ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 22-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
114-015 |
113-260 |
-0-075 |
-0.2% |
114-035 |
High |
114-020 |
113-310 |
-0-030 |
-0.1% |
114-100 |
Low |
113-175 |
113-110 |
-0-065 |
-0.2% |
112-310 |
Close |
113-305 |
113-120 |
-0-185 |
-0.5% |
113-195 |
Range |
0-165 |
0-200 |
0-035 |
21.2% |
1-110 |
ATR |
0-182 |
0-183 |
0-001 |
0.7% |
0-000 |
Volume |
32 |
9 |
-23 |
-71.9% |
132 |
|
Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-140 |
115-010 |
113-230 |
|
R3 |
114-260 |
114-130 |
113-175 |
|
R2 |
114-060 |
114-060 |
113-157 |
|
R1 |
113-250 |
113-250 |
113-138 |
113-215 |
PP |
113-180 |
113-180 |
113-180 |
113-162 |
S1 |
113-050 |
113-050 |
113-102 |
113-015 |
S2 |
112-300 |
112-300 |
113-083 |
|
S3 |
112-100 |
112-170 |
113-065 |
|
S4 |
111-220 |
111-290 |
113-010 |
|
|
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 |
114-050 |
113-110 |
0-260 |
0.7% |
0-190 |
0.5% |
4% |
False |
True |
18 |
10 |
114-100 |
112-310 |
1-110 |
1.2% |
0-209 |
0.6% |
30% |
False |
False |
22 |
20 |
115-075 |
112-310 |
2-085 |
2.0% |
0-132 |
0.4% |
18% |
False |
False |
20 |
40 |
117-265 |
112-310 |
4-275 |
4.3% |
0-070 |
0.2% |
8% |
False |
False |
10 |
60 |
118-055 |
112-310 |
5-065 |
4.6% |
0-046 |
0.1% |
8% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-200 |
2.618 |
115-194 |
1.618 |
114-314 |
1.000 |
114-190 |
0.618 |
114-114 |
HIGH |
113-310 |
0.618 |
113-234 |
0.500 |
113-210 |
0.382 |
113-186 |
LOW |
113-110 |
0.618 |
112-306 |
1.000 |
112-230 |
1.618 |
112-106 |
2.618 |
111-226 |
4.250 |
110-220 |
|
|
Fisher Pivots for day following 22-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
113-210 |
113-225 |
PP |
113-180 |
113-190 |
S1 |
113-150 |
113-155 |
|