ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
111-105 |
112-070 |
0-285 |
0.8% |
112-030 |
| High |
112-120 |
113-030 |
0-230 |
0.6% |
112-175 |
| Low |
111-095 |
112-070 |
0-295 |
0.8% |
110-050 |
| Close |
112-085 |
113-015 |
0-250 |
0.7% |
110-215 |
| Range |
1-025 |
0-280 |
-0-065 |
-18.8% |
2-125 |
| ATR |
0-255 |
0-257 |
0-002 |
0.7% |
0-000 |
| Volume |
2,044,759 |
1,807,675 |
-237,084 |
-11.6% |
6,698,819 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-132 |
115-033 |
113-169 |
|
| R3 |
114-172 |
114-073 |
113-092 |
|
| R2 |
113-212 |
113-212 |
113-066 |
|
| R1 |
113-113 |
113-113 |
113-041 |
113-162 |
| PP |
112-252 |
112-252 |
112-252 |
112-276 |
| S1 |
112-153 |
112-153 |
112-309 |
112-202 |
| S2 |
111-292 |
111-292 |
112-284 |
|
| S3 |
111-012 |
111-193 |
112-258 |
|
| S4 |
110-052 |
110-233 |
112-181 |
|
|
| 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 |
113-030 |
110-095 |
2-255 |
2.5% |
0-249 |
0.7% |
98% |
True |
False |
1,616,280 |
| 10 |
113-085 |
110-050 |
3-035 |
2.8% |
0-272 |
0.8% |
93% |
False |
False |
1,712,669 |
| 20 |
113-180 |
110-050 |
3-130 |
3.0% |
0-250 |
0.7% |
85% |
False |
False |
1,608,473 |
| 40 |
116-135 |
110-050 |
6-085 |
5.5% |
0-255 |
0.7% |
46% |
False |
False |
1,501,214 |
| 60 |
117-260 |
110-050 |
7-210 |
6.8% |
0-251 |
0.7% |
38% |
False |
False |
1,005,023 |
| 80 |
117-260 |
110-050 |
7-210 |
6.8% |
0-258 |
0.7% |
38% |
False |
False |
753,867 |
| 100 |
117-260 |
110-050 |
7-210 |
6.8% |
0-275 |
0.8% |
38% |
False |
False |
603,124 |
| 120 |
117-260 |
110-050 |
7-210 |
6.8% |
0-238 |
0.7% |
38% |
False |
False |
502,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-260 |
|
2.618 |
115-123 |
|
1.618 |
114-163 |
|
1.000 |
113-310 |
|
0.618 |
113-203 |
|
HIGH |
113-030 |
|
0.618 |
112-243 |
|
0.500 |
112-210 |
|
0.382 |
112-177 |
|
LOW |
112-070 |
|
0.618 |
111-217 |
|
1.000 |
111-110 |
|
1.618 |
110-257 |
|
2.618 |
109-297 |
|
4.250 |
108-160 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-293 |
112-234 |
| PP |
112-252 |
112-133 |
| S1 |
112-210 |
112-032 |
|