ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
111-135 |
110-235 |
-0-220 |
-0.6% |
112-030 |
| High |
111-150 |
111-000 |
-0-150 |
-0.4% |
112-175 |
| Low |
110-050 |
110-095 |
0-045 |
0.1% |
110-050 |
| Close |
110-195 |
110-215 |
0-020 |
0.1% |
110-215 |
| Range |
1-100 |
0-225 |
-0-195 |
-46.4% |
2-125 |
| ATR |
0-259 |
0-256 |
-0-002 |
-0.9% |
0-000 |
| Volume |
2,270,324 |
1,716,116 |
-554,208 |
-24.4% |
6,698,819 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-245 |
112-135 |
111-019 |
|
| R3 |
112-020 |
111-230 |
110-277 |
|
| R2 |
111-115 |
111-115 |
110-256 |
|
| R1 |
111-005 |
111-005 |
110-236 |
110-268 |
| PP |
110-210 |
110-210 |
110-210 |
110-181 |
| S1 |
110-100 |
110-100 |
110-194 |
110-042 |
| S2 |
109-305 |
109-305 |
110-174 |
|
| S3 |
109-080 |
109-195 |
110-153 |
|
| S4 |
108-175 |
108-290 |
110-091 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-095 |
116-280 |
111-316 |
|
| R3 |
115-290 |
114-155 |
111-105 |
|
| R2 |
113-165 |
113-165 |
111-035 |
|
| R1 |
112-030 |
112-030 |
110-285 |
111-195 |
| PP |
111-040 |
111-040 |
111-040 |
110-282 |
| S1 |
109-225 |
109-225 |
110-145 |
109-070 |
| S2 |
108-235 |
108-235 |
110-075 |
|
| S3 |
106-110 |
107-100 |
110-005 |
|
| S4 |
103-305 |
104-295 |
109-114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-175 |
110-050 |
2-125 |
2.2% |
0-262 |
0.7% |
22% |
False |
False |
1,760,337 |
| 10 |
113-165 |
110-050 |
3-115 |
3.0% |
0-246 |
0.7% |
15% |
False |
False |
1,636,831 |
| 20 |
114-000 |
110-050 |
3-270 |
3.5% |
0-252 |
0.7% |
13% |
False |
False |
1,590,739 |
| 40 |
117-115 |
110-050 |
7-065 |
6.5% |
0-251 |
0.7% |
7% |
False |
False |
1,345,769 |
| 60 |
117-260 |
110-050 |
7-210 |
6.9% |
0-251 |
0.7% |
7% |
False |
False |
898,966 |
| 80 |
117-260 |
110-050 |
7-210 |
6.9% |
0-280 |
0.8% |
7% |
False |
False |
674,303 |
| 100 |
117-260 |
110-050 |
7-210 |
6.9% |
0-265 |
0.7% |
7% |
False |
False |
539,471 |
| 120 |
117-260 |
110-050 |
7-210 |
6.9% |
0-229 |
0.6% |
7% |
False |
False |
449,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-316 |
|
2.618 |
112-269 |
|
1.618 |
112-044 |
|
1.000 |
111-225 |
|
0.618 |
111-139 |
|
HIGH |
111-000 |
|
0.618 |
110-234 |
|
0.500 |
110-208 |
|
0.382 |
110-181 |
|
LOW |
110-095 |
|
0.618 |
109-276 |
|
1.000 |
109-190 |
|
1.618 |
109-051 |
|
2.618 |
108-146 |
|
4.250 |
107-099 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-212 |
111-045 |
| PP |
110-210 |
110-315 |
| S1 |
110-208 |
110-265 |
|