ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
112-225 |
112-285 |
0-060 |
0.2% |
110-170 |
| High |
113-065 |
112-310 |
-0-075 |
-0.2% |
113-030 |
| Low |
112-210 |
112-000 |
-0-210 |
-0.6% |
110-130 |
| Close |
113-000 |
112-045 |
-0-275 |
-0.8% |
112-180 |
| Range |
0-175 |
0-310 |
0-135 |
77.1% |
2-220 |
| ATR |
0-239 |
0-244 |
0-006 |
2.4% |
0-000 |
| Volume |
1,349,143 |
1,563,021 |
213,878 |
15.9% |
7,659,442 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-088 |
114-217 |
112-216 |
|
| R3 |
114-098 |
113-227 |
112-130 |
|
| R2 |
113-108 |
113-108 |
112-102 |
|
| R1 |
112-237 |
112-237 |
112-073 |
112-178 |
| PP |
112-118 |
112-118 |
112-118 |
112-089 |
| S1 |
111-247 |
111-247 |
112-017 |
111-188 |
| S2 |
111-128 |
111-128 |
111-308 |
|
| S3 |
110-138 |
110-257 |
111-280 |
|
| S4 |
109-148 |
109-267 |
111-194 |
|
|
| 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 |
112-000 |
1-080 |
1.1% |
0-210 |
0.6% |
11% |
False |
True |
1,284,023 |
| 10 |
113-080 |
110-095 |
2-305 |
2.6% |
0-230 |
0.6% |
62% |
False |
False |
1,450,151 |
| 20 |
113-165 |
110-050 |
3-115 |
3.0% |
0-239 |
0.7% |
59% |
False |
False |
1,527,963 |
| 40 |
115-000 |
110-050 |
4-270 |
4.3% |
0-250 |
0.7% |
41% |
False |
False |
1,627,547 |
| 60 |
117-260 |
110-050 |
7-210 |
6.8% |
0-255 |
0.7% |
26% |
False |
False |
1,111,939 |
| 80 |
117-260 |
110-050 |
7-210 |
6.8% |
0-246 |
0.7% |
26% |
False |
False |
834,115 |
| 100 |
117-260 |
110-050 |
7-210 |
6.8% |
0-279 |
0.8% |
26% |
False |
False |
667,325 |
| 120 |
117-260 |
110-050 |
7-210 |
6.8% |
0-244 |
0.7% |
26% |
False |
False |
556,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-028 |
|
2.618 |
115-162 |
|
1.618 |
114-172 |
|
1.000 |
113-300 |
|
0.618 |
113-182 |
|
HIGH |
112-310 |
|
0.618 |
112-192 |
|
0.500 |
112-155 |
|
0.382 |
112-118 |
|
LOW |
112-000 |
|
0.618 |
111-128 |
|
1.000 |
111-010 |
|
1.618 |
110-138 |
|
2.618 |
109-148 |
|
4.250 |
107-282 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-155 |
112-200 |
| PP |
112-118 |
112-148 |
| S1 |
112-082 |
112-097 |
|