ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
114-050 |
113-220 |
-0-150 |
-0.4% |
114-035 |
| High |
114-050 |
114-020 |
-0-030 |
-0.1% |
114-100 |
| Low |
113-180 |
113-175 |
-0-005 |
0.0% |
112-310 |
| Close |
113-195 |
113-280 |
0-085 |
0.2% |
113-195 |
| Range |
0-190 |
0-165 |
-0-025 |
-13.2% |
1-110 |
| ATR |
0-184 |
0-183 |
-0-001 |
-0.7% |
0-000 |
| Volume |
33 |
17 |
-16 |
-48.5% |
132 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-120 |
115-045 |
114-051 |
|
| R3 |
114-275 |
114-200 |
114-005 |
|
| R2 |
114-110 |
114-110 |
113-310 |
|
| R1 |
114-035 |
114-035 |
113-295 |
114-072 |
| PP |
113-265 |
113-265 |
113-265 |
113-284 |
| S1 |
113-190 |
113-190 |
113-265 |
113-228 |
| S2 |
113-100 |
113-100 |
113-250 |
|
| S3 |
112-255 |
113-025 |
113-235 |
|
| S4 |
112-090 |
112-180 |
113-189 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-212 |
116-313 |
114-112 |
|
| R3 |
116-102 |
115-203 |
113-313 |
|
| R2 |
114-312 |
114-312 |
113-274 |
|
| R1 |
114-093 |
114-093 |
113-234 |
113-308 |
| PP |
113-202 |
113-202 |
113-202 |
113-149 |
| S1 |
112-303 |
112-303 |
113-156 |
112-198 |
| S2 |
112-092 |
112-092 |
113-116 |
|
| S3 |
110-302 |
111-193 |
113-077 |
|
| S4 |
109-192 |
110-083 |
112-278 |
|
|
| 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% |
0-260 |
0.7% |
67% |
False |
False |
28 |
| 10 |
114-155 |
112-310 |
1-165 |
1.3% |
0-198 |
0.5% |
60% |
False |
False |
35 |
| 20 |
115-075 |
112-310 |
2-085 |
2.0% |
0-113 |
0.3% |
40% |
False |
False |
18 |
| 40 |
117-265 |
112-310 |
4-275 |
4.3% |
0-060 |
0.2% |
19% |
False |
False |
9 |
| 60 |
118-055 |
112-310 |
5-065 |
4.6% |
0-040 |
0.1% |
17% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-081 |
|
2.618 |
115-132 |
|
1.618 |
114-287 |
|
1.000 |
114-185 |
|
0.618 |
114-122 |
|
HIGH |
114-020 |
|
0.618 |
113-277 |
|
0.500 |
113-258 |
|
0.382 |
113-238 |
|
LOW |
113-175 |
|
0.618 |
113-073 |
|
1.000 |
113-010 |
|
1.618 |
112-228 |
|
2.618 |
112-063 |
|
4.250 |
111-114 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-272 |
113-268 |
| PP |
113-265 |
113-257 |
| S1 |
113-258 |
113-245 |
|