ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-150 |
113-025 |
-0-125 |
-0.3% |
113-090 |
| High |
113-165 |
113-170 |
0-005 |
0.0% |
114-000 |
| Low |
112-245 |
112-230 |
-0-015 |
0.0% |
112-125 |
| Close |
113-015 |
113-100 |
0-085 |
0.2% |
113-015 |
| Range |
0-240 |
0-260 |
0-020 |
8.3% |
1-195 |
| ATR |
0-267 |
0-267 |
-0-001 |
-0.2% |
0-000 |
| Volume |
1,514,896 |
1,531,542 |
16,646 |
1.1% |
8,388,769 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-200 |
115-090 |
113-243 |
|
| R3 |
114-260 |
114-150 |
113-172 |
|
| R2 |
114-000 |
114-000 |
113-148 |
|
| R1 |
113-210 |
113-210 |
113-124 |
113-265 |
| PP |
113-060 |
113-060 |
113-060 |
113-088 |
| S1 |
112-270 |
112-270 |
113-076 |
113-005 |
| S2 |
112-120 |
112-120 |
113-052 |
|
| S3 |
111-180 |
112-010 |
113-028 |
|
| S4 |
110-240 |
111-070 |
112-277 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-312 |
117-038 |
113-298 |
|
| R3 |
116-117 |
115-163 |
113-157 |
|
| R2 |
114-242 |
114-242 |
113-109 |
|
| R1 |
113-288 |
113-288 |
113-062 |
113-168 |
| PP |
113-047 |
113-047 |
113-047 |
112-306 |
| S1 |
112-093 |
112-093 |
112-288 |
111-292 |
| S2 |
111-172 |
111-172 |
112-241 |
|
| S3 |
109-297 |
110-218 |
112-193 |
|
| S4 |
108-102 |
109-023 |
112-052 |
|
|
| 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% |
0-305 |
0.8% |
57% |
False |
False |
1,720,178 |
| 10 |
114-065 |
112-125 |
1-260 |
1.6% |
0-268 |
0.7% |
51% |
False |
False |
1,539,284 |
| 20 |
115-000 |
112-125 |
2-195 |
2.3% |
0-263 |
0.7% |
35% |
False |
False |
1,685,198 |
| 40 |
117-260 |
112-125 |
5-135 |
4.8% |
0-262 |
0.7% |
17% |
False |
False |
868,818 |
| 60 |
117-260 |
112-125 |
5-135 |
4.8% |
0-251 |
0.7% |
17% |
False |
False |
579,419 |
| 80 |
117-260 |
110-275 |
6-305 |
6.1% |
0-289 |
0.8% |
35% |
False |
False |
434,605 |
| 100 |
117-260 |
110-275 |
6-305 |
6.1% |
0-243 |
0.7% |
35% |
False |
False |
347,685 |
| 120 |
117-260 |
110-275 |
6-305 |
6.1% |
0-207 |
0.6% |
35% |
False |
False |
289,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-315 |
|
2.618 |
115-211 |
|
1.618 |
114-271 |
|
1.000 |
114-110 |
|
0.618 |
114-011 |
|
HIGH |
113-170 |
|
0.618 |
113-071 |
|
0.500 |
113-040 |
|
0.382 |
113-009 |
|
LOW |
112-230 |
|
0.618 |
112-069 |
|
1.000 |
111-290 |
|
1.618 |
111-129 |
|
2.618 |
110-189 |
|
4.250 |
109-085 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-080 |
113-070 |
| PP |
113-060 |
113-040 |
| S1 |
113-040 |
113-010 |
|