ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
111-305 |
111-025 |
-0-280 |
-0.8% |
112-080 |
| High |
112-070 |
111-210 |
-0-180 |
-0.5% |
112-175 |
| Low |
110-305 |
110-255 |
-0-050 |
-0.1% |
110-255 |
| Close |
111-005 |
111-110 |
0-105 |
0.3% |
111-110 |
| Range |
1-085 |
0-275 |
-0-130 |
-32.1% |
1-240 |
| ATR |
0-238 |
0-241 |
0-003 |
1.1% |
0-000 |
| Volume |
2,217,996 |
1,726,479 |
-491,517 |
-22.2% |
7,646,365 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-270 |
113-145 |
111-261 |
|
| R3 |
112-315 |
112-190 |
111-186 |
|
| R2 |
112-040 |
112-040 |
111-160 |
|
| R1 |
111-235 |
111-235 |
111-135 |
111-298 |
| PP |
111-085 |
111-085 |
111-085 |
111-116 |
| S1 |
110-280 |
110-280 |
111-085 |
111-022 |
| S2 |
110-130 |
110-130 |
111-060 |
|
| S3 |
109-175 |
110-005 |
111-034 |
|
| S4 |
108-220 |
109-050 |
110-279 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-260 |
115-265 |
112-098 |
|
| R3 |
115-020 |
114-025 |
111-264 |
|
| R2 |
113-100 |
113-100 |
111-213 |
|
| R1 |
112-105 |
112-105 |
111-161 |
111-302 |
| PP |
111-180 |
111-180 |
111-180 |
111-119 |
| S1 |
110-185 |
110-185 |
111-059 |
110-062 |
| S2 |
109-260 |
109-260 |
111-007 |
|
| S3 |
108-020 |
108-265 |
110-276 |
|
| S4 |
106-100 |
107-025 |
110-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-175 |
110-255 |
1-240 |
1.6% |
0-244 |
0.7% |
31% |
False |
True |
1,529,273 |
| 10 |
113-080 |
110-255 |
2-145 |
2.2% |
0-219 |
0.6% |
22% |
False |
True |
1,378,473 |
| 20 |
113-080 |
110-050 |
3-030 |
2.8% |
0-236 |
0.7% |
38% |
False |
False |
1,512,293 |
| 40 |
115-000 |
110-050 |
4-270 |
4.4% |
0-246 |
0.7% |
25% |
False |
False |
1,515,322 |
| 60 |
117-260 |
110-050 |
7-210 |
6.9% |
0-245 |
0.7% |
16% |
False |
False |
1,255,677 |
| 80 |
117-260 |
110-050 |
7-210 |
6.9% |
0-244 |
0.7% |
16% |
False |
False |
942,313 |
| 100 |
117-260 |
110-050 |
7-210 |
6.9% |
0-283 |
0.8% |
16% |
False |
False |
753,886 |
| 120 |
117-260 |
110-050 |
7-210 |
6.9% |
0-251 |
0.7% |
16% |
False |
False |
628,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-099 |
|
2.618 |
113-290 |
|
1.618 |
113-015 |
|
1.000 |
112-165 |
|
0.618 |
112-060 |
|
HIGH |
111-210 |
|
0.618 |
111-105 |
|
0.500 |
111-072 |
|
0.382 |
111-040 |
|
LOW |
110-255 |
|
0.618 |
110-085 |
|
1.000 |
109-300 |
|
1.618 |
109-130 |
|
2.618 |
108-175 |
|
4.250 |
107-046 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-098 |
111-162 |
| PP |
111-085 |
111-145 |
| S1 |
111-072 |
111-128 |
|