ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
115-195 |
116-195 |
1-000 |
0.9% |
114-150 |
| High |
116-155 |
117-000 |
0-165 |
0.4% |
115-305 |
| Low |
115-175 |
115-310 |
0-135 |
0.4% |
114-145 |
| Close |
115-290 |
116-180 |
0-210 |
0.6% |
115-065 |
| Range |
0-300 |
1-010 |
0-030 |
10.0% |
1-160 |
| ATR |
0-295 |
0-299 |
0-004 |
1.3% |
0-000 |
| Volume |
1,531,941 |
2,155,476 |
623,535 |
40.7% |
7,907,184 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-193 |
119-037 |
117-042 |
|
| R3 |
118-183 |
118-027 |
116-271 |
|
| R2 |
117-173 |
117-173 |
116-240 |
|
| R1 |
117-017 |
117-017 |
116-210 |
116-250 |
| PP |
116-163 |
116-163 |
116-163 |
116-120 |
| S1 |
116-007 |
116-007 |
116-150 |
115-240 |
| S2 |
115-153 |
115-153 |
116-120 |
|
| S3 |
114-143 |
114-317 |
116-089 |
|
| S4 |
113-133 |
113-307 |
115-318 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-225 |
118-305 |
116-009 |
|
| R3 |
118-065 |
117-145 |
115-197 |
|
| R2 |
116-225 |
116-225 |
115-153 |
|
| R1 |
115-305 |
115-305 |
115-109 |
116-105 |
| PP |
115-065 |
115-065 |
115-065 |
115-125 |
| S1 |
114-145 |
114-145 |
115-021 |
114-265 |
| S2 |
113-225 |
113-225 |
114-297 |
|
| S3 |
112-065 |
112-305 |
114-253 |
|
| S4 |
110-225 |
111-145 |
114-121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-000 |
114-100 |
2-220 |
2.3% |
1-015 |
0.9% |
84% |
True |
False |
1,698,903 |
| 10 |
117-000 |
114-100 |
2-220 |
2.3% |
0-284 |
0.8% |
84% |
True |
False |
1,540,887 |
| 20 |
117-000 |
113-305 |
3-015 |
2.6% |
0-250 |
0.7% |
86% |
True |
False |
1,379,529 |
| 40 |
117-015 |
110-225 |
6-110 |
5.4% |
1-036 |
1.0% |
92% |
False |
False |
1,757,736 |
| 60 |
117-015 |
110-125 |
6-210 |
5.7% |
0-314 |
0.8% |
93% |
False |
False |
1,574,063 |
| 80 |
117-015 |
110-125 |
6-210 |
5.7% |
0-296 |
0.8% |
93% |
False |
False |
1,181,567 |
| 100 |
117-015 |
110-125 |
6-210 |
5.7% |
0-283 |
0.8% |
93% |
False |
False |
945,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-122 |
|
2.618 |
119-224 |
|
1.618 |
118-214 |
|
1.000 |
118-010 |
|
0.618 |
117-204 |
|
HIGH |
117-000 |
|
0.618 |
116-194 |
|
0.500 |
116-155 |
|
0.382 |
116-116 |
|
LOW |
115-310 |
|
0.618 |
115-106 |
|
1.000 |
114-300 |
|
1.618 |
114-096 |
|
2.618 |
113-086 |
|
4.250 |
111-188 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-172 |
116-092 |
| PP |
116-163 |
116-003 |
| S1 |
116-155 |
115-235 |
|