ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 03-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
112-075 |
112-030 |
-0-045 |
-0.1% |
113-040 |
High |
112-125 |
112-175 |
0-050 |
0.1% |
113-165 |
Low |
111-255 |
111-275 |
0-020 |
0.1% |
111-255 |
Close |
112-085 |
111-300 |
-0-105 |
-0.3% |
112-085 |
Range |
0-190 |
0-220 |
0-030 |
15.8% |
1-230 |
ATR |
0-248 |
0-246 |
-0-002 |
-0.8% |
0-000 |
Volume |
2,102,870 |
1,071,547 |
-1,031,323 |
-49.0% |
8,152,916 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-057 |
113-238 |
112-101 |
|
R3 |
113-157 |
113-018 |
112-040 |
|
R2 |
112-257 |
112-257 |
112-020 |
|
R1 |
112-118 |
112-118 |
112-000 |
112-078 |
PP |
112-037 |
112-037 |
112-037 |
112-016 |
S1 |
111-218 |
111-218 |
111-280 |
111-178 |
S2 |
111-137 |
111-137 |
111-260 |
|
S3 |
110-237 |
110-318 |
111-240 |
|
S4 |
110-017 |
110-098 |
111-179 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-218 |
116-222 |
113-068 |
|
R3 |
115-308 |
114-312 |
112-236 |
|
R2 |
114-078 |
114-078 |
112-186 |
|
R1 |
113-082 |
113-082 |
112-135 |
112-285 |
PP |
112-168 |
112-168 |
112-168 |
112-110 |
S1 |
111-172 |
111-172 |
112-035 |
111-055 |
S2 |
110-258 |
110-258 |
111-304 |
|
S3 |
109-028 |
109-262 |
111-254 |
|
S4 |
107-118 |
108-032 |
111-102 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-130 |
111-255 |
1-195 |
1.4% |
0-233 |
0.7% |
9% |
False |
False |
1,607,572 |
10 |
113-170 |
111-255 |
1-235 |
1.5% |
0-224 |
0.6% |
8% |
False |
False |
1,508,292 |
20 |
114-065 |
111-255 |
2-130 |
2.1% |
0-246 |
0.7% |
6% |
False |
False |
1,519,246 |
40 |
117-115 |
111-255 |
5-180 |
5.0% |
0-244 |
0.7% |
3% |
False |
False |
1,205,991 |
60 |
117-260 |
111-255 |
6-005 |
5.4% |
0-245 |
0.7% |
2% |
False |
False |
805,211 |
80 |
117-260 |
111-255 |
6-005 |
5.4% |
0-293 |
0.8% |
2% |
False |
False |
603,964 |
100 |
117-260 |
110-275 |
6-305 |
6.2% |
0-256 |
0.7% |
16% |
False |
False |
483,198 |
120 |
117-260 |
110-275 |
6-305 |
6.2% |
0-222 |
0.6% |
16% |
False |
False |
402,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-150 |
2.618 |
114-111 |
1.618 |
113-211 |
1.000 |
113-075 |
0.618 |
112-311 |
HIGH |
112-175 |
0.618 |
112-091 |
0.500 |
112-065 |
0.382 |
112-039 |
LOW |
111-275 |
0.618 |
111-139 |
1.000 |
111-055 |
1.618 |
110-239 |
2.618 |
110-019 |
4.250 |
108-300 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
112-065 |
112-170 |
PP |
112-037 |
112-107 |
S1 |
112-008 |
112-043 |
|