ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
115-150 |
114-265 |
-0-205 |
-0.6% |
116-075 |
| High |
115-190 |
114-305 |
-0-205 |
-0.6% |
116-135 |
| Low |
114-210 |
114-045 |
-0-165 |
-0.4% |
114-045 |
| Close |
114-230 |
114-110 |
-0-120 |
-0.3% |
114-110 |
| Range |
0-300 |
0-260 |
-0-040 |
-13.3% |
2-090 |
| ATR |
0-258 |
0-259 |
0-000 |
0.0% |
0-000 |
| Volume |
260,132 |
303,572 |
43,440 |
16.7% |
836,884 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-293 |
116-142 |
114-253 |
|
| R3 |
116-033 |
115-202 |
114-182 |
|
| R2 |
115-093 |
115-093 |
114-158 |
|
| R1 |
114-262 |
114-262 |
114-134 |
114-208 |
| PP |
114-153 |
114-153 |
114-153 |
114-126 |
| S1 |
114-002 |
114-002 |
114-086 |
113-268 |
| S2 |
113-213 |
113-213 |
114-062 |
|
| S3 |
112-273 |
113-062 |
114-038 |
|
| S4 |
112-013 |
112-122 |
113-287 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-260 |
120-115 |
115-192 |
|
| R3 |
119-170 |
118-025 |
114-311 |
|
| R2 |
117-080 |
117-080 |
114-244 |
|
| R1 |
115-255 |
115-255 |
114-177 |
115-122 |
| PP |
114-310 |
114-310 |
114-310 |
114-244 |
| S1 |
113-165 |
113-165 |
114-043 |
113-032 |
| S2 |
112-220 |
112-220 |
113-296 |
|
| S3 |
110-130 |
111-075 |
113-229 |
|
| S4 |
108-040 |
108-305 |
113-028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-135 |
114-045 |
2-090 |
2.0% |
0-226 |
0.6% |
9% |
False |
True |
167,376 |
| 10 |
117-115 |
114-045 |
3-070 |
2.8% |
0-226 |
0.6% |
6% |
False |
True |
97,519 |
| 20 |
117-260 |
114-045 |
3-215 |
3.2% |
0-262 |
0.7% |
6% |
False |
True |
52,439 |
| 40 |
117-260 |
114-045 |
3-215 |
3.2% |
0-246 |
0.7% |
6% |
False |
True |
26,530 |
| 60 |
117-260 |
110-275 |
6-305 |
6.1% |
0-297 |
0.8% |
50% |
False |
False |
17,741 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-238 |
0.7% |
50% |
False |
False |
13,307 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-196 |
0.5% |
50% |
False |
False |
10,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-130 |
|
2.618 |
117-026 |
|
1.618 |
116-086 |
|
1.000 |
115-245 |
|
0.618 |
115-146 |
|
HIGH |
114-305 |
|
0.618 |
114-206 |
|
0.500 |
114-175 |
|
0.382 |
114-144 |
|
LOW |
114-045 |
|
0.618 |
113-204 |
|
1.000 |
113-105 |
|
1.618 |
112-264 |
|
2.618 |
112-004 |
|
4.250 |
110-220 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-175 |
115-010 |
| PP |
114-153 |
114-257 |
| S1 |
114-132 |
114-183 |
|