ECBOT 10 Year T-Note Future September 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 |
116-120 |
117-155 |
1-035 |
1.0% |
115-100 |
| High |
117-095 |
117-260 |
0-165 |
0.4% |
116-235 |
| Low |
116-115 |
116-255 |
0-140 |
0.4% |
115-090 |
| Close |
116-235 |
117-130 |
0-215 |
0.6% |
116-005 |
| Range |
0-300 |
1-005 |
0-025 |
8.3% |
1-145 |
| ATR |
0-282 |
0-286 |
0-005 |
1.6% |
0-000 |
| Volume |
10,282 |
19,270 |
8,988 |
87.4% |
18,409 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-123 |
119-292 |
117-309 |
|
| R3 |
119-118 |
118-287 |
117-219 |
|
| R2 |
118-113 |
118-113 |
117-190 |
|
| R1 |
117-282 |
117-282 |
117-160 |
117-195 |
| PP |
117-108 |
117-108 |
117-108 |
117-065 |
| S1 |
116-277 |
116-277 |
117-100 |
116-190 |
| S2 |
116-103 |
116-103 |
117-070 |
|
| S3 |
115-098 |
115-272 |
117-041 |
|
| S4 |
114-093 |
114-267 |
116-271 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-118 |
119-207 |
116-261 |
|
| R3 |
118-293 |
118-062 |
116-133 |
|
| R2 |
117-148 |
117-148 |
116-090 |
|
| R1 |
116-237 |
116-237 |
116-048 |
117-032 |
| PP |
116-003 |
116-003 |
116-003 |
116-061 |
| S1 |
115-092 |
115-092 |
115-282 |
115-208 |
| S2 |
114-178 |
114-178 |
115-240 |
|
| S3 |
113-033 |
113-267 |
115-197 |
|
| S4 |
111-208 |
112-122 |
115-069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-260 |
115-035 |
2-225 |
2.3% |
1-013 |
0.9% |
85% |
True |
False |
10,072 |
| 10 |
117-260 |
115-035 |
2-225 |
2.3% |
0-290 |
0.8% |
85% |
True |
False |
6,549 |
| 20 |
117-260 |
114-220 |
3-040 |
2.7% |
0-248 |
0.7% |
87% |
True |
False |
3,652 |
| 40 |
117-260 |
112-000 |
5-260 |
5.0% |
1-022 |
0.9% |
93% |
True |
False |
1,937 |
| 60 |
117-260 |
110-275 |
6-305 |
5.9% |
0-265 |
0.7% |
94% |
True |
False |
1,337 |
| 80 |
117-260 |
110-275 |
6-305 |
5.9% |
0-210 |
0.6% |
94% |
True |
False |
1,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-041 |
|
2.618 |
120-151 |
|
1.618 |
119-146 |
|
1.000 |
118-265 |
|
0.618 |
118-141 |
|
HIGH |
117-260 |
|
0.618 |
117-136 |
|
0.500 |
117-098 |
|
0.382 |
117-059 |
|
LOW |
116-255 |
|
0.618 |
116-054 |
|
1.000 |
115-250 |
|
1.618 |
115-049 |
|
2.618 |
114-044 |
|
4.250 |
112-154 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
117-119 |
117-040 |
| PP |
117-108 |
116-270 |
| S1 |
117-098 |
116-180 |
|