ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 21-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
112-285 |
112-040 |
-0-245 |
-0.7% |
112-140 |
High |
112-310 |
112-135 |
-0-175 |
-0.5% |
113-080 |
Low |
112-000 |
112-020 |
0-020 |
0.1% |
112-000 |
Close |
112-045 |
112-075 |
0-030 |
0.1% |
112-075 |
Range |
0-310 |
0-115 |
-0-195 |
-62.9% |
1-080 |
ATR |
0-244 |
0-235 |
-0-009 |
-3.8% |
0-000 |
Volume |
1,563,021 |
1,012,410 |
-550,611 |
-35.2% |
6,138,371 |
|
Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-102 |
113-043 |
112-138 |
|
R3 |
112-307 |
112-248 |
112-107 |
|
R2 |
112-192 |
112-192 |
112-096 |
|
R1 |
112-133 |
112-133 |
112-086 |
112-162 |
PP |
112-077 |
112-077 |
112-077 |
112-091 |
S1 |
112-018 |
112-018 |
112-064 |
112-048 |
S2 |
111-282 |
111-282 |
112-054 |
|
S3 |
111-167 |
111-223 |
112-043 |
|
S4 |
111-052 |
111-108 |
112-012 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-078 |
115-157 |
112-295 |
|
R3 |
114-318 |
114-077 |
112-185 |
|
R2 |
113-238 |
113-238 |
112-148 |
|
R1 |
112-317 |
112-317 |
112-112 |
112-238 |
PP |
112-158 |
112-158 |
112-158 |
112-119 |
S1 |
111-237 |
111-237 |
112-038 |
111-158 |
S2 |
111-078 |
111-078 |
112-002 |
|
S3 |
109-318 |
110-157 |
111-285 |
|
S4 |
108-238 |
109-077 |
111-175 |
|
|
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% |
0-194 |
0.5% |
19% |
False |
False |
1,227,674 |
10 |
113-080 |
110-130 |
2-270 |
2.5% |
0-218 |
0.6% |
64% |
False |
False |
1,379,781 |
20 |
113-165 |
110-050 |
3-115 |
3.0% |
0-232 |
0.6% |
62% |
False |
False |
1,508,306 |
40 |
115-000 |
110-050 |
4-270 |
4.3% |
0-248 |
0.7% |
43% |
False |
False |
1,617,395 |
60 |
117-260 |
110-050 |
7-210 |
6.8% |
0-250 |
0.7% |
27% |
False |
False |
1,128,759 |
80 |
117-260 |
110-050 |
7-210 |
6.8% |
0-245 |
0.7% |
27% |
False |
False |
846,769 |
100 |
117-260 |
110-050 |
7-210 |
6.8% |
0-279 |
0.8% |
27% |
False |
False |
677,449 |
120 |
117-260 |
110-050 |
7-210 |
6.8% |
0-242 |
0.7% |
27% |
False |
False |
564,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-304 |
2.618 |
113-116 |
1.618 |
113-001 |
1.000 |
112-250 |
0.618 |
112-206 |
HIGH |
112-135 |
0.618 |
112-091 |
0.500 |
112-078 |
0.382 |
112-064 |
LOW |
112-020 |
0.618 |
111-269 |
1.000 |
111-225 |
1.618 |
111-154 |
2.618 |
111-039 |
4.250 |
110-171 |
|
|
Fisher Pivots for day following 21-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
112-078 |
112-192 |
PP |
112-077 |
112-153 |
S1 |
112-076 |
112-114 |
|