ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
110-265 |
110-090 |
-0-175 |
-0.5% |
111-150 |
| High |
110-270 |
111-105 |
0-155 |
0.4% |
111-200 |
| Low |
110-055 |
109-240 |
-0-135 |
-0.4% |
109-240 |
| Close |
110-075 |
111-045 |
0-290 |
0.8% |
111-045 |
| Range |
0-215 |
1-185 |
0-290 |
134.9% |
1-280 |
| ATR |
0-234 |
0-254 |
0-019 |
8.3% |
0-000 |
| Volume |
1,945,613 |
2,139,254 |
193,641 |
10.0% |
9,155,383 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-152 |
114-283 |
112-003 |
|
| R3 |
113-287 |
113-098 |
111-184 |
|
| R2 |
112-102 |
112-102 |
111-138 |
|
| R1 |
111-233 |
111-233 |
111-091 |
112-008 |
| PP |
110-237 |
110-237 |
110-237 |
110-284 |
| S1 |
110-048 |
110-048 |
110-319 |
110-142 |
| S2 |
109-052 |
109-052 |
110-272 |
|
| S3 |
107-187 |
108-183 |
110-226 |
|
| S4 |
106-002 |
106-318 |
110-087 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-148 |
115-217 |
112-055 |
|
| R3 |
114-188 |
113-257 |
111-210 |
|
| R2 |
112-228 |
112-228 |
111-155 |
|
| R1 |
111-297 |
111-297 |
111-100 |
111-122 |
| PP |
110-268 |
110-268 |
110-268 |
110-181 |
| S1 |
110-017 |
110-017 |
110-310 |
109-162 |
| S2 |
108-308 |
108-308 |
110-255 |
|
| S3 |
107-028 |
108-057 |
110-200 |
|
| S4 |
105-068 |
106-097 |
110-035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-200 |
109-240 |
1-280 |
1.7% |
0-272 |
0.8% |
74% |
False |
True |
1,831,076 |
| 10 |
112-175 |
109-240 |
2-255 |
2.5% |
0-258 |
0.7% |
50% |
False |
True |
1,680,174 |
| 20 |
113-080 |
109-240 |
3-160 |
3.1% |
0-238 |
0.7% |
40% |
False |
True |
1,529,978 |
| 40 |
114-000 |
109-240 |
4-080 |
3.8% |
0-245 |
0.7% |
33% |
False |
True |
1,560,358 |
| 60 |
117-115 |
109-240 |
7-195 |
6.8% |
0-247 |
0.7% |
18% |
False |
True |
1,407,172 |
| 80 |
117-260 |
109-240 |
8-020 |
7.3% |
0-248 |
0.7% |
17% |
False |
True |
1,056,719 |
| 100 |
117-260 |
109-240 |
8-020 |
7.3% |
0-272 |
0.8% |
17% |
False |
True |
845,438 |
| 120 |
117-260 |
109-240 |
8-020 |
7.3% |
0-261 |
0.7% |
17% |
False |
True |
704,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-011 |
|
2.618 |
115-147 |
|
1.618 |
113-282 |
|
1.000 |
112-290 |
|
0.618 |
112-097 |
|
HIGH |
111-105 |
|
0.618 |
110-232 |
|
0.500 |
110-172 |
|
0.382 |
110-113 |
|
LOW |
109-240 |
|
0.618 |
108-248 |
|
1.000 |
108-055 |
|
1.618 |
107-063 |
|
2.618 |
105-198 |
|
4.250 |
103-014 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-301 |
110-301 |
| PP |
110-237 |
110-237 |
| S1 |
110-172 |
110-172 |
|