ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-100 |
113-310 |
0-210 |
0.6% |
114-100 |
| High |
114-020 |
114-030 |
0-010 |
0.0% |
114-155 |
| Low |
112-310 |
113-120 |
0-130 |
0.4% |
113-205 |
| Close |
113-140 |
114-005 |
0-185 |
0.5% |
113-285 |
| Range |
1-030 |
0-230 |
-0-120 |
-34.3% |
0-270 |
| ATR |
0-180 |
0-184 |
0-004 |
2.0% |
0-000 |
| Volume |
58 |
2 |
-56 |
-96.6% |
209 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-315 |
115-230 |
114-132 |
|
| R3 |
115-085 |
115-000 |
114-068 |
|
| R2 |
114-175 |
114-175 |
114-047 |
|
| R1 |
114-090 |
114-090 |
114-026 |
114-132 |
| PP |
113-265 |
113-265 |
113-265 |
113-286 |
| S1 |
113-180 |
113-180 |
113-304 |
113-222 |
| S2 |
113-035 |
113-035 |
113-283 |
|
| S3 |
112-125 |
112-270 |
113-262 |
|
| S4 |
111-215 |
112-040 |
113-198 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-172 |
116-018 |
114-114 |
|
| R3 |
115-222 |
115-068 |
114-039 |
|
| R2 |
114-272 |
114-272 |
114-014 |
|
| R1 |
114-118 |
114-118 |
113-310 |
114-060 |
| PP |
114-002 |
114-002 |
114-002 |
113-292 |
| S1 |
113-168 |
113-168 |
113-260 |
113-110 |
| S2 |
113-052 |
113-052 |
113-236 |
|
| S3 |
112-102 |
112-218 |
113-211 |
|
| S4 |
111-152 |
111-268 |
113-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-100 |
112-310 |
1-110 |
1.2% |
0-236 |
0.6% |
78% |
False |
False |
20 |
| 10 |
114-180 |
112-310 |
1-190 |
1.4% |
0-172 |
0.5% |
66% |
False |
False |
31 |
| 20 |
115-075 |
112-310 |
2-085 |
2.0% |
0-096 |
0.3% |
46% |
False |
False |
15 |
| 40 |
117-265 |
112-310 |
4-275 |
4.3% |
0-052 |
0.1% |
22% |
False |
False |
7 |
| 60 |
118-055 |
112-310 |
5-065 |
4.6% |
0-034 |
0.1% |
20% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-048 |
|
2.618 |
115-312 |
|
1.618 |
115-082 |
|
1.000 |
114-260 |
|
0.618 |
114-172 |
|
HIGH |
114-030 |
|
0.618 |
113-262 |
|
0.500 |
113-235 |
|
0.382 |
113-208 |
|
LOW |
113-120 |
|
0.618 |
112-298 |
|
1.000 |
112-210 |
|
1.618 |
112-068 |
|
2.618 |
111-158 |
|
4.250 |
110-102 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-295 |
113-285 |
| PP |
113-265 |
113-245 |
| S1 |
113-235 |
113-205 |
|