ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
112-040 |
112-080 |
0-040 |
0.1% |
112-140 |
| High |
112-135 |
112-175 |
0-040 |
0.1% |
113-080 |
| Low |
112-020 |
111-280 |
-0-060 |
-0.2% |
112-000 |
| Close |
112-075 |
112-020 |
-0-055 |
-0.2% |
112-075 |
| Range |
0-115 |
0-215 |
0-100 |
87.0% |
1-080 |
| ATR |
0-235 |
0-234 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,012,410 |
1,148,885 |
136,475 |
13.5% |
6,138,371 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-057 |
113-253 |
112-138 |
|
| R3 |
113-162 |
113-038 |
112-079 |
|
| R2 |
112-267 |
112-267 |
112-059 |
|
| R1 |
112-143 |
112-143 |
112-040 |
112-098 |
| PP |
112-052 |
112-052 |
112-052 |
112-029 |
| S1 |
111-248 |
111-248 |
112-000 |
111-202 |
| S2 |
111-157 |
111-157 |
111-301 |
|
| S3 |
110-262 |
111-033 |
111-281 |
|
| S4 |
110-047 |
110-138 |
111-222 |
|
|
| 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 |
111-280 |
1-120 |
1.2% |
0-204 |
0.6% |
14% |
False |
True |
1,275,423 |
| 10 |
113-080 |
111-035 |
2-045 |
1.9% |
0-213 |
0.6% |
45% |
False |
False |
1,365,390 |
| 20 |
113-165 |
110-050 |
3-115 |
3.0% |
0-230 |
0.6% |
57% |
False |
False |
1,489,921 |
| 40 |
115-000 |
110-050 |
4-270 |
4.3% |
0-249 |
0.7% |
39% |
False |
False |
1,569,350 |
| 60 |
117-260 |
110-050 |
7-210 |
6.8% |
0-250 |
0.7% |
25% |
False |
False |
1,147,834 |
| 80 |
117-260 |
110-050 |
7-210 |
6.8% |
0-245 |
0.7% |
25% |
False |
False |
861,118 |
| 100 |
117-260 |
110-050 |
7-210 |
6.8% |
0-279 |
0.8% |
25% |
False |
False |
688,937 |
| 120 |
117-260 |
110-050 |
7-210 |
6.8% |
0-244 |
0.7% |
25% |
False |
False |
574,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-129 |
|
2.618 |
114-098 |
|
1.618 |
113-203 |
|
1.000 |
113-070 |
|
0.618 |
112-308 |
|
HIGH |
112-175 |
|
0.618 |
112-093 |
|
0.500 |
112-068 |
|
0.382 |
112-042 |
|
LOW |
111-280 |
|
0.618 |
111-147 |
|
1.000 |
111-065 |
|
1.618 |
110-252 |
|
2.618 |
110-037 |
|
4.250 |
109-006 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-068 |
112-135 |
| PP |
112-052 |
112-097 |
| S1 |
112-036 |
112-058 |
|