ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
109-290 |
109-265 |
-0-025 |
-0.1% |
111-085 |
| High |
110-070 |
110-055 |
-0-015 |
0.0% |
111-290 |
| Low |
109-115 |
109-135 |
0-020 |
0.1% |
110-040 |
| Close |
109-245 |
109-180 |
-0-065 |
-0.2% |
110-060 |
| Range |
0-275 |
0-240 |
-0-035 |
-12.7% |
1-250 |
| ATR |
0-246 |
0-246 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,788,907 |
1,768,369 |
-20,538 |
-1.1% |
7,432,038 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-310 |
111-165 |
109-312 |
|
| R3 |
111-070 |
110-245 |
109-246 |
|
| R2 |
110-150 |
110-150 |
109-224 |
|
| R1 |
110-005 |
110-005 |
109-202 |
109-278 |
| PP |
109-230 |
109-230 |
109-230 |
109-206 |
| S1 |
109-085 |
109-085 |
109-158 |
109-038 |
| S2 |
108-310 |
108-310 |
109-136 |
|
| S3 |
108-070 |
108-165 |
109-114 |
|
| S4 |
107-150 |
107-245 |
109-048 |
|
|
| 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% |
0-269 |
0.8% |
8% |
False |
False |
1,678,057 |
| 10 |
111-290 |
109-115 |
2-175 |
2.3% |
0-258 |
0.7% |
8% |
False |
False |
1,638,332 |
| 20 |
112-310 |
109-115 |
3-195 |
3.3% |
0-244 |
0.7% |
6% |
False |
False |
1,583,781 |
| 40 |
113-165 |
109-115 |
4-050 |
3.8% |
0-238 |
0.7% |
5% |
False |
False |
1,551,916 |
| 60 |
115-000 |
109-115 |
5-205 |
5.1% |
0-246 |
0.7% |
4% |
False |
False |
1,596,343 |
| 80 |
117-260 |
109-115 |
8-145 |
7.7% |
0-250 |
0.7% |
2% |
False |
False |
1,210,367 |
| 100 |
117-260 |
109-115 |
8-145 |
7.7% |
0-246 |
0.7% |
2% |
False |
False |
968,418 |
| 120 |
117-260 |
109-115 |
8-145 |
7.7% |
0-272 |
0.8% |
2% |
False |
False |
807,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-115 |
|
2.618 |
112-043 |
|
1.618 |
111-123 |
|
1.000 |
110-295 |
|
0.618 |
110-203 |
|
HIGH |
110-055 |
|
0.618 |
109-283 |
|
0.500 |
109-255 |
|
0.382 |
109-227 |
|
LOW |
109-135 |
|
0.618 |
108-307 |
|
1.000 |
108-215 |
|
1.618 |
108-067 |
|
2.618 |
107-147 |
|
4.250 |
106-075 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-255 |
109-268 |
| PP |
109-230 |
109-238 |
| S1 |
109-205 |
109-209 |
|