ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 30-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-080 |
112-075 |
-1-005 |
-0.9% |
113-040 |
| High |
113-085 |
112-125 |
-0-280 |
-0.8% |
113-165 |
| Low |
112-010 |
111-255 |
-0-075 |
-0.2% |
111-255 |
| Close |
112-040 |
112-085 |
0-045 |
0.1% |
112-085 |
| Range |
1-075 |
0-190 |
-0-205 |
-51.9% |
1-230 |
| ATR |
0-252 |
0-248 |
-0-004 |
-1.8% |
0-000 |
| Volume |
1,959,722 |
2,102,870 |
143,148 |
7.3% |
8,152,916 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-298 |
113-222 |
112-190 |
|
| R3 |
113-108 |
113-032 |
112-137 |
|
| R2 |
112-238 |
112-238 |
112-120 |
|
| R1 |
112-162 |
112-162 |
112-102 |
112-200 |
| PP |
112-048 |
112-048 |
112-048 |
112-068 |
| S1 |
111-292 |
111-292 |
112-068 |
112-010 |
| S2 |
111-178 |
111-178 |
112-050 |
|
| S3 |
110-308 |
111-102 |
112-033 |
|
| S4 |
110-118 |
110-232 |
111-300 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-218 |
116-222 |
113-068 |
|
| R3 |
115-308 |
114-312 |
112-236 |
|
| R2 |
114-078 |
114-078 |
112-186 |
|
| R1 |
113-082 |
113-082 |
112-135 |
112-285 |
| PP |
112-168 |
112-168 |
112-168 |
112-110 |
| S1 |
111-172 |
111-172 |
112-035 |
111-055 |
| S2 |
110-258 |
110-258 |
111-304 |
|
| S3 |
109-028 |
109-262 |
111-254 |
|
| S4 |
107-118 |
108-032 |
111-102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-165 |
111-255 |
1-230 |
1.5% |
0-216 |
0.6% |
27% |
False |
True |
1,630,583 |
| 10 |
113-170 |
111-255 |
1-235 |
1.5% |
0-226 |
0.6% |
27% |
False |
True |
1,552,627 |
| 20 |
114-245 |
111-255 |
2-310 |
2.6% |
0-251 |
0.7% |
16% |
False |
True |
1,543,612 |
| 40 |
117-260 |
111-255 |
6-005 |
5.4% |
0-247 |
0.7% |
8% |
False |
True |
1,179,684 |
| 60 |
117-260 |
111-255 |
6-005 |
5.4% |
0-244 |
0.7% |
8% |
False |
True |
787,357 |
| 80 |
117-260 |
111-090 |
6-170 |
5.8% |
0-295 |
0.8% |
15% |
False |
False |
590,570 |
| 100 |
117-260 |
110-275 |
6-305 |
6.2% |
0-254 |
0.7% |
20% |
False |
False |
472,483 |
| 120 |
117-260 |
110-275 |
6-305 |
6.2% |
0-220 |
0.6% |
20% |
False |
False |
393,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-292 |
|
2.618 |
113-302 |
|
1.618 |
113-112 |
|
1.000 |
112-315 |
|
0.618 |
112-242 |
|
HIGH |
112-125 |
|
0.618 |
112-052 |
|
0.500 |
112-030 |
|
0.382 |
112-008 |
|
LOW |
111-255 |
|
0.618 |
111-138 |
|
1.000 |
111-065 |
|
1.618 |
110-268 |
|
2.618 |
110-078 |
|
4.250 |
109-088 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-067 |
112-175 |
| PP |
112-048 |
112-145 |
| S1 |
112-030 |
112-115 |
|