ECBOT 10 Year T-Note Future June 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 |
112-090 |
112-075 |
-0-015 |
0.0% |
112-305 |
| High |
112-155 |
112-300 |
0-145 |
0.4% |
113-125 |
| Low |
111-260 |
111-300 |
0-040 |
0.1% |
112-090 |
| Close |
112-065 |
112-265 |
0-200 |
0.6% |
112-210 |
| Range |
0-215 |
1-000 |
0-105 |
48.8% |
1-035 |
| ATR |
0-268 |
0-272 |
0-004 |
1.4% |
0-000 |
| Volume |
228 |
1,626 |
1,398 |
613.2% |
26,878 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-182 |
115-063 |
113-121 |
|
| R3 |
114-182 |
114-063 |
113-033 |
|
| R2 |
113-182 |
113-182 |
113-004 |
|
| R1 |
113-063 |
113-063 |
112-294 |
113-122 |
| PP |
112-182 |
112-182 |
112-182 |
112-211 |
| S1 |
112-063 |
112-063 |
112-236 |
112-122 |
| S2 |
111-182 |
111-182 |
112-206 |
|
| S3 |
110-182 |
111-063 |
112-177 |
|
| S4 |
109-182 |
110-063 |
112-089 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-033 |
115-157 |
113-085 |
|
| R3 |
114-318 |
114-122 |
112-308 |
|
| R2 |
113-283 |
113-283 |
112-275 |
|
| R1 |
113-087 |
113-087 |
112-243 |
113-008 |
| PP |
112-248 |
112-248 |
112-248 |
112-209 |
| S1 |
112-052 |
112-052 |
112-177 |
111-292 |
| S2 |
111-213 |
111-213 |
112-145 |
|
| S3 |
110-178 |
111-017 |
112-112 |
|
| S4 |
109-143 |
109-302 |
112-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-140 |
111-260 |
1-200 |
1.4% |
0-283 |
0.8% |
63% |
False |
False |
1,845 |
| 10 |
113-315 |
111-260 |
2-055 |
1.9% |
0-272 |
0.8% |
47% |
False |
False |
5,811 |
| 20 |
114-240 |
111-260 |
2-300 |
2.6% |
0-266 |
0.7% |
35% |
False |
False |
988,423 |
| 40 |
117-000 |
111-260 |
5-060 |
4.6% |
0-259 |
0.7% |
20% |
False |
False |
1,205,468 |
| 60 |
117-015 |
111-260 |
5-075 |
4.6% |
0-268 |
0.7% |
19% |
False |
False |
1,276,441 |
| 80 |
117-015 |
110-125 |
6-210 |
5.9% |
0-300 |
0.8% |
37% |
False |
False |
1,557,261 |
| 100 |
117-015 |
110-125 |
6-210 |
5.9% |
0-287 |
0.8% |
37% |
False |
False |
1,261,722 |
| 120 |
117-015 |
110-125 |
6-210 |
5.9% |
0-279 |
0.8% |
37% |
False |
False |
1,051,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-060 |
|
2.618 |
115-178 |
|
1.618 |
114-178 |
|
1.000 |
113-300 |
|
0.618 |
113-178 |
|
HIGH |
112-300 |
|
0.618 |
112-178 |
|
0.500 |
112-140 |
|
0.382 |
112-102 |
|
LOW |
111-300 |
|
0.618 |
111-102 |
|
1.000 |
110-300 |
|
1.618 |
110-102 |
|
2.618 |
109-102 |
|
4.250 |
107-220 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-223 |
112-243 |
| PP |
112-182 |
112-222 |
| S1 |
112-140 |
112-200 |
|