ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-025 |
113-105 |
0-080 |
0.2% |
113-090 |
| High |
113-170 |
113-135 |
-0-035 |
-0.1% |
114-000 |
| Low |
112-230 |
112-275 |
0-045 |
0.1% |
112-125 |
| Close |
113-100 |
113-100 |
0-000 |
0.0% |
113-015 |
| Range |
0-260 |
0-180 |
-0-080 |
-30.8% |
1-195 |
| ATR |
0-267 |
0-260 |
-0-006 |
-2.3% |
0-000 |
| Volume |
1,531,542 |
1,404,783 |
-126,759 |
-8.3% |
8,388,769 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-283 |
114-212 |
113-199 |
|
| R3 |
114-103 |
114-032 |
113-150 |
|
| R2 |
113-243 |
113-243 |
113-133 |
|
| R1 |
113-172 |
113-172 |
113-116 |
113-118 |
| PP |
113-063 |
113-063 |
113-063 |
113-036 |
| S1 |
112-312 |
112-312 |
113-084 |
112-258 |
| S2 |
112-203 |
112-203 |
113-067 |
|
| S3 |
112-023 |
112-132 |
113-050 |
|
| S4 |
111-163 |
111-272 |
113-001 |
|
|
| 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 |
113-180 |
112-125 |
1-055 |
1.0% |
0-254 |
0.7% |
79% |
False |
False |
1,606,061 |
| 10 |
114-025 |
112-125 |
1-220 |
1.5% |
0-266 |
0.7% |
55% |
False |
False |
1,565,883 |
| 20 |
115-000 |
112-125 |
2-195 |
2.3% |
0-262 |
0.7% |
35% |
False |
False |
1,727,130 |
| 40 |
117-260 |
112-125 |
5-135 |
4.8% |
0-263 |
0.7% |
17% |
False |
False |
903,927 |
| 60 |
117-260 |
112-125 |
5-135 |
4.8% |
0-248 |
0.7% |
17% |
False |
False |
602,832 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-289 |
0.8% |
35% |
False |
False |
452,165 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-245 |
0.7% |
35% |
False |
False |
361,733 |
| 120 |
117-260 |
110-275 |
6-305 |
6.1% |
0-209 |
0.6% |
35% |
False |
False |
301,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-260 |
|
2.618 |
114-286 |
|
1.618 |
114-106 |
|
1.000 |
113-315 |
|
0.618 |
113-246 |
|
HIGH |
113-135 |
|
0.618 |
113-066 |
|
0.500 |
113-045 |
|
0.382 |
113-024 |
|
LOW |
112-275 |
|
0.618 |
112-164 |
|
1.000 |
112-095 |
|
1.618 |
111-304 |
|
2.618 |
111-124 |
|
4.250 |
110-150 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-082 |
113-080 |
| PP |
113-063 |
113-060 |
| S1 |
113-045 |
113-040 |
|