ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 05-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
112-030 |
111-295 |
-0-055 |
-0.2% |
113-040 |
High |
112-175 |
112-040 |
-0-135 |
-0.4% |
113-165 |
Low |
111-275 |
111-105 |
-0-170 |
-0.5% |
111-255 |
Close |
111-300 |
111-115 |
-0-185 |
-0.5% |
112-085 |
Range |
0-220 |
0-255 |
0-035 |
15.9% |
1-230 |
ATR |
0-246 |
0-246 |
0-001 |
0.3% |
0-000 |
Volume |
1,071,547 |
1,640,832 |
569,285 |
53.1% |
8,152,916 |
|
Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-318 |
113-152 |
111-255 |
|
R3 |
113-063 |
112-217 |
111-185 |
|
R2 |
112-128 |
112-128 |
111-162 |
|
R1 |
111-282 |
111-282 |
111-138 |
111-238 |
PP |
111-193 |
111-193 |
111-193 |
111-171 |
S1 |
111-027 |
111-027 |
111-092 |
110-302 |
S2 |
110-258 |
110-258 |
111-068 |
|
S3 |
110-003 |
110-092 |
111-045 |
|
S4 |
109-068 |
109-157 |
110-295 |
|
|
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 |
113-095 |
111-105 |
1-310 |
1.8% |
0-243 |
0.7% |
2% |
False |
True |
1,640,364 |
10 |
113-165 |
111-105 |
2-060 |
2.0% |
0-224 |
0.6% |
1% |
False |
True |
1,519,221 |
20 |
114-065 |
111-105 |
2-280 |
2.6% |
0-246 |
0.7% |
1% |
False |
True |
1,529,252 |
40 |
117-115 |
111-105 |
6-010 |
5.4% |
0-244 |
0.7% |
1% |
False |
True |
1,246,784 |
60 |
117-260 |
111-105 |
6-155 |
5.8% |
0-246 |
0.7% |
0% |
False |
True |
832,558 |
80 |
117-260 |
111-105 |
6-155 |
5.8% |
0-290 |
0.8% |
0% |
False |
True |
624,474 |
100 |
117-260 |
110-275 |
6-305 |
6.2% |
0-259 |
0.7% |
7% |
False |
False |
499,607 |
120 |
117-260 |
110-275 |
6-305 |
6.2% |
0-224 |
0.6% |
7% |
False |
False |
416,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-164 |
2.618 |
114-068 |
1.618 |
113-133 |
1.000 |
112-295 |
0.618 |
112-198 |
HIGH |
112-040 |
0.618 |
111-263 |
0.500 |
111-232 |
0.382 |
111-202 |
LOW |
111-105 |
0.618 |
110-267 |
1.000 |
110-170 |
1.618 |
110-012 |
2.618 |
109-077 |
4.250 |
107-301 |
|
|
Fisher Pivots for day following 05-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
111-232 |
111-300 |
PP |
111-193 |
111-238 |
S1 |
111-154 |
111-177 |
|