ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
112-140 |
112-205 |
0-065 |
0.2% |
110-170 |
| High |
112-295 |
113-080 |
0-105 |
0.3% |
113-030 |
| Low |
112-130 |
112-195 |
0-065 |
0.2% |
110-130 |
| Close |
112-230 |
112-240 |
0-010 |
0.0% |
112-180 |
| Range |
0-165 |
0-205 |
0-040 |
24.2% |
2-220 |
| ATR |
0-246 |
0-244 |
-0-003 |
-1.2% |
0-000 |
| Volume |
910,140 |
1,303,657 |
393,517 |
43.2% |
7,659,442 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-253 |
114-132 |
113-033 |
|
| R3 |
114-048 |
113-247 |
112-296 |
|
| R2 |
113-163 |
113-163 |
112-278 |
|
| R1 |
113-042 |
113-042 |
112-259 |
113-102 |
| PP |
112-278 |
112-278 |
112-278 |
112-309 |
| S1 |
112-157 |
112-157 |
112-221 |
112-218 |
| S2 |
112-073 |
112-073 |
112-202 |
|
| S3 |
111-188 |
111-272 |
112-184 |
|
| S4 |
110-303 |
111-067 |
112-127 |
|
|
| 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 |
113-080 |
111-095 |
1-305 |
1.7% |
0-238 |
0.7% |
74% |
True |
False |
1,472,077 |
| 10 |
113-080 |
110-050 |
3-030 |
2.7% |
0-248 |
0.7% |
84% |
True |
False |
1,550,051 |
| 20 |
113-170 |
110-050 |
3-120 |
3.0% |
0-236 |
0.7% |
77% |
False |
False |
1,529,171 |
| 40 |
115-000 |
110-050 |
4-270 |
4.3% |
0-250 |
0.7% |
54% |
False |
False |
1,576,485 |
| 60 |
117-260 |
110-050 |
7-210 |
6.8% |
0-252 |
0.7% |
34% |
False |
False |
1,063,427 |
| 80 |
117-260 |
110-050 |
7-210 |
6.8% |
0-250 |
0.7% |
34% |
False |
False |
797,715 |
| 100 |
117-260 |
110-050 |
7-210 |
6.8% |
0-278 |
0.8% |
34% |
False |
False |
638,203 |
| 120 |
117-260 |
110-050 |
7-210 |
6.8% |
0-242 |
0.7% |
34% |
False |
False |
531,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-311 |
|
2.618 |
114-297 |
|
1.618 |
114-092 |
|
1.000 |
113-285 |
|
0.618 |
113-207 |
|
HIGH |
113-080 |
|
0.618 |
113-002 |
|
0.500 |
112-298 |
|
0.382 |
112-273 |
|
LOW |
112-195 |
|
0.618 |
112-068 |
|
1.000 |
111-310 |
|
1.618 |
111-183 |
|
2.618 |
110-298 |
|
4.250 |
109-284 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-298 |
112-265 |
| PP |
112-278 |
112-257 |
| S1 |
112-259 |
112-248 |
|