ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
110-235 |
110-170 |
-0-065 |
-0.2% |
112-030 |
| High |
111-000 |
111-080 |
0-080 |
0.2% |
112-175 |
| Low |
110-095 |
110-130 |
0-035 |
0.1% |
110-050 |
| Close |
110-215 |
111-045 |
0-150 |
0.4% |
110-215 |
| Range |
0-225 |
0-270 |
0-045 |
20.0% |
2-125 |
| ATR |
0-256 |
0-257 |
0-001 |
0.4% |
0-000 |
| Volume |
1,716,116 |
1,292,789 |
-423,327 |
-24.7% |
6,698,819 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-148 |
113-047 |
111-194 |
|
| R3 |
112-198 |
112-097 |
111-119 |
|
| R2 |
111-248 |
111-248 |
111-094 |
|
| R1 |
111-147 |
111-147 |
111-070 |
111-198 |
| PP |
110-298 |
110-298 |
110-298 |
111-004 |
| S1 |
110-197 |
110-197 |
111-020 |
110-248 |
| S2 |
110-028 |
110-028 |
110-316 |
|
| S3 |
109-078 |
109-247 |
110-291 |
|
| S4 |
108-128 |
108-297 |
110-216 |
|
|
| 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% |
0-278 |
0.8% |
41% |
False |
False |
1,598,321 |
| 10 |
113-165 |
110-050 |
3-115 |
3.0% |
0-247 |
0.7% |
29% |
False |
False |
1,614,452 |
| 20 |
114-000 |
110-050 |
3-270 |
3.5% |
0-252 |
0.7% |
26% |
False |
False |
1,577,553 |
| 40 |
117-115 |
110-050 |
7-065 |
6.5% |
0-251 |
0.7% |
14% |
False |
False |
1,377,302 |
| 60 |
117-260 |
110-050 |
7-210 |
6.9% |
0-250 |
0.7% |
13% |
False |
False |
920,502 |
| 80 |
117-260 |
110-050 |
7-210 |
6.9% |
0-273 |
0.8% |
13% |
False |
False |
690,463 |
| 100 |
117-260 |
110-050 |
7-210 |
6.9% |
0-268 |
0.8% |
13% |
False |
False |
552,399 |
| 120 |
117-260 |
110-050 |
7-210 |
6.9% |
0-231 |
0.7% |
13% |
False |
False |
460,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-268 |
|
2.618 |
113-147 |
|
1.618 |
112-197 |
|
1.000 |
112-030 |
|
0.618 |
111-247 |
|
HIGH |
111-080 |
|
0.618 |
110-297 |
|
0.500 |
110-265 |
|
0.382 |
110-233 |
|
LOW |
110-130 |
|
0.618 |
109-283 |
|
1.000 |
109-180 |
|
1.618 |
109-013 |
|
2.618 |
108-063 |
|
4.250 |
106-262 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-012 |
111-010 |
| PP |
110-298 |
110-295 |
| S1 |
110-265 |
110-260 |
|