ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
114-005 |
113-040 |
-0-285 |
-0.8% |
113-060 |
| High |
114-025 |
113-250 |
-0-095 |
-0.3% |
115-000 |
| Low |
113-010 |
112-300 |
-0-030 |
-0.1% |
112-295 |
| Close |
113-070 |
113-235 |
0-165 |
0.5% |
113-270 |
| Range |
1-015 |
0-270 |
-0-065 |
-19.4% |
2-025 |
| ATR |
0-263 |
0-264 |
0-000 |
0.2% |
0-000 |
| Volume |
1,617,909 |
1,556,519 |
-61,390 |
-3.8% |
7,471,451 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-005 |
115-230 |
114-064 |
|
| R3 |
115-055 |
114-280 |
113-309 |
|
| R2 |
114-105 |
114-105 |
113-284 |
|
| R1 |
114-010 |
114-010 |
113-260 |
114-058 |
| PP |
113-155 |
113-155 |
113-155 |
113-179 |
| S1 |
113-060 |
113-060 |
113-210 |
113-108 |
| S2 |
112-205 |
112-205 |
113-186 |
|
| S3 |
111-255 |
112-110 |
113-161 |
|
| S4 |
110-305 |
111-160 |
113-086 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-050 |
119-025 |
114-316 |
|
| R3 |
118-025 |
117-000 |
114-133 |
|
| R2 |
116-000 |
116-000 |
114-072 |
|
| R1 |
114-295 |
114-295 |
114-011 |
115-148 |
| PP |
113-295 |
113-295 |
113-295 |
114-061 |
| S1 |
112-270 |
112-270 |
113-209 |
113-122 |
| S2 |
111-270 |
111-270 |
113-148 |
|
| S3 |
109-245 |
110-245 |
113-087 |
|
| S4 |
107-220 |
108-220 |
112-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-245 |
112-300 |
1-265 |
1.6% |
0-275 |
0.8% |
44% |
False |
True |
1,462,559 |
| 10 |
115-000 |
112-295 |
2-025 |
1.8% |
0-280 |
0.8% |
39% |
False |
False |
1,756,906 |
| 20 |
117-115 |
112-295 |
4-140 |
3.9% |
0-250 |
0.7% |
18% |
False |
False |
1,177,051 |
| 40 |
117-260 |
112-295 |
4-285 |
4.3% |
0-250 |
0.7% |
17% |
False |
False |
591,977 |
| 60 |
117-260 |
112-295 |
4-285 |
4.3% |
0-281 |
0.8% |
17% |
False |
False |
394,766 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-272 |
0.7% |
41% |
False |
False |
296,110 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-227 |
0.6% |
41% |
False |
False |
236,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-118 |
|
2.618 |
115-317 |
|
1.618 |
115-047 |
|
1.000 |
114-200 |
|
0.618 |
114-097 |
|
HIGH |
113-250 |
|
0.618 |
113-147 |
|
0.500 |
113-115 |
|
0.382 |
113-083 |
|
LOW |
112-300 |
|
0.618 |
112-133 |
|
1.000 |
112-030 |
|
1.618 |
111-183 |
|
2.618 |
110-233 |
|
4.250 |
109-112 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-195 |
113-218 |
| PP |
113-155 |
113-200 |
| S1 |
113-115 |
113-182 |
|