ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
110-215 |
110-055 |
-0-160 |
-0.5% |
111-085 |
| High |
110-290 |
110-100 |
-0-190 |
-0.5% |
111-290 |
| Low |
110-040 |
109-245 |
-0-115 |
-0.3% |
110-040 |
| Close |
110-060 |
110-000 |
-0-060 |
-0.2% |
110-060 |
| Range |
0-250 |
0-175 |
-0-075 |
-30.0% |
1-250 |
| ATR |
0-249 |
0-244 |
-0-005 |
-2.1% |
0-000 |
| Volume |
1,566,489 |
1,309,141 |
-257,348 |
-16.4% |
7,432,038 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-213 |
111-122 |
110-096 |
|
| R3 |
111-038 |
110-267 |
110-048 |
|
| R2 |
110-183 |
110-183 |
110-032 |
|
| R1 |
110-092 |
110-092 |
110-016 |
110-050 |
| PP |
110-008 |
110-008 |
110-008 |
109-308 |
| S1 |
109-237 |
109-237 |
109-304 |
109-195 |
| S2 |
109-153 |
109-153 |
109-288 |
|
| S3 |
108-298 |
109-062 |
109-272 |
|
| S4 |
108-123 |
108-207 |
109-224 |
|
|
| 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 |
109-245 |
2-045 |
1.9% |
0-235 |
0.7% |
11% |
False |
True |
1,494,186 |
| 10 |
111-290 |
109-240 |
2-050 |
2.0% |
0-253 |
0.7% |
12% |
False |
False |
1,621,013 |
| 20 |
113-080 |
109-240 |
3-160 |
3.2% |
0-237 |
0.7% |
7% |
False |
False |
1,538,557 |
| 40 |
113-170 |
109-240 |
3-250 |
3.4% |
0-238 |
0.7% |
7% |
False |
False |
1,539,145 |
| 60 |
115-190 |
109-240 |
5-270 |
5.3% |
0-247 |
0.7% |
4% |
False |
False |
1,546,451 |
| 80 |
117-260 |
109-240 |
8-020 |
7.3% |
0-248 |
0.7% |
3% |
False |
False |
1,165,943 |
| 100 |
117-260 |
109-240 |
8-020 |
7.3% |
0-248 |
0.7% |
3% |
False |
False |
932,848 |
| 120 |
117-260 |
109-240 |
8-020 |
7.3% |
0-271 |
0.8% |
3% |
False |
False |
777,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-204 |
|
2.618 |
111-238 |
|
1.618 |
111-063 |
|
1.000 |
110-275 |
|
0.618 |
110-208 |
|
HIGH |
110-100 |
|
0.618 |
110-033 |
|
0.500 |
110-012 |
|
0.382 |
109-312 |
|
LOW |
109-245 |
|
0.618 |
109-137 |
|
1.000 |
109-070 |
|
1.618 |
108-282 |
|
2.618 |
108-107 |
|
4.250 |
107-141 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-012 |
110-268 |
| PP |
110-008 |
110-178 |
| S1 |
110-004 |
110-089 |
|