ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
110-110 |
110-130 |
0-020 |
0.1% |
109-205 |
| High |
110-195 |
110-205 |
0-010 |
0.0% |
109-315 |
| Low |
110-020 |
110-095 |
0-075 |
0.2% |
108-280 |
| Close |
110-115 |
110-180 |
0-065 |
0.2% |
109-140 |
| Range |
0-175 |
0-110 |
-0-065 |
-37.1% |
1-035 |
| ATR |
0-223 |
0-215 |
-0-008 |
-3.6% |
0-000 |
| Volume |
459,448 |
79,211 |
-380,237 |
-82.8% |
12,636,170 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-170 |
111-125 |
110-240 |
|
| R3 |
111-060 |
111-015 |
110-210 |
|
| R2 |
110-270 |
110-270 |
110-200 |
|
| R1 |
110-225 |
110-225 |
110-190 |
110-248 |
| PP |
110-160 |
110-160 |
110-160 |
110-171 |
| S1 |
110-115 |
110-115 |
110-170 |
110-138 |
| S2 |
110-050 |
110-050 |
110-160 |
|
| S3 |
109-260 |
110-005 |
110-150 |
|
| S4 |
109-150 |
109-215 |
110-120 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-243 |
112-067 |
110-015 |
|
| R3 |
111-208 |
111-032 |
109-238 |
|
| R2 |
110-173 |
110-173 |
109-205 |
|
| R1 |
109-317 |
109-317 |
109-173 |
109-228 |
| PP |
109-138 |
109-138 |
109-138 |
109-094 |
| S1 |
108-282 |
108-282 |
109-107 |
108-192 |
| S2 |
108-103 |
108-103 |
109-075 |
|
| S3 |
107-068 |
107-247 |
109-042 |
|
| S4 |
106-033 |
106-212 |
108-265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-205 |
109-035 |
1-170 |
1.4% |
0-187 |
0.5% |
95% |
True |
False |
1,864,103 |
| 10 |
110-205 |
108-280 |
1-245 |
1.6% |
0-190 |
0.5% |
96% |
True |
False |
1,937,284 |
| 20 |
111-290 |
108-280 |
3-010 |
2.7% |
0-222 |
0.6% |
56% |
False |
False |
1,777,583 |
| 40 |
113-080 |
108-280 |
4-120 |
4.0% |
0-223 |
0.6% |
39% |
False |
False |
1,643,202 |
| 60 |
114-025 |
108-280 |
5-065 |
4.7% |
0-234 |
0.7% |
32% |
False |
False |
1,624,078 |
| 80 |
117-115 |
108-280 |
8-155 |
7.7% |
0-236 |
0.7% |
20% |
False |
False |
1,473,153 |
| 100 |
117-260 |
108-280 |
8-300 |
8.1% |
0-239 |
0.7% |
19% |
False |
False |
1,179,509 |
| 120 |
117-260 |
108-280 |
8-300 |
8.1% |
0-264 |
0.7% |
19% |
False |
False |
982,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-032 |
|
2.618 |
111-173 |
|
1.618 |
111-063 |
|
1.000 |
110-315 |
|
0.618 |
110-273 |
|
HIGH |
110-205 |
|
0.618 |
110-163 |
|
0.500 |
110-150 |
|
0.382 |
110-137 |
|
LOW |
110-095 |
|
0.618 |
110-027 |
|
1.000 |
109-305 |
|
1.618 |
109-237 |
|
2.618 |
109-127 |
|
4.250 |
108-268 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-170 |
110-124 |
| PP |
110-160 |
110-068 |
| S1 |
110-150 |
110-012 |
|