ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
116-210 |
116-310 |
0-100 |
0.3% |
116-170 |
| High |
117-115 |
117-020 |
-0-095 |
-0.3% |
117-115 |
| Low |
116-195 |
116-080 |
-0-115 |
-0.3% |
115-280 |
| Close |
116-290 |
116-090 |
-0-200 |
-0.5% |
116-090 |
| Range |
0-240 |
0-260 |
0-020 |
8.3% |
1-155 |
| ATR |
0-272 |
0-271 |
-0-001 |
-0.3% |
0-000 |
| Volume |
40,068 |
39,727 |
-341 |
-0.9% |
138,312 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-310 |
118-140 |
116-233 |
|
| R3 |
118-050 |
117-200 |
116-162 |
|
| R2 |
117-110 |
117-110 |
116-138 |
|
| R1 |
116-260 |
116-260 |
116-114 |
116-215 |
| PP |
116-170 |
116-170 |
116-170 |
116-148 |
| S1 |
116-000 |
116-000 |
116-066 |
115-275 |
| S2 |
115-230 |
115-230 |
116-042 |
|
| S3 |
114-290 |
115-060 |
116-018 |
|
| S4 |
114-030 |
114-120 |
115-267 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-307 |
120-033 |
117-031 |
|
| R3 |
119-152 |
118-198 |
116-221 |
|
| R2 |
117-317 |
117-317 |
116-177 |
|
| R1 |
117-043 |
117-043 |
116-134 |
116-262 |
| PP |
116-162 |
116-162 |
116-162 |
116-111 |
| S1 |
115-208 |
115-208 |
116-046 |
115-108 |
| S2 |
115-007 |
115-007 |
116-003 |
|
| S3 |
113-172 |
114-053 |
115-279 |
|
| S4 |
112-017 |
112-218 |
115-149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-115 |
115-280 |
1-155 |
1.3% |
0-227 |
0.6% |
27% |
False |
False |
27,662 |
| 10 |
117-260 |
115-035 |
2-225 |
2.3% |
0-275 |
0.7% |
43% |
False |
False |
19,348 |
| 20 |
117-260 |
114-220 |
3-040 |
2.7% |
0-248 |
0.7% |
51% |
False |
False |
10,848 |
| 40 |
117-260 |
114-195 |
3-065 |
2.8% |
0-276 |
0.7% |
52% |
False |
False |
5,616 |
| 60 |
117-260 |
110-275 |
6-305 |
6.0% |
0-287 |
0.8% |
78% |
False |
False |
3,794 |
| 80 |
117-260 |
110-275 |
6-305 |
6.0% |
0-228 |
0.6% |
78% |
False |
False |
2,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-165 |
|
2.618 |
119-061 |
|
1.618 |
118-121 |
|
1.000 |
117-280 |
|
0.618 |
117-181 |
|
HIGH |
117-020 |
|
0.618 |
116-241 |
|
0.500 |
116-210 |
|
0.382 |
116-179 |
|
LOW |
116-080 |
|
0.618 |
115-239 |
|
1.000 |
115-140 |
|
1.618 |
114-299 |
|
2.618 |
114-039 |
|
4.250 |
112-255 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-210 |
116-202 |
| PP |
116-170 |
116-165 |
| S1 |
116-130 |
116-128 |
|