ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
112-240 |
113-040 |
0-120 |
0.3% |
113-025 |
| High |
113-155 |
113-165 |
0-010 |
0.0% |
113-170 |
| Low |
112-220 |
113-030 |
0-130 |
0.4% |
112-210 |
| Close |
113-025 |
113-075 |
0-050 |
0.1% |
113-025 |
| Range |
0-255 |
0-135 |
-0-120 |
-47.1% |
0-280 |
| ATR |
0-259 |
0-251 |
-0-009 |
-3.3% |
0-000 |
| Volume |
1,516,582 |
1,186,600 |
-329,982 |
-21.8% |
5,858,459 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-175 |
114-100 |
113-149 |
|
| R3 |
114-040 |
113-285 |
113-112 |
|
| R2 |
113-225 |
113-225 |
113-100 |
|
| R1 |
113-150 |
113-150 |
113-087 |
113-188 |
| PP |
113-090 |
113-090 |
113-090 |
113-109 |
| S1 |
113-015 |
113-015 |
113-063 |
113-052 |
| S2 |
112-275 |
112-275 |
113-050 |
|
| S3 |
112-140 |
112-200 |
113-038 |
|
| S4 |
112-005 |
112-065 |
113-001 |
|
|
| 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% |
0-216 |
0.6% |
66% |
False |
False |
1,409,011 |
| 10 |
114-000 |
112-125 |
1-195 |
1.4% |
0-253 |
0.7% |
52% |
False |
False |
1,543,382 |
| 20 |
115-000 |
112-125 |
2-195 |
2.3% |
0-260 |
0.7% |
32% |
False |
False |
1,581,338 |
| 40 |
117-260 |
112-125 |
5-135 |
4.8% |
0-257 |
0.7% |
16% |
False |
False |
1,006,303 |
| 60 |
117-260 |
112-125 |
5-135 |
4.8% |
0-250 |
0.7% |
16% |
False |
False |
671,286 |
| 80 |
117-260 |
111-005 |
6-255 |
6.0% |
0-292 |
0.8% |
33% |
False |
False |
503,524 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-248 |
0.7% |
34% |
False |
False |
402,820 |
| 120 |
117-260 |
110-275 |
6-305 |
6.1% |
0-214 |
0.6% |
34% |
False |
False |
335,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-099 |
|
2.618 |
114-198 |
|
1.618 |
114-063 |
|
1.000 |
113-300 |
|
0.618 |
113-248 |
|
HIGH |
113-165 |
|
0.618 |
113-113 |
|
0.500 |
113-098 |
|
0.382 |
113-082 |
|
LOW |
113-030 |
|
0.618 |
112-267 |
|
1.000 |
112-215 |
|
1.618 |
112-132 |
|
2.618 |
111-317 |
|
4.250 |
111-096 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-098 |
113-059 |
| PP |
113-090 |
113-043 |
| S1 |
113-082 |
113-028 |
|