ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
111-115 |
110-215 |
-0-220 |
-0.6% |
111-085 |
| High |
111-290 |
110-290 |
-1-000 |
-0.9% |
111-290 |
| Low |
110-205 |
110-040 |
-0-165 |
-0.5% |
110-040 |
| Close |
110-275 |
110-060 |
-0-215 |
-0.6% |
110-060 |
| Range |
1-085 |
0-250 |
-0-155 |
-38.3% |
1-250 |
| ATR |
0-249 |
0-249 |
0-000 |
0.0% |
0-000 |
| Volume |
1,957,382 |
1,566,489 |
-390,893 |
-20.0% |
7,432,038 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-240 |
112-080 |
110-198 |
|
| R3 |
111-310 |
111-150 |
110-129 |
|
| R2 |
111-060 |
111-060 |
110-106 |
|
| R1 |
110-220 |
110-220 |
110-083 |
110-175 |
| PP |
110-130 |
110-130 |
110-130 |
110-108 |
| S1 |
109-290 |
109-290 |
110-037 |
109-245 |
| S2 |
109-200 |
109-200 |
110-014 |
|
| S3 |
108-270 |
109-040 |
109-311 |
|
| S4 |
108-020 |
108-110 |
109-242 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-027 |
114-293 |
111-054 |
|
| R3 |
114-097 |
113-043 |
110-217 |
|
| R2 |
112-167 |
112-167 |
110-164 |
|
| R1 |
111-113 |
111-113 |
110-112 |
111-015 |
| PP |
110-237 |
110-237 |
110-237 |
110-188 |
| S1 |
109-183 |
109-183 |
110-008 |
109-085 |
| S2 |
108-307 |
108-307 |
109-276 |
|
| S3 |
107-057 |
107-253 |
109-223 |
|
| S4 |
105-127 |
106-003 |
109-066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-290 |
110-040 |
1-250 |
1.6% |
0-235 |
0.7% |
4% |
False |
True |
1,486,407 |
| 10 |
111-290 |
109-240 |
2-050 |
2.0% |
0-254 |
0.7% |
20% |
False |
False |
1,658,742 |
| 20 |
113-080 |
109-240 |
3-160 |
3.2% |
0-236 |
0.7% |
13% |
False |
False |
1,518,607 |
| 40 |
113-180 |
109-240 |
3-260 |
3.5% |
0-242 |
0.7% |
11% |
False |
False |
1,551,438 |
| 60 |
115-295 |
109-240 |
6-055 |
5.6% |
0-247 |
0.7% |
7% |
False |
False |
1,527,079 |
| 80 |
117-260 |
109-240 |
8-020 |
7.3% |
0-248 |
0.7% |
5% |
False |
False |
1,149,586 |
| 100 |
117-260 |
109-240 |
8-020 |
7.3% |
0-252 |
0.7% |
5% |
False |
False |
919,756 |
| 120 |
117-260 |
109-240 |
8-020 |
7.3% |
0-270 |
0.8% |
5% |
False |
False |
766,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-072 |
|
2.618 |
112-304 |
|
1.618 |
112-054 |
|
1.000 |
111-220 |
|
0.618 |
111-124 |
|
HIGH |
110-290 |
|
0.618 |
110-194 |
|
0.500 |
110-165 |
|
0.382 |
110-136 |
|
LOW |
110-040 |
|
0.618 |
109-206 |
|
1.000 |
109-110 |
|
1.618 |
108-276 |
|
2.618 |
108-026 |
|
4.250 |
106-258 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-165 |
111-005 |
| PP |
110-130 |
110-237 |
| S1 |
110-095 |
110-148 |
|