ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 18-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
109-175 |
109-155 |
-0-020 |
-0.1% |
110-055 |
High |
109-205 |
109-285 |
0-080 |
0.2% |
110-100 |
Low |
109-035 |
109-140 |
0-105 |
0.3% |
109-035 |
Close |
109-090 |
109-205 |
0-115 |
0.3% |
109-205 |
Range |
0-170 |
0-145 |
-0-025 |
-14.7% |
1-065 |
ATR |
0-240 |
0-237 |
-0-003 |
-1.3% |
0-000 |
Volume |
1,741,118 |
1,251,625 |
-489,493 |
-28.1% |
7,859,160 |
|
Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-005 |
110-250 |
109-285 |
|
R3 |
110-180 |
110-105 |
109-245 |
|
R2 |
110-035 |
110-035 |
109-232 |
|
R1 |
109-280 |
109-280 |
109-218 |
109-318 |
PP |
109-210 |
109-210 |
109-210 |
109-229 |
S1 |
109-135 |
109-135 |
109-192 |
109-172 |
S2 |
109-065 |
109-065 |
109-178 |
|
S3 |
108-240 |
108-310 |
109-165 |
|
S4 |
108-095 |
108-165 |
109-125 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-095 |
112-215 |
110-097 |
|
R3 |
112-030 |
111-150 |
109-311 |
|
R2 |
110-285 |
110-285 |
109-276 |
|
R1 |
110-085 |
110-085 |
109-240 |
109-312 |
PP |
109-220 |
109-220 |
109-220 |
109-174 |
S1 |
109-020 |
109-020 |
109-170 |
108-248 |
S2 |
108-155 |
108-155 |
109-134 |
|
S3 |
107-090 |
107-275 |
109-099 |
|
S4 |
106-025 |
106-210 |
108-313 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-100 |
109-035 |
1-065 |
1.1% |
0-201 |
0.6% |
44% |
False |
False |
1,571,832 |
10 |
111-290 |
109-035 |
2-255 |
2.6% |
0-218 |
0.6% |
19% |
False |
False |
1,529,119 |
20 |
112-175 |
109-035 |
3-140 |
3.1% |
0-238 |
0.7% |
15% |
False |
False |
1,604,647 |
40 |
113-165 |
109-035 |
4-130 |
4.0% |
0-235 |
0.7% |
12% |
False |
False |
1,556,476 |
60 |
115-000 |
109-035 |
5-285 |
5.4% |
0-245 |
0.7% |
9% |
False |
False |
1,613,146 |
80 |
117-260 |
109-035 |
8-225 |
7.9% |
0-247 |
0.7% |
6% |
False |
False |
1,247,731 |
100 |
117-260 |
109-035 |
8-225 |
7.9% |
0-243 |
0.7% |
6% |
False |
False |
998,345 |
120 |
117-260 |
109-035 |
8-225 |
7.9% |
0-272 |
0.8% |
6% |
False |
False |
831,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-261 |
2.618 |
111-025 |
1.618 |
110-200 |
1.000 |
110-110 |
0.618 |
110-055 |
HIGH |
109-285 |
0.618 |
109-230 |
0.500 |
109-212 |
0.382 |
109-195 |
LOW |
109-140 |
0.618 |
109-050 |
1.000 |
108-315 |
1.618 |
108-225 |
2.618 |
108-080 |
4.250 |
107-164 |
|
|
Fisher Pivots for day following 18-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
109-212 |
109-205 |
PP |
109-210 |
109-205 |
S1 |
109-208 |
109-205 |
|