ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-040 |
113-065 |
0-025 |
0.1% |
113-025 |
| High |
113-165 |
113-130 |
-0-035 |
-0.1% |
113-170 |
| Low |
113-030 |
112-245 |
-0-105 |
-0.3% |
112-210 |
| Close |
113-075 |
112-265 |
-0-130 |
-0.4% |
113-025 |
| Range |
0-135 |
0-205 |
0-070 |
51.9% |
0-280 |
| ATR |
0-251 |
0-248 |
-0-003 |
-1.3% |
0-000 |
| Volume |
1,186,600 |
1,476,874 |
290,274 |
24.5% |
5,858,459 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-295 |
114-165 |
113-058 |
|
| R3 |
114-090 |
113-280 |
113-001 |
|
| R2 |
113-205 |
113-205 |
112-303 |
|
| R1 |
113-075 |
113-075 |
112-284 |
113-038 |
| PP |
113-000 |
113-000 |
113-000 |
112-301 |
| S1 |
112-190 |
112-190 |
112-246 |
112-152 |
| S2 |
112-115 |
112-115 |
112-227 |
|
| S3 |
111-230 |
111-305 |
112-209 |
|
| S4 |
111-025 |
111-100 |
112-152 |
|
|
| 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 |
113-165 |
112-210 |
0-275 |
0.8% |
0-205 |
0.6% |
20% |
False |
False |
1,398,078 |
| 10 |
114-000 |
112-125 |
1-195 |
1.4% |
0-255 |
0.7% |
27% |
False |
False |
1,559,128 |
| 20 |
115-000 |
112-125 |
2-195 |
2.3% |
0-260 |
0.7% |
17% |
False |
False |
1,564,769 |
| 40 |
117-260 |
112-125 |
5-135 |
4.8% |
0-254 |
0.7% |
8% |
False |
False |
1,043,118 |
| 60 |
117-260 |
112-125 |
5-135 |
4.8% |
0-249 |
0.7% |
8% |
False |
False |
695,891 |
| 80 |
117-260 |
111-050 |
6-210 |
5.9% |
0-292 |
0.8% |
25% |
False |
False |
521,953 |
| 100 |
117-260 |
110-275 |
6-305 |
6.2% |
0-249 |
0.7% |
28% |
False |
False |
417,589 |
| 120 |
117-260 |
110-275 |
6-305 |
6.2% |
0-214 |
0.6% |
28% |
False |
False |
347,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-041 |
|
2.618 |
115-027 |
|
1.618 |
114-142 |
|
1.000 |
114-015 |
|
0.618 |
113-257 |
|
HIGH |
113-130 |
|
0.618 |
113-052 |
|
0.500 |
113-028 |
|
0.382 |
113-003 |
|
LOW |
112-245 |
|
0.618 |
112-118 |
|
1.000 |
112-040 |
|
1.618 |
111-233 |
|
2.618 |
111-028 |
|
4.250 |
110-014 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-028 |
113-032 |
| PP |
113-000 |
113-003 |
| S1 |
112-292 |
112-294 |
|