ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
111-025 |
111-150 |
0-125 |
0.4% |
112-080 |
High |
111-210 |
111-200 |
-0-010 |
0.0% |
112-175 |
Low |
110-255 |
111-020 |
0-085 |
0.2% |
110-255 |
Close |
111-110 |
111-130 |
0-020 |
0.1% |
111-110 |
Range |
0-275 |
0-180 |
-0-095 |
-34.5% |
1-240 |
ATR |
0-241 |
0-236 |
-0-004 |
-1.8% |
0-000 |
Volume |
1,726,479 |
1,686,431 |
-40,048 |
-2.3% |
7,646,365 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-017 |
112-253 |
111-229 |
|
R3 |
112-157 |
112-073 |
111-180 |
|
R2 |
111-297 |
111-297 |
111-163 |
|
R1 |
111-213 |
111-213 |
111-146 |
111-165 |
PP |
111-117 |
111-117 |
111-117 |
111-092 |
S1 |
111-033 |
111-033 |
111-114 |
110-305 |
S2 |
110-257 |
110-257 |
111-097 |
|
S3 |
110-077 |
110-173 |
111-080 |
|
S4 |
109-217 |
109-313 |
111-031 |
|
|
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 |
112-070 |
110-255 |
1-135 |
1.3% |
0-237 |
0.7% |
43% |
False |
False |
1,636,782 |
10 |
113-080 |
110-255 |
2-145 |
2.2% |
0-220 |
0.6% |
25% |
False |
False |
1,456,102 |
20 |
113-080 |
110-050 |
3-030 |
2.8% |
0-235 |
0.7% |
40% |
False |
False |
1,491,471 |
40 |
114-245 |
110-050 |
4-195 |
4.1% |
0-243 |
0.7% |
27% |
False |
False |
1,517,541 |
60 |
117-260 |
110-050 |
7-210 |
6.9% |
0-243 |
0.7% |
16% |
False |
False |
1,283,613 |
80 |
117-260 |
110-050 |
7-210 |
6.9% |
0-242 |
0.7% |
16% |
False |
False |
963,385 |
100 |
117-260 |
110-050 |
7-210 |
6.9% |
0-283 |
0.8% |
16% |
False |
False |
770,750 |
120 |
117-260 |
110-050 |
7-210 |
6.9% |
0-251 |
0.7% |
16% |
False |
False |
642,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-005 |
2.618 |
113-031 |
1.618 |
112-171 |
1.000 |
112-060 |
0.618 |
111-311 |
HIGH |
111-200 |
0.618 |
111-131 |
0.500 |
111-110 |
0.382 |
111-089 |
LOW |
111-020 |
0.618 |
110-229 |
1.000 |
110-160 |
1.618 |
110-049 |
2.618 |
109-189 |
4.250 |
108-215 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
111-123 |
111-162 |
PP |
111-117 |
111-152 |
S1 |
111-110 |
111-141 |
|