ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 27-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
115-240 |
115-135 |
-0-105 |
-0.3% |
114-275 |
| High |
115-305 |
115-175 |
-0-130 |
-0.4% |
115-000 |
| Low |
115-100 |
114-210 |
-0-210 |
-0.6% |
113-305 |
| Close |
115-175 |
114-235 |
-0-260 |
-0.7% |
114-150 |
| Range |
0-205 |
0-285 |
0-080 |
39.0% |
1-015 |
| ATR |
0-280 |
0-280 |
0-000 |
0.1% |
0-000 |
| Volume |
1,698,122 |
1,522,224 |
-175,898 |
-10.4% |
5,801,844 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-208 |
117-027 |
115-072 |
|
| R3 |
116-243 |
116-062 |
114-313 |
|
| R2 |
115-278 |
115-278 |
114-287 |
|
| R1 |
115-097 |
115-097 |
114-261 |
115-045 |
| PP |
114-313 |
114-313 |
114-313 |
114-288 |
| S1 |
114-132 |
114-132 |
114-209 |
114-080 |
| S2 |
114-028 |
114-028 |
114-183 |
|
| S3 |
113-063 |
113-167 |
114-157 |
|
| S4 |
112-098 |
112-202 |
114-078 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-197 |
117-028 |
115-014 |
|
| R3 |
116-182 |
116-013 |
114-242 |
|
| R2 |
115-167 |
115-167 |
114-211 |
|
| R1 |
114-318 |
114-318 |
114-181 |
114-235 |
| PP |
114-152 |
114-152 |
114-152 |
114-110 |
| S1 |
113-303 |
113-303 |
114-119 |
113-220 |
| S2 |
113-137 |
113-137 |
114-089 |
|
| S3 |
112-122 |
112-288 |
114-058 |
|
| S4 |
111-107 |
111-273 |
113-286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-305 |
114-130 |
1-175 |
1.3% |
0-233 |
0.6% |
21% |
False |
False |
1,382,871 |
| 10 |
115-305 |
113-305 |
2-000 |
1.7% |
0-220 |
0.6% |
39% |
False |
False |
1,314,275 |
| 20 |
116-300 |
113-305 |
2-315 |
2.6% |
0-241 |
0.7% |
26% |
False |
False |
1,325,226 |
| 40 |
117-015 |
110-125 |
6-210 |
5.8% |
1-022 |
0.9% |
65% |
False |
False |
1,768,964 |
| 60 |
117-015 |
110-125 |
6-210 |
5.8% |
0-311 |
0.8% |
65% |
False |
False |
1,433,222 |
| 80 |
117-015 |
110-125 |
6-210 |
5.8% |
0-292 |
0.8% |
65% |
False |
False |
1,075,398 |
| 100 |
117-015 |
110-125 |
6-210 |
5.8% |
0-282 |
0.8% |
65% |
False |
False |
860,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-106 |
|
2.618 |
117-281 |
|
1.618 |
116-316 |
|
1.000 |
116-140 |
|
0.618 |
116-031 |
|
HIGH |
115-175 |
|
0.618 |
115-066 |
|
0.500 |
115-032 |
|
0.382 |
114-319 |
|
LOW |
114-210 |
|
0.618 |
114-034 |
|
1.000 |
113-245 |
|
1.618 |
113-069 |
|
2.618 |
112-104 |
|
4.250 |
110-279 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-032 |
115-098 |
| PP |
114-313 |
115-037 |
| S1 |
114-274 |
114-296 |
|