ECBOT 10 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	113-200	113-310	0-110	0.3%	112-120
High	114-130	113-315	-0-135	-0.4%	114-130
Low	113-070	113-005	-0-065	-0.2%	112-035
Close	113-295	113-015	-0-280	-0.8%	113-015
Range	1-060	0-310	-0-070	-18.4%	2-095
ATR	0-266	0-269	0-003	1.2%	0-000
Volume	30,584	22,951	-7,633	-25.0%	1,256,048

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-082	115-198	113-186
R3	115-092	114-208	113-100
R2	114-102	114-102	113-072
R1	113-218	113-218	113-043	113-165
PP	113-112	113-112	113-112	113-085
S1	112-228	112-228	112-307	112-175
S2	112-122	112-122	112-278
S3	111-132	111-238	112-250
S4	110-142	110-248	112-164

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	120-025	118-275	114-099
R3	117-250	116-180	113-217
R2	115-155	115-155	113-150
R1	114-085	114-085	113-082	114-280
PP	113-060	113-060	113-060	113-158
S1	111-310	111-310	112-268	112-185
S2	110-285	110-285	112-200
S3	108-190	109-215	112-133
S4	106-095	107-120	111-251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-130	112-035	2-095	2.0%	0-303	0.8%	41%	False	False	664,802
10	114-130	112-035	2-095	2.0%	0-262	0.7%	41%	False	False	1,799,099
20	116-160	112-035	4-125	3.9%	0-247	0.7%	21%	False	False	1,581,290
40	117-000	112-035	4-285	4.3%	0-248	0.7%	19%	False	False	1,480,410
60	117-015	110-225	6-110	5.6%	1-000	0.9%	37%	False	False	1,698,921
80	117-015	110-125	6-210	5.9%	0-297	0.8%	40%	False	False	1,575,870
100	117-015	110-125	6-210	5.9%	0-286	0.8%	40%	False	False	1,261,511
120	117-015	110-125	6-210	5.9%	0-277	0.8%	40%	False	False	1,051,273

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-064
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-032
2.618	116-167
1.618	115-177
1.000	114-305
0.618	114-187
HIGH	113-315
0.618	113-197
0.500	113-160
0.382	113-123
LOW	113-005
0.618	112-133
1.000	112-015
1.618	111-143
2.618	110-153
4.250	108-288

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	113-160	113-228
PP	113-112	113-157
S1	113-063	113-086

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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