ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-095 |
112-240 |
-0-175 |
-0.5% |
113-025 |
| High |
113-140 |
113-155 |
0-015 |
0.0% |
113-170 |
| Low |
112-210 |
112-220 |
0-010 |
0.0% |
112-210 |
| Close |
112-235 |
113-025 |
0-110 |
0.3% |
113-025 |
| Range |
0-250 |
0-255 |
0-005 |
2.0% |
0-280 |
| ATR |
0-260 |
0-259 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,405,552 |
1,516,582 |
111,030 |
7.9% |
5,858,459 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-152 |
115-023 |
113-165 |
|
| R3 |
114-217 |
114-088 |
113-095 |
|
| R2 |
113-282 |
113-282 |
113-072 |
|
| R1 |
113-153 |
113-153 |
113-048 |
113-218 |
| PP |
113-027 |
113-027 |
113-027 |
113-059 |
| S1 |
112-218 |
112-218 |
113-002 |
112-282 |
| S2 |
112-092 |
112-092 |
112-298 |
|
| S3 |
111-157 |
111-283 |
112-275 |
|
| S4 |
110-222 |
111-028 |
112-205 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-228 |
115-087 |
113-179 |
|
| R3 |
114-268 |
114-127 |
113-102 |
|
| R2 |
113-308 |
113-308 |
113-076 |
|
| R1 |
113-167 |
113-167 |
113-051 |
113-165 |
| PP |
113-028 |
113-028 |
113-028 |
113-028 |
| S1 |
112-207 |
112-207 |
112-319 |
112-205 |
| S2 |
112-068 |
112-068 |
112-294 |
|
| S3 |
111-108 |
111-247 |
112-268 |
|
| S4 |
110-148 |
110-287 |
112-191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-170 |
112-210 |
0-280 |
0.8% |
0-237 |
0.7% |
48% |
False |
False |
1,474,671 |
| 10 |
114-000 |
112-125 |
1-195 |
1.4% |
0-256 |
0.7% |
43% |
False |
False |
1,540,654 |
| 20 |
115-000 |
112-125 |
2-195 |
2.3% |
0-268 |
0.7% |
26% |
False |
False |
1,648,780 |
| 40 |
117-260 |
112-125 |
5-135 |
4.8% |
0-260 |
0.7% |
13% |
False |
False |
976,791 |
| 60 |
117-260 |
112-125 |
5-135 |
4.8% |
0-250 |
0.7% |
13% |
False |
False |
651,517 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-291 |
0.8% |
32% |
False |
False |
488,691 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-246 |
0.7% |
32% |
False |
False |
390,954 |
| 120 |
117-260 |
110-275 |
6-305 |
6.1% |
0-213 |
0.6% |
32% |
False |
False |
325,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-279 |
|
2.618 |
115-183 |
|
1.618 |
114-248 |
|
1.000 |
114-090 |
|
0.618 |
113-313 |
|
HIGH |
113-155 |
|
0.618 |
113-058 |
|
0.500 |
113-028 |
|
0.382 |
112-317 |
|
LOW |
112-220 |
|
0.618 |
112-062 |
|
1.000 |
111-285 |
|
1.618 |
111-127 |
|
2.618 |
110-192 |
|
4.250 |
109-096 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-028 |
113-024 |
| PP |
113-027 |
113-023 |
| S1 |
113-026 |
113-022 |
|