ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-220 |
113-090 |
-0-130 |
-0.4% |
113-235 |
| High |
113-230 |
113-215 |
-0-015 |
0.0% |
114-065 |
| Low |
113-065 |
113-030 |
-0-035 |
-0.1% |
112-300 |
| Close |
113-125 |
113-115 |
-0-010 |
0.0% |
113-125 |
| Range |
0-165 |
0-185 |
0-020 |
12.1% |
1-085 |
| ATR |
0-257 |
0-252 |
-0-005 |
-2.0% |
0-000 |
| Volume |
1,159,312 |
1,319,421 |
160,109 |
13.8% |
6,913,243 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-035 |
114-260 |
113-217 |
|
| R3 |
114-170 |
114-075 |
113-166 |
|
| R2 |
113-305 |
113-305 |
113-149 |
|
| R1 |
113-210 |
113-210 |
113-132 |
113-258 |
| PP |
113-120 |
113-120 |
113-120 |
113-144 |
| S1 |
113-025 |
113-025 |
113-098 |
113-072 |
| S2 |
112-255 |
112-255 |
113-081 |
|
| S3 |
112-070 |
112-160 |
113-064 |
|
| S4 |
111-205 |
111-295 |
113-013 |
|
|
| 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% |
0-231 |
0.6% |
33% |
False |
False |
1,358,390 |
| 10 |
115-000 |
112-295 |
2-025 |
1.8% |
0-264 |
0.7% |
21% |
False |
False |
1,570,411 |
| 20 |
116-135 |
112-295 |
3-160 |
3.1% |
0-243 |
0.7% |
13% |
False |
False |
1,296,998 |
| 40 |
117-260 |
112-295 |
4-285 |
4.3% |
0-246 |
0.7% |
9% |
False |
False |
653,923 |
| 60 |
117-260 |
112-295 |
4-285 |
4.3% |
0-265 |
0.7% |
9% |
False |
False |
436,077 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-276 |
0.8% |
36% |
False |
False |
327,095 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-231 |
0.6% |
36% |
False |
False |
261,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-041 |
|
2.618 |
115-059 |
|
1.618 |
114-194 |
|
1.000 |
114-080 |
|
0.618 |
114-009 |
|
HIGH |
113-215 |
|
0.618 |
113-144 |
|
0.500 |
113-122 |
|
0.382 |
113-101 |
|
LOW |
113-030 |
|
0.618 |
112-236 |
|
1.000 |
112-165 |
|
1.618 |
112-051 |
|
2.618 |
111-186 |
|
4.250 |
110-204 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-122 |
113-115 |
| PP |
113-120 |
113-115 |
| S1 |
113-118 |
113-115 |
|