ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 26-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
111-295 |
111-245 |
-0-050 |
-0.1% |
112-140 |
High |
112-015 |
112-055 |
0-040 |
0.1% |
113-080 |
Low |
111-175 |
111-210 |
0-035 |
0.1% |
112-000 |
Close |
111-195 |
112-045 |
0-170 |
0.5% |
112-075 |
Range |
0-160 |
0-165 |
0-005 |
3.1% |
1-080 |
ATR |
0-229 |
0-225 |
-0-003 |
-1.5% |
0-000 |
Volume |
1,255,185 |
1,297,820 |
42,635 |
3.4% |
6,138,371 |
|
Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-172 |
113-113 |
112-136 |
|
R3 |
113-007 |
112-268 |
112-090 |
|
R2 |
112-162 |
112-162 |
112-075 |
|
R1 |
112-103 |
112-103 |
112-060 |
112-132 |
PP |
111-317 |
111-317 |
111-317 |
112-011 |
S1 |
111-258 |
111-258 |
112-030 |
111-288 |
S2 |
111-152 |
111-152 |
112-015 |
|
S3 |
110-307 |
111-093 |
112-000 |
|
S4 |
110-142 |
110-248 |
111-274 |
|
|
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 |
112-310 |
111-175 |
1-135 |
1.3% |
0-193 |
0.5% |
42% |
False |
False |
1,255,464 |
10 |
113-080 |
111-175 |
1-225 |
1.5% |
0-198 |
0.6% |
35% |
False |
False |
1,294,209 |
20 |
113-095 |
110-050 |
3-045 |
2.8% |
0-229 |
0.6% |
63% |
False |
False |
1,484,398 |
40 |
115-000 |
110-050 |
4-270 |
4.3% |
0-244 |
0.7% |
41% |
False |
False |
1,524,584 |
60 |
117-260 |
110-050 |
7-210 |
6.8% |
0-246 |
0.7% |
26% |
False |
False |
1,190,211 |
80 |
117-260 |
110-050 |
7-210 |
6.8% |
0-244 |
0.7% |
26% |
False |
False |
893,018 |
100 |
117-260 |
110-050 |
7-210 |
6.8% |
0-279 |
0.8% |
26% |
False |
False |
714,442 |
120 |
117-260 |
110-050 |
7-210 |
6.8% |
0-246 |
0.7% |
26% |
False |
False |
595,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-116 |
2.618 |
113-167 |
1.618 |
113-002 |
1.000 |
112-220 |
0.618 |
112-157 |
HIGH |
112-055 |
0.618 |
111-312 |
0.500 |
111-292 |
0.382 |
111-273 |
LOW |
111-210 |
0.618 |
111-108 |
1.000 |
111-045 |
1.618 |
110-263 |
2.618 |
110-098 |
4.250 |
109-149 |
|
|
Fisher Pivots for day following 26-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
112-021 |
112-035 |
PP |
111-317 |
112-025 |
S1 |
111-292 |
112-015 |
|