ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
110-170 |
111-055 |
0-205 |
0.6% |
112-030 |
| High |
111-080 |
111-160 |
0-080 |
0.2% |
112-175 |
| Low |
110-130 |
111-035 |
0-225 |
0.6% |
110-050 |
| Close |
111-045 |
111-085 |
0-040 |
0.1% |
110-215 |
| Range |
0-270 |
0-125 |
-0-145 |
-53.7% |
2-125 |
| ATR |
0-257 |
0-248 |
-0-009 |
-3.7% |
0-000 |
| Volume |
1,292,789 |
1,220,062 |
-72,727 |
-5.6% |
6,698,819 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-148 |
112-082 |
111-154 |
|
| R3 |
112-023 |
111-277 |
111-119 |
|
| R2 |
111-218 |
111-218 |
111-108 |
|
| R1 |
111-152 |
111-152 |
111-096 |
111-185 |
| PP |
111-093 |
111-093 |
111-093 |
111-110 |
| S1 |
111-027 |
111-027 |
111-074 |
111-060 |
| S2 |
110-288 |
110-288 |
111-062 |
|
| S3 |
110-163 |
110-222 |
111-051 |
|
| S4 |
110-038 |
110-097 |
111-016 |
|
|
| 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 |
112-040 |
110-050 |
1-310 |
1.8% |
0-259 |
0.7% |
56% |
False |
False |
1,628,024 |
| 10 |
113-130 |
110-050 |
3-080 |
2.9% |
0-246 |
0.7% |
34% |
False |
False |
1,617,798 |
| 20 |
114-000 |
110-050 |
3-270 |
3.5% |
0-250 |
0.7% |
29% |
False |
False |
1,580,590 |
| 40 |
117-020 |
110-050 |
6-290 |
6.2% |
0-248 |
0.7% |
16% |
False |
False |
1,406,802 |
| 60 |
117-260 |
110-050 |
7-210 |
6.9% |
0-249 |
0.7% |
14% |
False |
False |
940,833 |
| 80 |
117-260 |
110-050 |
7-210 |
6.9% |
0-267 |
0.7% |
14% |
False |
False |
705,713 |
| 100 |
117-260 |
110-050 |
7-210 |
6.9% |
0-269 |
0.8% |
14% |
False |
False |
564,599 |
| 120 |
117-260 |
110-050 |
7-210 |
6.9% |
0-232 |
0.7% |
14% |
False |
False |
470,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-051 |
|
2.618 |
112-167 |
|
1.618 |
112-042 |
|
1.000 |
111-285 |
|
0.618 |
111-237 |
|
HIGH |
111-160 |
|
0.618 |
111-112 |
|
0.500 |
111-098 |
|
0.382 |
111-083 |
|
LOW |
111-035 |
|
0.618 |
110-278 |
|
1.000 |
110-230 |
|
1.618 |
110-153 |
|
2.618 |
110-028 |
|
4.250 |
109-144 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-098 |
111-046 |
| PP |
111-093 |
111-007 |
| S1 |
111-089 |
110-288 |
|