ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
111-245 |
111-305 |
0-060 |
0.2% |
112-140 |
| High |
112-055 |
112-070 |
0-015 |
0.0% |
113-080 |
| Low |
111-210 |
110-305 |
-0-225 |
-0.6% |
112-000 |
| Close |
112-045 |
111-005 |
-1-040 |
-1.0% |
112-075 |
| Range |
0-165 |
1-085 |
0-240 |
145.5% |
1-080 |
| ATR |
0-225 |
0-238 |
0-013 |
5.7% |
0-000 |
| Volume |
1,297,820 |
2,217,996 |
920,176 |
70.9% |
6,138,371 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-062 |
114-118 |
111-228 |
|
| R3 |
113-297 |
113-033 |
111-116 |
|
| R2 |
112-212 |
112-212 |
111-079 |
|
| R1 |
111-268 |
111-268 |
111-042 |
111-198 |
| PP |
111-127 |
111-127 |
111-127 |
111-091 |
| S1 |
110-183 |
110-183 |
110-288 |
110-112 |
| S2 |
110-042 |
110-042 |
110-251 |
|
| S3 |
108-277 |
109-098 |
110-214 |
|
| S4 |
107-192 |
108-013 |
110-102 |
|
|
| 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 |
112-175 |
110-305 |
1-190 |
1.4% |
0-212 |
0.6% |
4% |
False |
True |
1,386,459 |
| 10 |
113-080 |
110-305 |
2-095 |
2.1% |
0-211 |
0.6% |
3% |
False |
True |
1,335,241 |
| 20 |
113-085 |
110-050 |
3-035 |
2.8% |
0-242 |
0.7% |
28% |
False |
False |
1,523,955 |
| 40 |
115-000 |
110-050 |
4-270 |
4.4% |
0-244 |
0.7% |
18% |
False |
False |
1,529,518 |
| 60 |
117-260 |
110-050 |
7-210 |
6.9% |
0-247 |
0.7% |
11% |
False |
False |
1,227,076 |
| 80 |
117-260 |
110-050 |
7-210 |
6.9% |
0-245 |
0.7% |
11% |
False |
False |
920,742 |
| 100 |
117-260 |
110-050 |
7-210 |
6.9% |
0-282 |
0.8% |
11% |
False |
False |
736,622 |
| 120 |
117-260 |
110-050 |
7-210 |
6.9% |
0-249 |
0.7% |
11% |
False |
False |
613,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-191 |
|
2.618 |
115-170 |
|
1.618 |
114-085 |
|
1.000 |
113-155 |
|
0.618 |
113-000 |
|
HIGH |
112-070 |
|
0.618 |
111-235 |
|
0.500 |
111-188 |
|
0.382 |
111-140 |
|
LOW |
110-305 |
|
0.618 |
110-055 |
|
1.000 |
109-220 |
|
1.618 |
108-290 |
|
2.618 |
107-205 |
|
4.250 |
105-184 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-188 |
111-188 |
| PP |
111-127 |
111-127 |
| S1 |
111-066 |
111-066 |
|