ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
111-135 |
111-115 |
-0-020 |
-0.1% |
111-150 |
| High |
111-200 |
111-290 |
0-090 |
0.3% |
111-200 |
| Low |
111-085 |
110-205 |
-0-200 |
-0.6% |
109-240 |
| Close |
111-125 |
110-275 |
-0-170 |
-0.5% |
111-045 |
| Range |
0-115 |
1-085 |
0-290 |
252.2% |
1-280 |
| ATR |
0-237 |
0-249 |
0-012 |
5.1% |
0-000 |
| Volume |
1,164,222 |
1,957,382 |
793,160 |
68.1% |
9,155,383 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-298 |
114-052 |
111-178 |
|
| R3 |
113-213 |
112-287 |
111-066 |
|
| R2 |
112-128 |
112-128 |
111-029 |
|
| R1 |
111-202 |
111-202 |
110-312 |
111-122 |
| PP |
111-043 |
111-043 |
111-043 |
111-004 |
| S1 |
110-117 |
110-117 |
110-238 |
110-038 |
| S2 |
109-278 |
109-278 |
110-201 |
|
| S3 |
108-193 |
109-032 |
110-164 |
|
| S4 |
107-108 |
107-267 |
110-052 |
|
|
| 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 |
111-290 |
109-240 |
2-050 |
1.9% |
0-286 |
0.8% |
51% |
True |
False |
1,600,960 |
| 10 |
111-290 |
109-240 |
2-050 |
1.9% |
0-256 |
0.7% |
51% |
True |
False |
1,674,741 |
| 20 |
113-080 |
109-240 |
3-160 |
3.2% |
0-234 |
0.7% |
32% |
False |
False |
1,504,991 |
| 40 |
113-180 |
109-240 |
3-260 |
3.4% |
0-242 |
0.7% |
29% |
False |
False |
1,556,732 |
| 60 |
116-135 |
109-240 |
6-215 |
6.0% |
0-248 |
0.7% |
17% |
False |
False |
1,502,473 |
| 80 |
117-260 |
109-240 |
8-020 |
7.3% |
0-246 |
0.7% |
14% |
False |
False |
1,130,015 |
| 100 |
117-260 |
109-240 |
8-020 |
7.3% |
0-253 |
0.7% |
14% |
False |
False |
904,092 |
| 120 |
117-260 |
109-240 |
8-020 |
7.3% |
0-268 |
0.8% |
14% |
False |
False |
753,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-091 |
|
2.618 |
115-070 |
|
1.618 |
113-305 |
|
1.000 |
113-055 |
|
0.618 |
112-220 |
|
HIGH |
111-290 |
|
0.618 |
111-135 |
|
0.500 |
111-088 |
|
0.382 |
111-040 |
|
LOW |
110-205 |
|
0.618 |
109-275 |
|
1.000 |
109-120 |
|
1.618 |
108-190 |
|
2.618 |
107-105 |
|
4.250 |
105-084 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-088 |
111-088 |
| PP |
111-043 |
111-043 |
| S1 |
110-319 |
110-319 |
|