ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
112-070 |
112-310 |
0-240 |
0.7% |
110-170 |
| High |
113-030 |
113-015 |
-0-015 |
0.0% |
113-030 |
| Low |
112-070 |
112-140 |
0-070 |
0.2% |
110-130 |
| Close |
113-015 |
112-180 |
-0-155 |
-0.4% |
112-180 |
| Range |
0-280 |
0-195 |
-0-085 |
-30.4% |
2-220 |
| ATR |
0-257 |
0-253 |
-0-004 |
-1.7% |
0-000 |
| Volume |
1,807,675 |
1,294,157 |
-513,518 |
-28.4% |
7,659,442 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-163 |
114-047 |
112-287 |
|
| R3 |
113-288 |
113-172 |
112-234 |
|
| R2 |
113-093 |
113-093 |
112-216 |
|
| R1 |
112-297 |
112-297 |
112-198 |
112-258 |
| PP |
112-218 |
112-218 |
112-218 |
112-199 |
| S1 |
112-102 |
112-102 |
112-162 |
112-062 |
| S2 |
112-023 |
112-023 |
112-144 |
|
| S3 |
111-148 |
111-227 |
112-126 |
|
| S4 |
110-273 |
111-032 |
112-073 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-027 |
119-003 |
114-013 |
|
| R3 |
117-127 |
116-103 |
113-096 |
|
| R2 |
114-227 |
114-227 |
113-018 |
|
| R1 |
113-203 |
113-203 |
112-259 |
114-055 |
| PP |
112-007 |
112-007 |
112-007 |
112-092 |
| S1 |
110-303 |
110-303 |
112-101 |
111-155 |
| S2 |
109-107 |
109-107 |
112-022 |
|
| S3 |
106-207 |
108-083 |
111-264 |
|
| S4 |
103-307 |
105-183 |
111-027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-030 |
110-130 |
2-220 |
2.4% |
0-243 |
0.7% |
80% |
False |
False |
1,531,888 |
| 10 |
113-030 |
110-050 |
2-300 |
2.6% |
0-252 |
0.7% |
82% |
False |
False |
1,646,113 |
| 20 |
113-180 |
110-050 |
3-130 |
3.0% |
0-247 |
0.7% |
71% |
False |
False |
1,584,269 |
| 40 |
115-295 |
110-050 |
5-245 |
5.1% |
0-253 |
0.7% |
42% |
False |
False |
1,531,315 |
| 60 |
117-260 |
110-050 |
7-210 |
6.8% |
0-252 |
0.7% |
31% |
False |
False |
1,026,580 |
| 80 |
117-260 |
110-050 |
7-210 |
6.8% |
0-256 |
0.7% |
31% |
False |
False |
770,044 |
| 100 |
117-260 |
110-050 |
7-210 |
6.8% |
0-277 |
0.8% |
31% |
False |
False |
616,065 |
| 120 |
117-260 |
110-050 |
7-210 |
6.8% |
0-239 |
0.7% |
31% |
False |
False |
513,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-204 |
|
2.618 |
114-206 |
|
1.618 |
114-011 |
|
1.000 |
113-210 |
|
0.618 |
113-136 |
|
HIGH |
113-015 |
|
0.618 |
112-261 |
|
0.500 |
112-238 |
|
0.382 |
112-214 |
|
LOW |
112-140 |
|
0.618 |
112-019 |
|
1.000 |
111-265 |
|
1.618 |
111-144 |
|
2.618 |
110-269 |
|
4.250 |
109-271 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-238 |
112-141 |
| PP |
112-218 |
112-102 |
| S1 |
112-199 |
112-062 |
|