ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-090 |
113-140 |
0-050 |
0.1% |
113-235 |
| High |
113-215 |
114-000 |
0-105 |
0.3% |
114-065 |
| Low |
113-030 |
112-205 |
-0-145 |
-0.4% |
112-300 |
| Close |
113-115 |
112-215 |
-0-220 |
-0.6% |
113-125 |
| Range |
0-185 |
1-115 |
0-250 |
135.1% |
1-085 |
| ATR |
0-252 |
0-265 |
0-013 |
5.2% |
0-000 |
| Volume |
1,319,421 |
1,975,364 |
655,943 |
49.7% |
6,913,243 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-058 |
116-092 |
113-134 |
|
| R3 |
115-263 |
114-297 |
113-015 |
|
| R2 |
114-148 |
114-148 |
112-295 |
|
| R1 |
113-182 |
113-182 |
112-255 |
113-108 |
| PP |
113-033 |
113-033 |
113-033 |
112-316 |
| S1 |
112-067 |
112-067 |
112-175 |
111-312 |
| S2 |
111-238 |
111-238 |
112-135 |
|
| S3 |
110-123 |
110-272 |
112-095 |
|
| S4 |
109-008 |
109-157 |
111-296 |
|
|
| 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 |
114-025 |
112-205 |
1-140 |
1.3% |
0-278 |
0.8% |
2% |
False |
True |
1,525,705 |
| 10 |
115-000 |
112-205 |
2-115 |
2.1% |
0-267 |
0.7% |
1% |
False |
True |
1,565,885 |
| 20 |
116-135 |
112-205 |
3-250 |
3.4% |
0-260 |
0.7% |
1% |
False |
True |
1,393,956 |
| 40 |
117-260 |
112-205 |
5-055 |
4.6% |
0-251 |
0.7% |
1% |
False |
True |
703,298 |
| 60 |
117-260 |
112-205 |
5-055 |
4.6% |
0-261 |
0.7% |
1% |
False |
True |
468,998 |
| 80 |
117-260 |
110-275 |
6-305 |
6.2% |
0-282 |
0.8% |
26% |
False |
False |
351,787 |
| 100 |
117-260 |
110-275 |
6-305 |
6.2% |
0-235 |
0.7% |
26% |
False |
False |
281,430 |
| 120 |
117-260 |
110-275 |
6-305 |
6.2% |
0-198 |
0.5% |
26% |
False |
False |
234,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-249 |
|
2.618 |
117-179 |
|
1.618 |
116-064 |
|
1.000 |
115-115 |
|
0.618 |
114-269 |
|
HIGH |
114-000 |
|
0.618 |
113-154 |
|
0.500 |
113-102 |
|
0.382 |
113-051 |
|
LOW |
112-205 |
|
0.618 |
111-256 |
|
1.000 |
111-090 |
|
1.618 |
110-141 |
|
2.618 |
109-026 |
|
4.250 |
106-276 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-102 |
113-102 |
| PP |
113-033 |
113-033 |
| S1 |
112-284 |
112-284 |
|