ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
109-265 |
109-175 |
-0-090 |
-0.3% |
111-085 |
| High |
110-055 |
109-205 |
-0-170 |
-0.5% |
111-290 |
| Low |
109-135 |
109-035 |
-0-100 |
-0.3% |
110-040 |
| Close |
109-180 |
109-090 |
-0-090 |
-0.3% |
110-060 |
| Range |
0-240 |
0-170 |
-0-070 |
-29.2% |
1-250 |
| ATR |
0-246 |
0-240 |
-0-005 |
-2.2% |
0-000 |
| Volume |
1,768,369 |
1,741,118 |
-27,251 |
-1.5% |
7,432,038 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-300 |
110-205 |
109-184 |
|
| R3 |
110-130 |
110-035 |
109-137 |
|
| R2 |
109-280 |
109-280 |
109-121 |
|
| R1 |
109-185 |
109-185 |
109-106 |
109-148 |
| PP |
109-110 |
109-110 |
109-110 |
109-091 |
| S1 |
109-015 |
109-015 |
109-074 |
108-298 |
| S2 |
108-260 |
108-260 |
109-059 |
|
| S3 |
108-090 |
108-165 |
109-043 |
|
| S4 |
107-240 |
107-315 |
108-316 |
|
|
| 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 |
110-290 |
109-035 |
1-255 |
1.6% |
0-222 |
0.6% |
10% |
False |
True |
1,634,804 |
| 10 |
111-290 |
109-035 |
2-255 |
2.6% |
0-254 |
0.7% |
6% |
False |
True |
1,617,882 |
| 20 |
112-175 |
109-035 |
3-140 |
3.1% |
0-236 |
0.7% |
5% |
False |
True |
1,592,686 |
| 40 |
113-165 |
109-035 |
4-130 |
4.0% |
0-238 |
0.7% |
4% |
False |
True |
1,560,325 |
| 60 |
115-000 |
109-035 |
5-285 |
5.4% |
0-246 |
0.7% |
3% |
False |
True |
1,615,926 |
| 80 |
117-260 |
109-035 |
8-225 |
8.0% |
0-250 |
0.7% |
2% |
False |
True |
1,232,126 |
| 100 |
117-260 |
109-035 |
8-225 |
8.0% |
0-244 |
0.7% |
2% |
False |
True |
985,829 |
| 120 |
117-260 |
109-035 |
8-225 |
8.0% |
0-272 |
0.8% |
2% |
False |
True |
821,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-288 |
|
2.618 |
111-010 |
|
1.618 |
110-160 |
|
1.000 |
110-055 |
|
0.618 |
109-310 |
|
HIGH |
109-205 |
|
0.618 |
109-140 |
|
0.500 |
109-120 |
|
0.382 |
109-100 |
|
LOW |
109-035 |
|
0.618 |
108-250 |
|
1.000 |
108-185 |
|
1.618 |
108-080 |
|
2.618 |
107-230 |
|
4.250 |
106-272 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-120 |
109-212 |
| PP |
109-110 |
109-172 |
| S1 |
109-100 |
109-131 |
|