ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 08-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
111-085 |
111-000 |
-0-085 |
-0.2% |
111-150 |
High |
111-085 |
111-220 |
0-135 |
0.4% |
111-200 |
Low |
110-230 |
110-310 |
0-080 |
0.2% |
109-240 |
Close |
111-040 |
111-130 |
0-090 |
0.3% |
111-045 |
Range |
0-175 |
0-230 |
0-055 |
31.4% |
1-280 |
ATR |
0-248 |
0-247 |
-0-001 |
-0.5% |
0-000 |
Volume |
1,270,248 |
1,473,697 |
203,449 |
16.0% |
9,155,383 |
|
Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-163 |
113-057 |
111-256 |
|
R3 |
112-253 |
112-147 |
111-193 |
|
R2 |
112-023 |
112-023 |
111-172 |
|
R1 |
111-237 |
111-237 |
111-151 |
111-290 |
PP |
111-113 |
111-113 |
111-113 |
111-140 |
S1 |
111-007 |
111-007 |
111-109 |
111-060 |
S2 |
110-203 |
110-203 |
111-088 |
|
S3 |
109-293 |
110-097 |
111-067 |
|
S4 |
109-063 |
109-187 |
111-004 |
|
|
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 |
111-220 |
109-240 |
1-300 |
1.7% |
0-274 |
0.8% |
85% |
True |
False |
1,737,792 |
10 |
112-070 |
109-240 |
2-150 |
2.2% |
0-261 |
0.7% |
67% |
False |
False |
1,714,162 |
20 |
113-080 |
109-240 |
3-160 |
3.1% |
0-239 |
0.7% |
47% |
False |
False |
1,541,532 |
40 |
114-000 |
109-240 |
4-080 |
3.8% |
0-244 |
0.7% |
39% |
False |
False |
1,561,061 |
60 |
117-020 |
109-240 |
7-100 |
6.6% |
0-245 |
0.7% |
23% |
False |
False |
1,451,712 |
80 |
117-260 |
109-240 |
8-020 |
7.2% |
0-246 |
0.7% |
21% |
False |
False |
1,091,008 |
100 |
117-260 |
109-240 |
8-020 |
7.2% |
0-261 |
0.7% |
21% |
False |
False |
872,877 |
120 |
117-260 |
109-240 |
8-020 |
7.2% |
0-264 |
0.7% |
21% |
False |
False |
727,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-238 |
2.618 |
113-182 |
1.618 |
112-272 |
1.000 |
112-130 |
0.618 |
112-042 |
HIGH |
111-220 |
0.618 |
111-132 |
0.500 |
111-105 |
0.382 |
111-078 |
LOW |
110-310 |
0.618 |
110-168 |
1.000 |
110-080 |
1.618 |
109-258 |
2.618 |
109-028 |
4.250 |
107-292 |
|
|
Fisher Pivots for day following 08-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
111-122 |
111-057 |
PP |
111-113 |
110-303 |
S1 |
111-105 |
110-230 |
|