ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
112-080 |
111-295 |
-0-105 |
-0.3% |
112-140 |
High |
112-175 |
112-015 |
-0-160 |
-0.4% |
113-080 |
Low |
111-280 |
111-175 |
-0-105 |
-0.3% |
112-000 |
Close |
112-020 |
111-195 |
-0-145 |
-0.4% |
112-075 |
Range |
0-215 |
0-160 |
-0-055 |
-25.6% |
1-080 |
ATR |
0-234 |
0-229 |
-0-005 |
-2.1% |
0-000 |
Volume |
1,148,885 |
1,255,185 |
106,300 |
9.3% |
6,138,371 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-075 |
112-295 |
111-283 |
|
R3 |
112-235 |
112-135 |
111-239 |
|
R2 |
112-075 |
112-075 |
111-224 |
|
R1 |
111-295 |
111-295 |
111-210 |
111-265 |
PP |
111-235 |
111-235 |
111-235 |
111-220 |
S1 |
111-135 |
111-135 |
111-180 |
111-105 |
S2 |
111-075 |
111-075 |
111-166 |
|
S3 |
110-235 |
110-295 |
111-151 |
|
S4 |
110-075 |
110-135 |
111-107 |
|
|
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 |
113-065 |
111-175 |
1-210 |
1.5% |
0-195 |
0.5% |
4% |
False |
True |
1,265,728 |
10 |
113-080 |
111-095 |
1-305 |
1.7% |
0-216 |
0.6% |
16% |
False |
False |
1,368,903 |
20 |
113-130 |
110-050 |
3-080 |
2.9% |
0-231 |
0.6% |
45% |
False |
False |
1,493,350 |
40 |
115-000 |
110-050 |
4-270 |
4.3% |
0-246 |
0.7% |
30% |
False |
False |
1,537,344 |
60 |
117-260 |
110-050 |
7-210 |
6.9% |
0-248 |
0.7% |
19% |
False |
False |
1,168,652 |
80 |
117-260 |
110-050 |
7-210 |
6.9% |
0-245 |
0.7% |
19% |
False |
False |
876,802 |
100 |
117-260 |
110-050 |
7-210 |
6.9% |
0-279 |
0.8% |
19% |
False |
False |
701,489 |
120 |
117-260 |
110-050 |
7-210 |
6.9% |
0-245 |
0.7% |
19% |
False |
False |
584,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-055 |
2.618 |
113-114 |
1.618 |
112-274 |
1.000 |
112-175 |
0.618 |
112-114 |
HIGH |
112-015 |
0.618 |
111-274 |
0.500 |
111-255 |
0.382 |
111-236 |
LOW |
111-175 |
0.618 |
111-076 |
1.000 |
111-015 |
1.618 |
110-236 |
2.618 |
110-076 |
4.250 |
109-135 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
111-255 |
112-015 |
PP |
111-235 |
111-288 |
S1 |
111-215 |
111-242 |
|