ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-140 |
112-270 |
-0-190 |
-0.5% |
113-235 |
| High |
114-000 |
113-055 |
-0-265 |
-0.7% |
114-065 |
| Low |
112-205 |
112-125 |
-0-080 |
-0.2% |
112-300 |
| Close |
112-215 |
112-280 |
0-065 |
0.2% |
113-125 |
| Range |
1-115 |
0-250 |
-0-185 |
-42.5% |
1-085 |
| ATR |
0-265 |
0-264 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,975,364 |
1,778,239 |
-197,125 |
-10.0% |
6,913,243 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-050 |
114-255 |
113-098 |
|
| R3 |
114-120 |
114-005 |
113-029 |
|
| R2 |
113-190 |
113-190 |
113-006 |
|
| R1 |
113-075 |
113-075 |
112-303 |
113-132 |
| PP |
112-260 |
112-260 |
112-260 |
112-289 |
| S1 |
112-145 |
112-145 |
112-257 |
112-202 |
| S2 |
112-010 |
112-010 |
112-234 |
|
| S3 |
111-080 |
111-215 |
112-211 |
|
| S4 |
110-150 |
110-285 |
112-142 |
|
|
| 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 |
114-000 |
112-125 |
1-195 |
1.4% |
0-261 |
0.7% |
30% |
False |
True |
1,557,771 |
| 10 |
115-000 |
112-125 |
2-195 |
2.3% |
0-272 |
0.8% |
19% |
False |
True |
1,514,279 |
| 20 |
115-295 |
112-125 |
3-170 |
3.1% |
0-258 |
0.7% |
14% |
False |
True |
1,478,362 |
| 40 |
117-260 |
112-125 |
5-135 |
4.8% |
0-254 |
0.7% |
9% |
False |
True |
747,735 |
| 60 |
117-260 |
112-125 |
5-135 |
4.8% |
0-259 |
0.7% |
9% |
False |
True |
498,635 |
| 80 |
117-260 |
110-275 |
6-305 |
6.2% |
0-285 |
0.8% |
29% |
False |
False |
374,015 |
| 100 |
117-260 |
110-275 |
6-305 |
6.2% |
0-238 |
0.7% |
29% |
False |
False |
299,212 |
| 120 |
117-260 |
110-275 |
6-305 |
6.2% |
0-200 |
0.6% |
29% |
False |
False |
249,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-158 |
|
2.618 |
115-070 |
|
1.618 |
114-140 |
|
1.000 |
113-305 |
|
0.618 |
113-210 |
|
HIGH |
113-055 |
|
0.618 |
112-280 |
|
0.500 |
112-250 |
|
0.382 |
112-220 |
|
LOW |
112-125 |
|
0.618 |
111-290 |
|
1.000 |
111-195 |
|
1.618 |
111-040 |
|
2.618 |
110-110 |
|
4.250 |
109-022 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-270 |
113-062 |
| PP |
112-260 |
113-028 |
| S1 |
112-250 |
112-314 |
|