ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-105 |
113-095 |
-0-010 |
0.0% |
113-090 |
| High |
113-135 |
113-140 |
0-005 |
0.0% |
114-000 |
| Low |
112-275 |
112-210 |
-0-065 |
-0.2% |
112-125 |
| Close |
113-100 |
112-235 |
-0-185 |
-0.5% |
113-015 |
| Range |
0-180 |
0-250 |
0-070 |
38.9% |
1-195 |
| ATR |
0-260 |
0-260 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,404,783 |
1,405,552 |
769 |
0.1% |
8,388,769 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-092 |
114-253 |
113-052 |
|
| R3 |
114-162 |
114-003 |
112-304 |
|
| R2 |
113-232 |
113-232 |
112-281 |
|
| R1 |
113-073 |
113-073 |
112-258 |
113-028 |
| PP |
112-302 |
112-302 |
112-302 |
112-279 |
| S1 |
112-143 |
112-143 |
112-212 |
112-098 |
| S2 |
112-052 |
112-052 |
112-189 |
|
| S3 |
111-122 |
111-213 |
112-166 |
|
| S4 |
110-192 |
110-283 |
112-098 |
|
|
| 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 |
112-160 |
1-020 |
0.9% |
0-254 |
0.7% |
22% |
False |
False |
1,531,524 |
| 10 |
114-000 |
112-125 |
1-195 |
1.4% |
0-258 |
0.7% |
21% |
False |
False |
1,544,647 |
| 20 |
115-000 |
112-125 |
2-195 |
2.3% |
0-265 |
0.7% |
13% |
False |
False |
1,726,485 |
| 40 |
117-260 |
112-125 |
5-135 |
4.8% |
0-259 |
0.7% |
6% |
False |
False |
938,986 |
| 60 |
117-260 |
112-125 |
5-135 |
4.8% |
0-249 |
0.7% |
6% |
False |
False |
626,257 |
| 80 |
117-260 |
110-275 |
6-305 |
6.2% |
0-291 |
0.8% |
27% |
False |
False |
469,734 |
| 100 |
117-260 |
110-275 |
6-305 |
6.2% |
0-244 |
0.7% |
27% |
False |
False |
375,788 |
| 120 |
117-260 |
110-275 |
6-305 |
6.2% |
0-211 |
0.6% |
27% |
False |
False |
313,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-242 |
|
2.618 |
115-154 |
|
1.618 |
114-224 |
|
1.000 |
114-070 |
|
0.618 |
113-294 |
|
HIGH |
113-140 |
|
0.618 |
113-044 |
|
0.500 |
113-015 |
|
0.382 |
112-306 |
|
LOW |
112-210 |
|
0.618 |
112-056 |
|
1.000 |
111-280 |
|
1.618 |
111-126 |
|
2.618 |
110-196 |
|
4.250 |
109-108 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-015 |
113-030 |
| PP |
112-302 |
112-312 |
| S1 |
112-268 |
112-273 |
|