ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
112-310 |
112-140 |
-0-170 |
-0.5% |
110-170 |
High |
113-015 |
112-295 |
-0-040 |
-0.1% |
113-030 |
Low |
112-140 |
112-130 |
-0-010 |
0.0% |
110-130 |
Close |
112-180 |
112-230 |
0-050 |
0.1% |
112-180 |
Range |
0-195 |
0-165 |
-0-030 |
-15.4% |
2-220 |
ATR |
0-253 |
0-246 |
-0-006 |
-2.5% |
0-000 |
Volume |
1,294,157 |
910,140 |
-384,017 |
-29.7% |
7,659,442 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-073 |
113-317 |
113-001 |
|
R3 |
113-228 |
113-152 |
112-275 |
|
R2 |
113-063 |
113-063 |
112-260 |
|
R1 |
112-307 |
112-307 |
112-245 |
113-025 |
PP |
112-218 |
112-218 |
112-218 |
112-238 |
S1 |
112-142 |
112-142 |
112-215 |
112-180 |
S2 |
112-053 |
112-053 |
112-200 |
|
S3 |
111-208 |
111-297 |
112-185 |
|
S4 |
111-043 |
111-132 |
112-139 |
|
|
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 |
111-035 |
1-315 |
1.8% |
0-222 |
0.6% |
81% |
False |
False |
1,455,358 |
10 |
113-030 |
110-050 |
2-300 |
2.6% |
0-250 |
0.7% |
87% |
False |
False |
1,526,840 |
20 |
113-170 |
110-050 |
3-120 |
3.0% |
0-238 |
0.7% |
76% |
False |
False |
1,539,733 |
40 |
115-190 |
110-050 |
5-140 |
4.8% |
0-252 |
0.7% |
47% |
False |
False |
1,550,397 |
60 |
117-260 |
110-050 |
7-210 |
6.8% |
0-252 |
0.7% |
33% |
False |
False |
1,041,738 |
80 |
117-260 |
110-050 |
7-210 |
6.8% |
0-251 |
0.7% |
33% |
False |
False |
781,420 |
100 |
117-260 |
110-050 |
7-210 |
6.8% |
0-278 |
0.8% |
33% |
False |
False |
625,167 |
120 |
117-260 |
110-050 |
7-210 |
6.8% |
0-241 |
0.7% |
33% |
False |
False |
520,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-036 |
2.618 |
114-087 |
1.618 |
113-242 |
1.000 |
113-140 |
0.618 |
113-077 |
HIGH |
112-295 |
0.618 |
112-232 |
0.500 |
112-212 |
0.382 |
112-193 |
LOW |
112-130 |
0.618 |
112-028 |
1.000 |
111-285 |
1.618 |
111-183 |
2.618 |
111-018 |
4.250 |
110-069 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
112-224 |
112-223 |
PP |
112-218 |
112-217 |
S1 |
112-212 |
112-210 |
|