ECBOT 10 Year T-Note Future September 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 |
117-030 |
116-170 |
-0-180 |
-0.5% |
116-050 |
| High |
117-060 |
116-210 |
-0-170 |
-0.5% |
117-260 |
| Low |
116-120 |
115-315 |
-0-125 |
-0.3% |
115-035 |
| Close |
116-175 |
115-315 |
-0-180 |
-0.5% |
116-175 |
| Range |
0-260 |
0-215 |
-0-045 |
-17.3% |
2-225 |
| ATR |
0-289 |
0-284 |
-0-005 |
-1.8% |
0-000 |
| Volume |
9,102 |
17,483 |
8,381 |
92.1% |
55,175 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-072 |
117-248 |
116-113 |
|
| R3 |
117-177 |
117-033 |
116-054 |
|
| R2 |
116-282 |
116-282 |
116-034 |
|
| R1 |
116-138 |
116-138 |
116-015 |
116-102 |
| PP |
116-067 |
116-067 |
116-067 |
116-049 |
| S1 |
115-243 |
115-243 |
115-295 |
115-208 |
| S2 |
115-172 |
115-172 |
115-276 |
|
| S3 |
114-277 |
115-028 |
115-256 |
|
| S4 |
114-062 |
114-133 |
115-197 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-192 |
123-088 |
118-011 |
|
| R3 |
121-287 |
120-183 |
117-093 |
|
| R2 |
119-062 |
119-062 |
117-014 |
|
| R1 |
117-278 |
117-278 |
116-254 |
118-170 |
| PP |
116-157 |
116-157 |
116-157 |
116-262 |
| S1 |
115-053 |
115-053 |
116-096 |
115-265 |
| S2 |
113-252 |
113-252 |
116-016 |
|
| S3 |
111-027 |
112-148 |
115-257 |
|
| S4 |
108-122 |
109-243 |
115-019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-260 |
115-100 |
2-160 |
2.2% |
0-296 |
0.8% |
27% |
False |
False |
13,308 |
| 10 |
117-260 |
115-035 |
2-225 |
2.3% |
0-302 |
0.8% |
32% |
False |
False |
9,064 |
| 20 |
117-260 |
114-220 |
3-040 |
2.7% |
0-252 |
0.7% |
42% |
False |
False |
4,930 |
| 40 |
117-260 |
113-285 |
3-295 |
3.4% |
0-319 |
0.9% |
53% |
False |
False |
2,600 |
| 60 |
117-260 |
110-275 |
6-305 |
6.0% |
0-272 |
0.7% |
74% |
False |
False |
1,780 |
| 80 |
117-260 |
110-275 |
6-305 |
6.0% |
0-216 |
0.6% |
74% |
False |
False |
1,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-164 |
|
2.618 |
118-133 |
|
1.618 |
117-238 |
|
1.000 |
117-105 |
|
0.618 |
117-023 |
|
HIGH |
116-210 |
|
0.618 |
116-128 |
|
0.500 |
116-102 |
|
0.382 |
116-077 |
|
LOW |
115-315 |
|
0.618 |
115-182 |
|
1.000 |
115-100 |
|
1.618 |
114-287 |
|
2.618 |
114-072 |
|
4.250 |
113-041 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-102 |
116-288 |
| PP |
116-067 |
116-190 |
| S1 |
116-031 |
116-092 |
|