ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-065 |
112-270 |
-0-115 |
-0.3% |
113-025 |
| High |
113-130 |
113-095 |
-0-035 |
-0.1% |
113-170 |
| Low |
112-245 |
112-260 |
0-015 |
0.0% |
112-210 |
| Close |
112-265 |
113-080 |
0-135 |
0.4% |
113-025 |
| Range |
0-205 |
0-155 |
-0-050 |
-24.4% |
0-280 |
| ATR |
0-248 |
0-241 |
-0-007 |
-2.7% |
0-000 |
| Volume |
1,476,874 |
1,426,850 |
-50,024 |
-3.4% |
5,858,459 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-183 |
114-127 |
113-165 |
|
| R3 |
114-028 |
113-292 |
113-123 |
|
| R2 |
113-193 |
113-193 |
113-108 |
|
| R1 |
113-137 |
113-137 |
113-094 |
113-165 |
| PP |
113-038 |
113-038 |
113-038 |
113-052 |
| S1 |
112-302 |
112-302 |
113-066 |
113-010 |
| S2 |
112-203 |
112-203 |
113-052 |
|
| S3 |
112-048 |
112-147 |
113-037 |
|
| S4 |
111-213 |
111-312 |
112-315 |
|
|
| 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% |
0-200 |
0.6% |
69% |
False |
False |
1,402,491 |
| 10 |
113-180 |
112-125 |
1-055 |
1.0% |
0-227 |
0.6% |
73% |
False |
False |
1,504,276 |
| 20 |
115-000 |
112-125 |
2-195 |
2.3% |
0-247 |
0.7% |
33% |
False |
False |
1,535,081 |
| 40 |
117-260 |
112-125 |
5-135 |
4.8% |
0-249 |
0.7% |
16% |
False |
False |
1,078,636 |
| 60 |
117-260 |
112-125 |
5-135 |
4.8% |
0-246 |
0.7% |
16% |
False |
False |
719,671 |
| 80 |
117-260 |
111-050 |
6-210 |
5.9% |
0-292 |
0.8% |
31% |
False |
False |
539,788 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-251 |
0.7% |
34% |
False |
False |
431,857 |
| 120 |
117-260 |
110-275 |
6-305 |
6.1% |
0-215 |
0.6% |
34% |
False |
False |
359,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-114 |
|
2.618 |
114-181 |
|
1.618 |
114-026 |
|
1.000 |
113-250 |
|
0.618 |
113-191 |
|
HIGH |
113-095 |
|
0.618 |
113-036 |
|
0.500 |
113-018 |
|
0.382 |
112-319 |
|
LOW |
112-260 |
|
0.618 |
112-164 |
|
1.000 |
112-105 |
|
1.618 |
112-009 |
|
2.618 |
111-174 |
|
4.250 |
110-241 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-059 |
113-068 |
| PP |
113-038 |
113-057 |
| S1 |
113-018 |
113-045 |
|