ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
112-310 |
113-150 |
0-160 |
0.4% |
113-090 |
| High |
113-180 |
113-165 |
-0-015 |
0.0% |
114-000 |
| Low |
112-160 |
112-245 |
0-085 |
0.2% |
112-125 |
| Close |
113-145 |
113-015 |
-0-130 |
-0.4% |
113-015 |
| Range |
1-020 |
0-240 |
-0-100 |
-29.4% |
1-195 |
| ATR |
0-269 |
0-267 |
-0-002 |
-0.8% |
0-000 |
| Volume |
1,800,849 |
1,514,896 |
-285,953 |
-15.9% |
8,388,769 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-115 |
114-305 |
113-147 |
|
| R3 |
114-195 |
114-065 |
113-081 |
|
| R2 |
113-275 |
113-275 |
113-059 |
|
| R1 |
113-145 |
113-145 |
113-037 |
113-090 |
| PP |
113-035 |
113-035 |
113-035 |
113-008 |
| S1 |
112-225 |
112-225 |
112-313 |
112-170 |
| S2 |
112-115 |
112-115 |
112-291 |
|
| S3 |
111-195 |
111-305 |
112-269 |
|
| S4 |
110-275 |
111-065 |
112-203 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-312 |
117-038 |
113-298 |
|
| R3 |
116-117 |
115-163 |
113-157 |
|
| R2 |
114-242 |
114-242 |
113-109 |
|
| R1 |
113-288 |
113-288 |
113-062 |
113-168 |
| PP |
113-047 |
113-047 |
113-047 |
112-306 |
| S1 |
112-093 |
112-093 |
112-288 |
111-292 |
| S2 |
111-172 |
111-172 |
112-241 |
|
| S3 |
109-297 |
110-218 |
112-193 |
|
| S4 |
108-102 |
109-023 |
112-052 |
|
|
| 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% |
0-290 |
0.8% |
41% |
False |
False |
1,677,753 |
| 10 |
114-065 |
112-125 |
1-260 |
1.6% |
0-268 |
0.7% |
36% |
False |
False |
1,530,201 |
| 20 |
115-000 |
112-125 |
2-195 |
2.3% |
0-263 |
0.7% |
25% |
False |
False |
1,623,799 |
| 40 |
117-260 |
112-125 |
5-135 |
4.8% |
0-260 |
0.7% |
12% |
False |
False |
830,555 |
| 60 |
117-260 |
112-125 |
5-135 |
4.8% |
0-254 |
0.7% |
12% |
False |
False |
553,897 |
| 80 |
117-260 |
110-275 |
6-305 |
6.2% |
0-289 |
0.8% |
31% |
False |
False |
415,461 |
| 100 |
117-260 |
110-275 |
6-305 |
6.2% |
0-244 |
0.7% |
31% |
False |
False |
332,369 |
| 120 |
117-260 |
110-275 |
6-305 |
6.2% |
0-205 |
0.6% |
31% |
False |
False |
276,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-225 |
|
2.618 |
115-153 |
|
1.618 |
114-233 |
|
1.000 |
114-085 |
|
0.618 |
113-313 |
|
HIGH |
113-165 |
|
0.618 |
113-073 |
|
0.500 |
113-045 |
|
0.382 |
113-017 |
|
LOW |
112-245 |
|
0.618 |
112-097 |
|
1.000 |
112-005 |
|
1.618 |
111-177 |
|
2.618 |
110-257 |
|
4.250 |
109-185 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-045 |
113-008 |
| PP |
113-035 |
113-000 |
| S1 |
113-025 |
112-312 |
|