 |
111-177 |
113-014 |
|
| S4 |
109-228 |
110-092 |
112-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-065 |
112-300 |
1-085 |
1.1% |
0-245 |
0.7% |
36% |
False |
False |
1,382,648 |
| 10 |
115-000 |
112-295 |
2-025 |
1.8% |
0-268 |
0.7% |
23% |
False |
False |
1,619,294 |
| 20 |
117-020 |
112-295 |
4-045 |
3.7% |
0-247 |
0.7% |
11% |
False |
False |
1,233,013 |
| 40 |
117-260 |
112-295 |
4-285 |
4.3% |
0-249 |
0.7% |
10% |
False |
False |
620,955 |
| 60 |
117-260 |
112-295 |
4-285 |
4.3% |
0-273 |
0.8% |
10% |
False |
False |
414,087 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-274 |
0.8% |
36% |
False |
False |
310,602 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-229 |
0.6% |
36% |
False |
False |
248,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-291 |
|
2.618 |
115-022 |
|
1.618 |
114-177 |
|
1.000 |
114-075 |
|
0.618 |
114-012 |
|
HIGH |
113-230 |
|
0.618 |
113-167 |
|
0.500 |
113-148 |
|
0.382 |
113-128 |
|
LOW |
113-065 |
|
0.618 |
112-283 |
|
1.000 |
112-220 |
|
1.618 |
112-118 |
|
2.618 |
111-273 |
|
4.250 |
111-004 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-148 |
113-162 |
| PP |
113-140 |
113-150 |
| S1 |
113-132 |
113-138 |
|