ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
116-080 |
115-255 |
-0-145 |
-0.4% |
115-135 |
| High |
116-120 |
115-275 |
-0-165 |
-0.4% |
117-000 |
| Low |
115-135 |
115-050 |
-0-085 |
-0.2% |
114-100 |
| Close |
115-230 |
115-055 |
-0-175 |
-0.5% |
115-230 |
| Range |
0-305 |
0-225 |
-0-080 |
-26.2% |
2-220 |
| ATR |
0-303 |
0-298 |
-0-006 |
-1.8% |
0-000 |
| Volume |
1,264,531 |
972,862 |
-291,669 |
-23.1% |
7,683,962 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-162 |
117-013 |
115-179 |
|
| R3 |
116-257 |
116-108 |
115-117 |
|
| R2 |
116-032 |
116-032 |
115-096 |
|
| R1 |
115-203 |
115-203 |
115-076 |
115-165 |
| PP |
115-127 |
115-127 |
115-127 |
115-108 |
| S1 |
114-298 |
114-298 |
115-034 |
114-260 |
| S2 |
114-222 |
114-222 |
115-014 |
|
| S3 |
113-317 |
114-073 |
114-313 |
|
| S4 |
113-092 |
113-168 |
114-251 |
|
|
| 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 |
114-150 |
2-170 |
2.2% |
0-310 |
0.8% |
28% |
False |
False |
1,527,478 |
| 10 |
117-000 |
114-100 |
2-220 |
2.3% |
0-298 |
0.8% |
32% |
False |
False |
1,572,304 |
| 20 |
117-000 |
113-305 |
3-015 |
2.6% |
0-257 |
0.7% |
40% |
False |
False |
1,387,715 |
| 40 |
117-015 |
112-210 |
4-125 |
3.8% |
1-028 |
0.9% |
57% |
False |
False |
1,673,904 |
| 60 |
117-015 |
110-125 |
6-210 |
5.8% |
0-316 |
0.9% |
72% |
False |
False |
1,610,861 |
| 80 |
117-015 |
110-125 |
6-210 |
5.8% |
0-299 |
0.8% |
72% |
False |
False |
1,209,530 |
| 100 |
117-015 |
110-125 |
6-210 |
5.8% |
0-285 |
0.8% |
72% |
False |
False |
967,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-271 |
|
2.618 |
117-224 |
|
1.618 |
116-319 |
|
1.000 |
116-180 |
|
0.618 |
116-094 |
|
HIGH |
115-275 |
|
0.618 |
115-189 |
|
0.500 |
115-162 |
|
0.382 |
115-136 |
|
LOW |
115-050 |
|
0.618 |
114-231 |
|
1.000 |
114-145 |
|
1.618 |
114-006 |
|
2.618 |
113-101 |
|
4.250 |
112-054 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-162 |
116-025 |
| PP |
115-127 |
115-248 |
| S1 |
115-091 |
115-152 |
|