ECBOT 10 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 06-Jun-2023

Day Change Summary
	Previous	Current
	05-Jun-2023	06-Jun-2023	Change	Change %	Previous Week
Open	112-305	113-050	0-065	0.2%	112-120
High	113-100	113-125	0-025	0.1%	114-130
Low	112-175	112-265	0-090	0.2%	112-035
Close	113-035	113-010	-0-025	-0.1%	113-015
Range	0-245	0-180	-0-065	-26.5%	2-095
ATR	0-267	0-261	-0-006	-2.3%	0-000
Volume	10,145	9,220	-925	-9.1%	1,256,048

Daily Pivots for day following 06-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-247	114-148	113-109
R3	114-067	113-288	113-060
R2	113-207	113-207	113-043
R1	113-108	113-108	113-026	113-068
PP	113-027	113-027	113-027	113-006
S1	112-248	112-248	112-314	112-208
S2	112-167	112-167	112-297
S3	111-307	112-068	112-280
S4	111-127	111-208	112-231

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	112-175	1-275	1.6%	0-264	0.7%	26%	False	False	38,071
10	114-130	112-035	2-095	2.0%	0-259	0.7%	40%	False	False	1,424,335
20	116-160	112-035	4-125	3.9%	0-242	0.7%	21%	False	False	1,470,389
40	117-000	112-035	4-285	4.3%	0-249	0.7%	19%	False	False	1,429,052
60	117-015	112-035	4-300	4.4%	0-313	0.9%	19%	False	False	1,606,066
80	117-015	110-125	6-210	5.9%	0-297	0.8%	40%	False	False	1,575,743
100	117-015	110-125	6-210	5.9%	0-287	0.8%	40%	False	False	1,261,702
120	117-015	110-125	6-210	5.9%	0-278	0.8%	40%	False	False	1,051,435

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-071
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	115-250
2.618	114-276
1.618	114-096
1.000	113-305
0.618	113-236
HIGH	113-125
0.618	113-056
0.500	113-035
0.382	113-014
LOW	112-265
0.618	112-154
1.000	112-085
1.618	111-294
2.618	111-114
4.250	110-140

Fisher Pivots for day following 06-Jun-2023
Pivot	1 day	3 day
R1	113-035	113-085
PP	113-027	113-060
S1	113-018	113-035

Download as Excel Spreadsheet

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

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