ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-135 |
113-215 |
0-080 |
0.2% |
113-220 |
| High |
114-015 |
114-030 |
0-015 |
0.0% |
114-020 |
| Low |
113-120 |
113-215 |
0-095 |
0.3% |
113-110 |
| Close |
113-220 |
113-275 |
0-055 |
0.2% |
113-220 |
| Range |
0-215 |
0-135 |
-0-080 |
-37.2% |
0-230 |
| ATR |
0-185 |
0-182 |
-0-004 |
-1.9% |
0-000 |
| Volume |
10 |
52 |
42 |
420.0% |
68 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-045 |
114-295 |
114-029 |
|
| R3 |
114-230 |
114-160 |
113-312 |
|
| R2 |
114-095 |
114-095 |
113-300 |
|
| R1 |
114-025 |
114-025 |
113-287 |
114-060 |
| PP |
113-280 |
113-280 |
113-280 |
113-298 |
| S1 |
113-210 |
113-210 |
113-263 |
113-245 |
| S2 |
113-145 |
113-145 |
113-250 |
|
| S3 |
113-010 |
113-075 |
113-238 |
|
| S4 |
112-195 |
112-260 |
113-201 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-273 |
115-157 |
114-026 |
|
| R3 |
115-043 |
114-247 |
113-283 |
|
| R2 |
114-133 |
114-133 |
113-262 |
|
| R1 |
114-017 |
114-017 |
113-241 |
114-015 |
| PP |
113-223 |
113-223 |
113-223 |
113-222 |
| S1 |
113-107 |
113-107 |
113-199 |
113-105 |
| S2 |
112-313 |
112-313 |
113-178 |
|
| S3 |
112-083 |
112-197 |
113-157 |
|
| S4 |
111-173 |
111-287 |
113-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-030 |
113-110 |
0-240 |
0.7% |
0-176 |
0.5% |
69% |
True |
False |
24 |
| 10 |
114-100 |
112-310 |
1-110 |
1.2% |
0-212 |
0.6% |
66% |
False |
False |
25 |
| 20 |
115-075 |
112-310 |
2-085 |
2.0% |
0-149 |
0.4% |
39% |
False |
False |
23 |
| 40 |
117-265 |
112-310 |
4-275 |
4.3% |
0-078 |
0.2% |
18% |
False |
False |
11 |
| 60 |
118-055 |
112-310 |
5-065 |
4.6% |
0-052 |
0.1% |
17% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-284 |
|
2.618 |
115-063 |
|
1.618 |
114-248 |
|
1.000 |
114-165 |
|
0.618 |
114-113 |
|
HIGH |
114-030 |
|
0.618 |
113-298 |
|
0.500 |
113-282 |
|
0.382 |
113-267 |
|
LOW |
113-215 |
|
0.618 |
113-132 |
|
1.000 |
113-080 |
|
1.618 |
112-317 |
|
2.618 |
112-182 |
|
4.250 |
111-281 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-282 |
113-260 |
| PP |
113-280 |
113-245 |
| S1 |
113-278 |
113-230 |
|