ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 01-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
111-150 |
111-130 |
-0-020 |
-0.1% |
112-080 |
High |
111-200 |
111-160 |
-0-040 |
-0.1% |
112-175 |
Low |
111-020 |
110-265 |
-0-075 |
-0.2% |
110-255 |
Close |
111-130 |
110-280 |
-0-170 |
-0.5% |
111-110 |
Range |
0-180 |
0-215 |
0-035 |
19.4% |
1-240 |
ATR |
0-236 |
0-235 |
-0-002 |
-0.6% |
0-000 |
Volume |
1,686,431 |
1,523,937 |
-162,494 |
-9.6% |
7,646,365 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-027 |
112-208 |
111-078 |
|
R3 |
112-132 |
111-313 |
111-019 |
|
R2 |
111-237 |
111-237 |
110-319 |
|
R1 |
111-098 |
111-098 |
110-300 |
111-060 |
PP |
111-022 |
111-022 |
111-022 |
111-002 |
S1 |
110-203 |
110-203 |
110-260 |
110-165 |
S2 |
110-127 |
110-127 |
110-241 |
|
S3 |
109-232 |
109-308 |
110-221 |
|
S4 |
109-017 |
109-093 |
110-162 |
|
|
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% |
0-248 |
0.7% |
5% |
False |
False |
1,690,532 |
10 |
113-065 |
110-255 |
2-130 |
2.2% |
0-222 |
0.6% |
3% |
False |
False |
1,478,130 |
20 |
113-080 |
110-050 |
3-030 |
2.8% |
0-235 |
0.7% |
23% |
False |
False |
1,514,090 |
40 |
114-065 |
110-050 |
4-015 |
3.6% |
0-240 |
0.7% |
18% |
False |
False |
1,516,668 |
60 |
117-115 |
110-050 |
7-065 |
6.5% |
0-241 |
0.7% |
10% |
False |
False |
1,308,691 |
80 |
117-260 |
110-050 |
7-210 |
6.9% |
0-243 |
0.7% |
9% |
False |
False |
982,431 |
100 |
117-260 |
110-050 |
7-210 |
6.9% |
0-282 |
0.8% |
9% |
False |
False |
785,989 |
120 |
117-260 |
110-050 |
7-210 |
6.9% |
0-253 |
0.7% |
9% |
False |
False |
655,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-114 |
2.618 |
113-083 |
1.618 |
112-188 |
1.000 |
112-055 |
0.618 |
111-293 |
HIGH |
111-160 |
0.618 |
111-078 |
0.500 |
111-052 |
0.382 |
111-027 |
LOW |
110-265 |
0.618 |
110-132 |
1.000 |
110-050 |
1.618 |
109-237 |
2.618 |
109-022 |
4.250 |
107-311 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
111-052 |
111-072 |
PP |
111-022 |
111-035 |
S1 |
110-311 |
110-318 |
|