ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
116-195 |
116-080 |
-0-115 |
-0.3% |
115-135 |
| High |
117-000 |
116-120 |
-0-200 |
-0.5% |
117-000 |
| Low |
115-310 |
115-135 |
-0-175 |
-0.5% |
114-100 |
| Close |
116-180 |
115-230 |
-0-270 |
-0.7% |
115-230 |
| Range |
1-010 |
0-305 |
-0-025 |
-7.6% |
2-220 |
| ATR |
0-299 |
0-303 |
0-005 |
1.6% |
0-000 |
| Volume |
2,155,476 |
1,264,531 |
-890,945 |
-41.3% |
7,683,962 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-223 |
118-052 |
116-078 |
|
| R3 |
117-238 |
117-067 |
115-314 |
|
| R2 |
116-253 |
116-253 |
115-286 |
|
| R1 |
116-082 |
116-082 |
115-258 |
116-015 |
| PP |
115-268 |
115-268 |
115-268 |
115-235 |
| S1 |
115-097 |
115-097 |
115-202 |
115-030 |
| S2 |
114-283 |
114-283 |
115-174 |
|
| S3 |
113-298 |
114-112 |
115-146 |
|
| S4 |
112-313 |
113-127 |
115-062 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-237 |
122-133 |
117-063 |
|
| R3 |
121-017 |
119-233 |
116-146 |
|
| R2 |
118-117 |
118-117 |
116-068 |
|
| R1 |
117-013 |
117-013 |
115-309 |
117-225 |
| PP |
115-217 |
115-217 |
115-217 |
116-002 |
| S1 |
114-113 |
114-113 |
115-151 |
115-005 |
| S2 |
112-317 |
112-317 |
115-072 |
|
| S3 |
110-097 |
111-213 |
114-314 |
|
| S4 |
107-197 |
108-313 |
114-077 |
|
|
| 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% |
1-016 |
0.9% |
52% |
False |
False |
1,536,792 |
| 10 |
117-000 |
114-100 |
2-220 |
2.3% |
0-296 |
0.8% |
52% |
False |
False |
1,559,114 |
| 20 |
117-000 |
113-305 |
3-015 |
2.6% |
0-255 |
0.7% |
58% |
False |
False |
1,378,830 |
| 40 |
117-015 |
111-205 |
5-130 |
4.7% |
1-036 |
1.0% |
75% |
False |
False |
1,743,315 |
| 60 |
117-015 |
110-125 |
6-210 |
5.8% |
0-316 |
0.9% |
80% |
False |
False |
1,594,767 |
| 80 |
117-015 |
110-125 |
6-210 |
5.8% |
0-297 |
0.8% |
80% |
False |
False |
1,197,372 |
| 100 |
117-015 |
110-125 |
6-210 |
5.8% |
0-284 |
0.8% |
80% |
False |
False |
957,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-136 |
|
2.618 |
118-278 |
|
1.618 |
117-293 |
|
1.000 |
117-105 |
|
0.618 |
116-308 |
|
HIGH |
116-120 |
|
0.618 |
116-003 |
|
0.500 |
115-288 |
|
0.382 |
115-252 |
|
LOW |
115-135 |
|
0.618 |
114-267 |
|
1.000 |
114-150 |
|
1.618 |
113-282 |
|
2.618 |
112-297 |
|
4.250 |
111-119 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-288 |
116-068 |
| PP |
115-268 |
116-015 |
| S1 |
115-249 |
115-282 |
|