ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
110-090 |
111-085 |
0-315 |
0.9% |
111-150 |
| High |
111-105 |
111-085 |
-0-020 |
-0.1% |
111-200 |
| Low |
109-240 |
110-230 |
0-310 |
0.9% |
109-240 |
| Close |
111-045 |
111-040 |
-0-005 |
0.0% |
111-045 |
| Range |
1-185 |
0-175 |
-1-010 |
-65.3% |
1-280 |
| ATR |
0-254 |
0-248 |
-0-006 |
-2.2% |
0-000 |
| Volume |
2,139,254 |
1,270,248 |
-869,006 |
-40.6% |
9,155,383 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-217 |
112-143 |
111-136 |
|
| R3 |
112-042 |
111-288 |
111-088 |
|
| R2 |
111-187 |
111-187 |
111-072 |
|
| R1 |
111-113 |
111-113 |
111-056 |
111-062 |
| PP |
111-012 |
111-012 |
111-012 |
110-306 |
| S1 |
110-258 |
110-258 |
111-024 |
110-208 |
| S2 |
110-157 |
110-157 |
111-008 |
|
| S3 |
109-302 |
110-083 |
110-312 |
|
| S4 |
109-127 |
109-228 |
110-264 |
|
|
| 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 |
111-160 |
109-240 |
1-240 |
1.6% |
0-271 |
0.8% |
79% |
False |
False |
1,747,840 |
| 10 |
112-070 |
109-240 |
2-150 |
2.2% |
0-254 |
0.7% |
56% |
False |
False |
1,692,311 |
| 20 |
113-080 |
109-240 |
3-160 |
3.1% |
0-234 |
0.7% |
39% |
False |
False |
1,528,851 |
| 40 |
114-000 |
109-240 |
4-080 |
3.8% |
0-242 |
0.7% |
32% |
False |
False |
1,553,202 |
| 60 |
117-115 |
109-240 |
7-195 |
6.8% |
0-245 |
0.7% |
18% |
False |
False |
1,427,818 |
| 80 |
117-260 |
109-240 |
8-020 |
7.3% |
0-246 |
0.7% |
17% |
False |
False |
1,072,589 |
| 100 |
117-260 |
109-240 |
8-020 |
7.3% |
0-265 |
0.7% |
17% |
False |
False |
858,140 |
| 120 |
117-260 |
109-240 |
8-020 |
7.3% |
0-262 |
0.7% |
17% |
False |
False |
715,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-189 |
|
2.618 |
112-223 |
|
1.618 |
112-048 |
|
1.000 |
111-260 |
|
0.618 |
111-193 |
|
HIGH |
111-085 |
|
0.618 |
111-018 |
|
0.500 |
110-318 |
|
0.382 |
110-297 |
|
LOW |
110-230 |
|
0.618 |
110-122 |
|
1.000 |
110-055 |
|
1.618 |
109-267 |
|
2.618 |
109-092 |
|
4.250 |
108-126 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-026 |
110-298 |
| PP |
111-012 |
110-235 |
| S1 |
110-318 |
110-172 |
|