ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
112-270 |
113-080 |
0-130 |
0.4% |
113-025 |
| High |
113-095 |
113-085 |
-0-010 |
0.0% |
113-170 |
| Low |
112-260 |
112-010 |
-0-250 |
-0.7% |
112-210 |
| Close |
113-080 |
112-040 |
-1-040 |
-1.0% |
113-025 |
| Range |
0-155 |
1-075 |
0-240 |
154.8% |
0-280 |
| ATR |
0-241 |
0-252 |
0-011 |
4.6% |
0-000 |
| Volume |
1,426,850 |
1,959,722 |
532,872 |
37.3% |
5,858,459 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-057 |
115-123 |
112-257 |
|
| R3 |
114-302 |
114-048 |
112-149 |
|
| R2 |
113-227 |
113-227 |
112-112 |
|
| R1 |
112-293 |
112-293 |
112-076 |
112-222 |
| PP |
112-152 |
112-152 |
112-152 |
112-116 |
| S1 |
111-218 |
111-218 |
112-004 |
111-148 |
| S2 |
111-077 |
111-077 |
111-288 |
|
| S3 |
110-002 |
110-143 |
111-251 |
|
| S4 |
108-247 |
109-068 |
111-143 |
|
|
| 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 |
112-010 |
1-155 |
1.3% |
0-229 |
0.6% |
6% |
False |
True |
1,513,325 |
| 10 |
113-180 |
112-010 |
1-170 |
1.4% |
0-242 |
0.7% |
6% |
False |
True |
1,522,425 |
| 20 |
115-000 |
112-010 |
2-310 |
2.6% |
0-257 |
0.7% |
3% |
False |
True |
1,518,352 |
| 40 |
117-260 |
112-010 |
5-250 |
5.2% |
0-250 |
0.7% |
2% |
False |
True |
1,127,369 |
| 60 |
117-260 |
112-010 |
5-250 |
5.2% |
0-246 |
0.7% |
2% |
False |
True |
752,320 |
| 80 |
117-260 |
111-050 |
6-210 |
5.9% |
0-295 |
0.8% |
15% |
False |
False |
564,284 |
| 100 |
117-260 |
110-275 |
6-305 |
6.2% |
0-254 |
0.7% |
18% |
False |
False |
451,454 |
| 120 |
117-260 |
110-275 |
6-305 |
6.2% |
0-218 |
0.6% |
18% |
False |
False |
376,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-164 |
|
2.618 |
116-159 |
|
1.618 |
115-084 |
|
1.000 |
114-160 |
|
0.618 |
114-009 |
|
HIGH |
113-085 |
|
0.618 |
112-254 |
|
0.500 |
112-208 |
|
0.382 |
112-161 |
|
LOW |
112-010 |
|
0.618 |
111-086 |
|
1.000 |
110-255 |
|
1.618 |
110-011 |
|
2.618 |
108-256 |
|
4.250 |
106-251 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-208 |
112-230 |
| PP |
112-152 |
112-167 |
| S1 |
112-096 |
112-103 |
|