ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
114-265 |
114-160 |
-0-105 |
-0.3% |
116-075 |
| High |
114-305 |
114-235 |
-0-070 |
-0.2% |
116-135 |
| Low |
114-045 |
114-035 |
-0-010 |
0.0% |
114-045 |
| Close |
114-110 |
114-080 |
-0-030 |
-0.1% |
114-110 |
| Range |
0-260 |
0-200 |
-0-060 |
-23.1% |
2-090 |
| ATR |
0-259 |
0-254 |
-0-004 |
-1.6% |
0-000 |
| Volume |
303,572 |
566,138 |
262,566 |
86.5% |
836,884 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-077 |
115-278 |
114-190 |
|
| R3 |
115-197 |
115-078 |
114-135 |
|
| R2 |
114-317 |
114-317 |
114-117 |
|
| R1 |
114-198 |
114-198 |
114-098 |
114-158 |
| PP |
114-117 |
114-117 |
114-117 |
114-096 |
| S1 |
113-318 |
113-318 |
114-062 |
113-278 |
| S2 |
113-237 |
113-237 |
114-043 |
|
| S3 |
113-037 |
113-118 |
114-025 |
|
| S4 |
112-157 |
112-238 |
113-290 |
|
|
| 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 |
114-035 |
2-100 |
2.0% |
0-246 |
0.7% |
6% |
False |
True |
273,364 |
| 10 |
117-115 |
114-035 |
3-080 |
2.8% |
0-225 |
0.6% |
4% |
False |
True |
152,385 |
| 20 |
117-260 |
114-035 |
3-225 |
3.2% |
0-264 |
0.7% |
4% |
False |
True |
80,724 |
| 40 |
117-260 |
114-035 |
3-225 |
3.2% |
0-241 |
0.7% |
4% |
False |
True |
40,683 |
| 60 |
117-260 |
110-275 |
6-305 |
6.1% |
0-298 |
0.8% |
49% |
False |
False |
27,177 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-240 |
0.7% |
49% |
False |
False |
20,383 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-198 |
0.5% |
49% |
False |
False |
16,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-125 |
|
2.618 |
116-119 |
|
1.618 |
115-239 |
|
1.000 |
115-115 |
|
0.618 |
115-039 |
|
HIGH |
114-235 |
|
0.618 |
114-159 |
|
0.500 |
114-135 |
|
0.382 |
114-111 |
|
LOW |
114-035 |
|
0.618 |
113-231 |
|
1.000 |
113-155 |
|
1.618 |
113-031 |
|
2.618 |
112-151 |
|
4.250 |
111-145 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-135 |
114-272 |
| PP |
114-117 |
114-208 |
| S1 |
114-098 |
114-144 |
|