ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
112-205 |
112-225 |
0-020 |
0.1% |
110-170 |
| High |
113-080 |
113-065 |
-0-015 |
0.0% |
113-030 |
| Low |
112-195 |
112-210 |
0-015 |
0.0% |
110-130 |
| Close |
112-240 |
113-000 |
0-080 |
0.2% |
112-180 |
| Range |
0-205 |
0-175 |
-0-030 |
-14.6% |
2-220 |
| ATR |
0-244 |
0-239 |
-0-005 |
-2.0% |
0-000 |
| Volume |
1,303,657 |
1,349,143 |
45,486 |
3.5% |
7,659,442 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-190 |
114-110 |
113-096 |
|
| R3 |
114-015 |
113-255 |
113-048 |
|
| R2 |
113-160 |
113-160 |
113-032 |
|
| R1 |
113-080 |
113-080 |
113-016 |
113-120 |
| PP |
112-305 |
112-305 |
112-305 |
113-005 |
| S1 |
112-225 |
112-225 |
112-304 |
112-265 |
| S2 |
112-130 |
112-130 |
112-288 |
|
| S3 |
111-275 |
112-050 |
112-272 |
|
| S4 |
111-100 |
111-195 |
112-224 |
|
|
| 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 |
112-070 |
1-010 |
0.9% |
0-204 |
0.6% |
76% |
False |
False |
1,332,954 |
| 10 |
113-080 |
110-050 |
3-030 |
2.7% |
0-240 |
0.7% |
92% |
False |
False |
1,520,882 |
| 20 |
113-165 |
110-050 |
3-115 |
3.0% |
0-232 |
0.6% |
85% |
False |
False |
1,520,051 |
| 40 |
115-000 |
110-050 |
4-270 |
4.3% |
0-248 |
0.7% |
59% |
False |
False |
1,602,625 |
| 60 |
117-260 |
110-050 |
7-210 |
6.8% |
0-252 |
0.7% |
37% |
False |
False |
1,085,896 |
| 80 |
117-260 |
110-050 |
7-210 |
6.8% |
0-247 |
0.7% |
37% |
False |
False |
814,577 |
| 100 |
117-260 |
110-050 |
7-210 |
6.8% |
0-277 |
0.8% |
37% |
False |
False |
651,695 |
| 120 |
117-260 |
110-050 |
7-210 |
6.8% |
0-241 |
0.7% |
37% |
False |
False |
543,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-169 |
|
2.618 |
114-203 |
|
1.618 |
114-028 |
|
1.000 |
113-240 |
|
0.618 |
113-173 |
|
HIGH |
113-065 |
|
0.618 |
112-318 |
|
0.500 |
112-298 |
|
0.382 |
112-277 |
|
LOW |
112-210 |
|
0.618 |
112-102 |
|
1.000 |
112-035 |
|
1.618 |
111-247 |
|
2.618 |
111-072 |
|
4.250 |
110-106 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-312 |
112-302 |
| PP |
112-305 |
112-283 |
| S1 |
112-298 |
112-265 |
|