ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
111-295 |
111-135 |
-0-160 |
-0.4% |
113-040 |
| High |
112-040 |
111-150 |
-0-210 |
-0.6% |
113-165 |
| Low |
111-105 |
110-050 |
-1-055 |
-1.1% |
111-255 |
| Close |
111-115 |
110-195 |
-0-240 |
-0.7% |
112-085 |
| Range |
0-255 |
1-100 |
0-165 |
64.7% |
1-230 |
| ATR |
0-246 |
0-259 |
0-012 |
5.0% |
0-000 |
| Volume |
1,640,832 |
2,270,324 |
629,492 |
38.4% |
8,152,916 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-218 |
113-307 |
111-106 |
|
| R3 |
113-118 |
112-207 |
110-310 |
|
| R2 |
112-018 |
112-018 |
110-272 |
|
| R1 |
111-107 |
111-107 |
110-234 |
111-012 |
| PP |
110-238 |
110-238 |
110-238 |
110-191 |
| S1 |
110-007 |
110-007 |
110-156 |
109-232 |
| S2 |
109-138 |
109-138 |
110-118 |
|
| S3 |
108-038 |
108-227 |
110-080 |
|
| S4 |
106-258 |
107-127 |
109-284 |
|
|
| 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 |
113-085 |
110-050 |
3-035 |
2.8% |
0-296 |
0.8% |
15% |
False |
True |
1,809,059 |
| 10 |
113-165 |
110-050 |
3-115 |
3.0% |
0-248 |
0.7% |
13% |
False |
True |
1,605,775 |
| 20 |
114-025 |
110-050 |
3-295 |
3.5% |
0-257 |
0.7% |
12% |
False |
True |
1,585,829 |
| 40 |
117-115 |
110-050 |
7-065 |
6.5% |
0-249 |
0.7% |
6% |
False |
True |
1,303,105 |
| 60 |
117-260 |
110-050 |
7-210 |
6.9% |
0-250 |
0.7% |
6% |
False |
True |
870,380 |
| 80 |
117-260 |
110-050 |
7-210 |
6.9% |
0-284 |
0.8% |
6% |
False |
True |
652,853 |
| 100 |
117-260 |
110-050 |
7-210 |
6.9% |
0-263 |
0.7% |
6% |
False |
True |
522,310 |
| 120 |
117-260 |
110-050 |
7-210 |
6.9% |
0-227 |
0.6% |
6% |
False |
True |
435,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-015 |
|
2.618 |
114-290 |
|
1.618 |
113-190 |
|
1.000 |
112-250 |
|
0.618 |
112-090 |
|
HIGH |
111-150 |
|
0.618 |
110-310 |
|
0.500 |
110-260 |
|
0.382 |
110-210 |
|
LOW |
110-050 |
|
0.618 |
109-110 |
|
1.000 |
108-270 |
|
1.618 |
108-010 |
|
2.618 |
106-230 |
|
4.250 |
104-185 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-260 |
111-112 |
| PP |
110-238 |
111-033 |
| S1 |
110-217 |
110-274 |
|