ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
111-055 |
111-105 |
0-050 |
0.1% |
112-030 |
| High |
111-160 |
112-120 |
0-280 |
0.8% |
112-175 |
| Low |
111-035 |
111-095 |
0-060 |
0.2% |
110-050 |
| Close |
111-085 |
112-085 |
1-000 |
0.9% |
110-215 |
| Range |
0-125 |
1-025 |
0-220 |
176.0% |
2-125 |
| ATR |
0-248 |
0-255 |
0-008 |
3.1% |
0-000 |
| Volume |
1,220,062 |
2,044,759 |
824,697 |
67.6% |
6,698,819 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-068 |
114-262 |
112-275 |
|
| R3 |
114-043 |
113-237 |
112-180 |
|
| R2 |
113-018 |
113-018 |
112-148 |
|
| R1 |
112-212 |
112-212 |
112-117 |
112-275 |
| PP |
111-313 |
111-313 |
111-313 |
112-025 |
| S1 |
111-187 |
111-187 |
112-053 |
111-250 |
| S2 |
110-288 |
110-288 |
112-022 |
|
| S3 |
109-263 |
110-162 |
111-310 |
|
| S4 |
108-238 |
109-137 |
111-215 |
|
|
| 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 |
112-120 |
110-050 |
2-070 |
2.0% |
0-277 |
0.8% |
95% |
True |
False |
1,708,810 |
| 10 |
113-095 |
110-050 |
3-045 |
2.8% |
0-260 |
0.7% |
67% |
False |
False |
1,674,587 |
| 20 |
114-000 |
110-050 |
3-270 |
3.4% |
0-258 |
0.7% |
55% |
False |
False |
1,616,857 |
| 40 |
116-135 |
110-050 |
6-085 |
5.6% |
0-250 |
0.7% |
34% |
False |
False |
1,456,927 |
| 60 |
117-260 |
110-050 |
7-210 |
6.8% |
0-250 |
0.7% |
28% |
False |
False |
974,901 |
| 80 |
117-260 |
110-050 |
7-210 |
6.8% |
0-263 |
0.7% |
28% |
False |
False |
731,272 |
| 100 |
117-260 |
110-050 |
7-210 |
6.8% |
0-273 |
0.8% |
28% |
False |
False |
585,047 |
| 120 |
117-260 |
110-050 |
7-210 |
6.8% |
0-235 |
0.7% |
28% |
False |
False |
487,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-306 |
|
2.618 |
115-063 |
|
1.618 |
114-038 |
|
1.000 |
113-145 |
|
0.618 |
113-013 |
|
HIGH |
112-120 |
|
0.618 |
111-308 |
|
0.500 |
111-268 |
|
0.382 |
111-227 |
|
LOW |
111-095 |
|
0.618 |
110-202 |
|
1.000 |
110-070 |
|
1.618 |
109-177 |
|
2.618 |
108-152 |
|
4.250 |
106-229 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-039 |
111-312 |
| PP |
111-313 |
111-218 |
| S1 |
111-268 |
111-125 |
|