ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
112-270 |
112-310 |
0-040 |
0.1% |
113-235 |
| High |
113-055 |
113-180 |
0-125 |
0.3% |
114-065 |
| Low |
112-125 |
112-160 |
0-035 |
0.1% |
112-300 |
| Close |
112-280 |
113-145 |
0-185 |
0.5% |
113-125 |
| Range |
0-250 |
1-020 |
0-090 |
36.0% |
1-085 |
| ATR |
0-264 |
0-269 |
0-005 |
2.1% |
0-000 |
| Volume |
1,778,239 |
1,800,849 |
22,610 |
1.3% |
6,913,243 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-115 |
115-310 |
114-012 |
|
| R3 |
115-095 |
114-290 |
113-238 |
|
| R2 |
114-075 |
114-075 |
113-207 |
|
| R1 |
113-270 |
113-270 |
113-176 |
114-012 |
| PP |
113-055 |
113-055 |
113-055 |
113-086 |
| S1 |
112-250 |
112-250 |
113-114 |
112-312 |
| S2 |
112-035 |
112-035 |
113-083 |
|
| S3 |
111-015 |
111-230 |
113-052 |
|
| S4 |
109-315 |
110-210 |
112-278 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-098 |
116-197 |
114-028 |
|
| R3 |
116-013 |
115-112 |
113-236 |
|
| R2 |
114-248 |
114-248 |
113-199 |
|
| R1 |
114-027 |
114-027 |
113-162 |
113-255 |
| PP |
113-163 |
113-163 |
113-163 |
113-118 |
| S1 |
112-262 |
112-262 |
113-088 |
112-170 |
| S2 |
112-078 |
112-078 |
113-051 |
|
| S3 |
110-313 |
111-177 |
113-014 |
|
| S4 |
109-228 |
110-092 |
112-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-000 |
112-125 |
1-195 |
1.4% |
0-275 |
0.8% |
66% |
False |
False |
1,606,637 |
| 10 |
114-245 |
112-125 |
2-120 |
2.1% |
0-275 |
0.8% |
45% |
False |
False |
1,534,598 |
| 20 |
115-190 |
112-125 |
3-065 |
2.8% |
0-266 |
0.7% |
33% |
False |
False |
1,561,061 |
| 40 |
117-260 |
112-125 |
5-135 |
4.8% |
0-259 |
0.7% |
20% |
False |
False |
792,740 |
| 60 |
117-260 |
112-125 |
5-135 |
4.8% |
0-255 |
0.7% |
20% |
False |
False |
528,649 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-288 |
0.8% |
37% |
False |
False |
396,525 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-241 |
0.7% |
37% |
False |
False |
317,220 |
| 120 |
117-260 |
110-275 |
6-305 |
6.1% |
0-203 |
0.6% |
37% |
False |
False |
264,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-025 |
|
2.618 |
116-110 |
|
1.618 |
115-090 |
|
1.000 |
114-200 |
|
0.618 |
114-070 |
|
HIGH |
113-180 |
|
0.618 |
113-050 |
|
0.500 |
113-010 |
|
0.382 |
112-290 |
|
LOW |
112-160 |
|
0.618 |
111-270 |
|
1.000 |
111-140 |
|
1.618 |
110-250 |
|
2.618 |
109-230 |
|
4.250 |
107-315 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-100 |
113-118 |
| PP |
113-055 |
113-090 |
| S1 |
113-010 |
113-062 |
|