ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
110-055 |
109-290 |
-0-085 |
-0.2% |
111-085 |
High |
110-100 |
110-070 |
-0-030 |
-0.1% |
111-290 |
Low |
109-245 |
109-115 |
-0-130 |
-0.4% |
110-040 |
Close |
110-000 |
109-245 |
-0-075 |
-0.2% |
110-060 |
Range |
0-175 |
0-275 |
0-100 |
57.1% |
1-250 |
ATR |
0-244 |
0-246 |
0-002 |
0.9% |
0-000 |
Volume |
1,309,141 |
1,788,907 |
479,766 |
36.6% |
7,432,038 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-115 |
111-295 |
110-076 |
|
R3 |
111-160 |
111-020 |
110-001 |
|
R2 |
110-205 |
110-205 |
109-295 |
|
R1 |
110-065 |
110-065 |
109-270 |
109-318 |
PP |
109-250 |
109-250 |
109-250 |
109-216 |
S1 |
109-110 |
109-110 |
109-220 |
109-042 |
S2 |
108-295 |
108-295 |
109-195 |
|
S3 |
108-020 |
108-155 |
109-169 |
|
S4 |
107-065 |
107-200 |
109-094 |
|
|
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 |
109-115 |
2-175 |
2.3% |
0-244 |
0.7% |
16% |
False |
True |
1,557,228 |
10 |
111-290 |
109-115 |
2-175 |
2.3% |
0-259 |
0.7% |
16% |
False |
True |
1,647,510 |
20 |
113-065 |
109-115 |
3-270 |
3.5% |
0-240 |
0.7% |
11% |
False |
True |
1,562,820 |
40 |
113-170 |
109-115 |
4-055 |
3.8% |
0-238 |
0.7% |
10% |
False |
True |
1,545,996 |
60 |
115-000 |
109-115 |
5-205 |
5.1% |
0-246 |
0.7% |
7% |
False |
True |
1,571,930 |
80 |
117-260 |
109-115 |
8-145 |
7.7% |
0-249 |
0.7% |
5% |
False |
True |
1,188,275 |
100 |
117-260 |
109-115 |
8-145 |
7.7% |
0-248 |
0.7% |
5% |
False |
True |
950,736 |
120 |
117-260 |
109-115 |
8-145 |
7.7% |
0-272 |
0.8% |
5% |
False |
True |
792,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-279 |
2.618 |
112-150 |
1.618 |
111-195 |
1.000 |
111-025 |
0.618 |
110-240 |
HIGH |
110-070 |
0.618 |
109-285 |
0.500 |
109-252 |
0.382 |
109-220 |
LOW |
109-115 |
0.618 |
108-265 |
1.000 |
108-160 |
1.618 |
107-310 |
2.618 |
107-035 |
4.250 |
105-226 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
109-252 |
110-042 |
PP |
109-250 |
110-003 |
S1 |
109-248 |
109-284 |
|