ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 20-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2023 |
20-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
114-135 |
114-080 |
-0-055 |
-0.2% |
115-245 |
| High |
114-145 |
114-260 |
0-115 |
0.3% |
116-080 |
| Low |
113-305 |
114-070 |
0-085 |
0.2% |
114-230 |
| Close |
114-060 |
114-210 |
0-150 |
0.4% |
114-275 |
| Range |
0-160 |
0-190 |
0-030 |
18.8% |
1-170 |
| ATR |
0-303 |
0-296 |
-0-007 |
-2.4% |
0-000 |
| Volume |
1,356,814 |
1,148,900 |
-207,914 |
-15.3% |
6,183,620 |
|
| Daily Pivots for day following 20-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-110 |
116-030 |
114-314 |
|
| R3 |
115-240 |
115-160 |
114-262 |
|
| R2 |
115-050 |
115-050 |
114-245 |
|
| R1 |
114-290 |
114-290 |
114-227 |
115-010 |
| PP |
114-180 |
114-180 |
114-180 |
114-200 |
| S1 |
114-100 |
114-100 |
114-193 |
114-140 |
| S2 |
113-310 |
113-310 |
114-175 |
|
| S3 |
113-120 |
113-230 |
114-158 |
|
| S4 |
112-250 |
113-040 |
114-106 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-278 |
118-287 |
115-224 |
|
| R3 |
118-108 |
117-117 |
115-090 |
|
| R2 |
116-258 |
116-258 |
115-045 |
|
| R1 |
115-267 |
115-267 |
115-000 |
115-178 |
| PP |
115-088 |
115-088 |
115-088 |
115-044 |
| S1 |
114-097 |
114-097 |
114-230 |
114-008 |
| S2 |
113-238 |
113-238 |
114-185 |
|
| S3 |
112-068 |
112-247 |
114-140 |
|
| S4 |
110-218 |
111-077 |
114-006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-230 |
113-305 |
1-245 |
1.5% |
0-207 |
0.6% |
40% |
False |
False |
1,245,678 |
| 10 |
116-300 |
113-305 |
2-315 |
2.6% |
0-215 |
0.6% |
24% |
False |
False |
1,218,171 |
| 20 |
117-015 |
113-305 |
3-030 |
2.7% |
0-267 |
0.7% |
23% |
False |
False |
1,384,026 |
| 40 |
117-015 |
110-125 |
6-210 |
5.8% |
1-021 |
0.9% |
64% |
False |
False |
1,865,942 |
| 60 |
117-015 |
110-125 |
6-210 |
5.8% |
0-305 |
0.8% |
64% |
False |
False |
1,318,331 |
| 80 |
117-015 |
110-125 |
6-210 |
5.8% |
0-289 |
0.8% |
64% |
False |
False |
988,972 |
| 100 |
117-015 |
110-125 |
6-210 |
5.8% |
0-276 |
0.8% |
64% |
False |
False |
791,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-108 |
|
2.618 |
116-117 |
|
1.618 |
115-247 |
|
1.000 |
115-130 |
|
0.618 |
115-057 |
|
HIGH |
114-260 |
|
0.618 |
114-187 |
|
0.500 |
114-165 |
|
0.382 |
114-143 |
|
LOW |
114-070 |
|
0.618 |
113-273 |
|
1.000 |
113-200 |
|
1.618 |
113-083 |
|
2.618 |
112-213 |
|
4.250 |
111-222 |
|
|
| Fisher Pivots for day following 20-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-195 |
114-181 |
| PP |
114-180 |
114-152 |
| S1 |
114-165 |
114-122 |
|