ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
111-130 |
111-000 |
-0-130 |
-0.4% |
112-080 |
| High |
111-160 |
111-075 |
-0-085 |
-0.2% |
112-175 |
| Low |
110-265 |
110-150 |
-0-115 |
-0.3% |
110-255 |
| Close |
110-280 |
110-255 |
-0-025 |
-0.1% |
111-110 |
| Range |
0-215 |
0-245 |
0-030 |
14.0% |
1-240 |
| ATR |
0-235 |
0-236 |
0-001 |
0.3% |
0-000 |
| Volume |
1,523,937 |
1,860,148 |
336,211 |
22.1% |
7,646,365 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-042 |
112-233 |
111-070 |
|
| R3 |
112-117 |
111-308 |
111-002 |
|
| R2 |
111-192 |
111-192 |
110-300 |
|
| R1 |
111-063 |
111-063 |
110-277 |
111-005 |
| PP |
110-267 |
110-267 |
110-267 |
110-238 |
| S1 |
110-138 |
110-138 |
110-233 |
110-080 |
| S2 |
110-022 |
110-022 |
110-210 |
|
| S3 |
109-097 |
109-213 |
110-188 |
|
| S4 |
108-172 |
108-288 |
110-120 |
|
|
| 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 |
110-150 |
1-240 |
1.6% |
0-264 |
0.7% |
19% |
False |
True |
1,802,998 |
| 10 |
112-310 |
110-150 |
2-160 |
2.3% |
0-228 |
0.6% |
13% |
False |
True |
1,529,231 |
| 20 |
113-080 |
110-050 |
3-030 |
2.8% |
0-234 |
0.7% |
21% |
False |
False |
1,525,056 |
| 40 |
114-065 |
110-050 |
4-015 |
3.7% |
0-240 |
0.7% |
16% |
False |
False |
1,527,154 |
| 60 |
117-115 |
110-050 |
7-065 |
6.5% |
0-241 |
0.7% |
9% |
False |
False |
1,339,541 |
| 80 |
117-260 |
110-050 |
7-210 |
6.9% |
0-243 |
0.7% |
8% |
False |
False |
1,005,682 |
| 100 |
117-260 |
110-050 |
7-210 |
6.9% |
0-279 |
0.8% |
8% |
False |
False |
804,591 |
| 120 |
117-260 |
110-050 |
7-210 |
6.9% |
0-255 |
0.7% |
8% |
False |
False |
670,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-156 |
|
2.618 |
113-076 |
|
1.618 |
112-151 |
|
1.000 |
112-000 |
|
0.618 |
111-226 |
|
HIGH |
111-075 |
|
0.618 |
110-301 |
|
0.500 |
110-272 |
|
0.382 |
110-244 |
|
LOW |
110-150 |
|
0.618 |
109-319 |
|
1.000 |
109-225 |
|
1.618 |
109-074 |
|
2.618 |
108-149 |
|
4.250 |
107-069 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-272 |
111-015 |
| PP |
110-267 |
110-308 |
| S1 |
110-261 |
110-282 |
|