ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 09-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
111-000 |
111-135 |
0-135 |
0.4% |
111-150 |
High |
111-220 |
111-200 |
-0-020 |
-0.1% |
111-200 |
Low |
110-310 |
111-085 |
0-095 |
0.3% |
109-240 |
Close |
111-130 |
111-125 |
-0-005 |
0.0% |
111-045 |
Range |
0-230 |
0-115 |
-0-115 |
-50.0% |
1-280 |
ATR |
0-247 |
0-237 |
-0-009 |
-3.8% |
0-000 |
Volume |
1,473,697 |
1,164,222 |
-309,475 |
-21.0% |
9,155,383 |
|
Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-162 |
112-098 |
111-188 |
|
R3 |
112-047 |
111-303 |
111-157 |
|
R2 |
111-252 |
111-252 |
111-146 |
|
R1 |
111-188 |
111-188 |
111-136 |
111-162 |
PP |
111-137 |
111-137 |
111-137 |
111-124 |
S1 |
111-073 |
111-073 |
111-114 |
111-048 |
S2 |
111-022 |
111-022 |
111-104 |
|
S3 |
110-227 |
110-278 |
111-093 |
|
S4 |
110-112 |
110-163 |
111-062 |
|
|
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% |
0-248 |
0.7% |
85% |
False |
False |
1,598,606 |
10 |
112-070 |
109-240 |
2-150 |
2.2% |
0-256 |
0.7% |
66% |
False |
False |
1,700,802 |
20 |
113-080 |
109-240 |
3-160 |
3.1% |
0-227 |
0.6% |
47% |
False |
False |
1,497,505 |
40 |
114-000 |
109-240 |
4-080 |
3.8% |
0-242 |
0.7% |
39% |
False |
False |
1,557,181 |
60 |
116-135 |
109-240 |
6-215 |
6.0% |
0-243 |
0.7% |
25% |
False |
False |
1,470,453 |
80 |
117-260 |
109-240 |
8-020 |
7.2% |
0-244 |
0.7% |
20% |
False |
False |
1,105,552 |
100 |
117-260 |
109-240 |
8-020 |
7.2% |
0-256 |
0.7% |
20% |
False |
False |
884,518 |
120 |
117-260 |
109-240 |
8-020 |
7.2% |
0-265 |
0.7% |
20% |
False |
False |
737,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-049 |
2.618 |
112-181 |
1.618 |
112-066 |
1.000 |
111-315 |
0.618 |
111-271 |
HIGH |
111-200 |
0.618 |
111-156 |
0.500 |
111-142 |
0.382 |
111-129 |
LOW |
111-085 |
0.618 |
111-014 |
1.000 |
110-290 |
1.618 |
110-219 |
2.618 |
110-104 |
4.250 |
109-236 |
|
|
Fisher Pivots for day following 09-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
111-142 |
111-105 |
PP |
111-137 |
111-085 |
S1 |
111-131 |
111-065 |
|