ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
110-130 |
110-150 |
0-020 |
0.1% |
109-145 |
| High |
110-205 |
110-305 |
0-100 |
0.3% |
110-305 |
| Low |
110-095 |
109-300 |
-0-115 |
-0.3% |
109-100 |
| Close |
110-180 |
110-050 |
-0-130 |
-0.4% |
110-050 |
| Range |
0-110 |
1-005 |
0-215 |
195.5% |
1-205 |
| ATR |
0-215 |
0-223 |
0-008 |
3.6% |
0-000 |
| Volume |
79,211 |
33,863 |
-45,348 |
-57.2% |
5,518,916 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-127 |
112-253 |
110-229 |
|
| R3 |
112-122 |
111-248 |
110-139 |
|
| R2 |
111-117 |
111-117 |
110-110 |
|
| R1 |
110-243 |
110-243 |
110-080 |
110-178 |
| PP |
110-112 |
110-112 |
110-112 |
110-079 |
| S1 |
109-238 |
109-238 |
110-020 |
109-172 |
| S2 |
109-107 |
109-107 |
109-310 |
|
| S3 |
108-102 |
108-233 |
109-281 |
|
| S4 |
107-097 |
107-228 |
109-191 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-020 |
114-080 |
111-019 |
|
| R3 |
113-135 |
112-195 |
110-194 |
|
| R2 |
111-250 |
111-250 |
110-146 |
|
| R1 |
110-310 |
110-310 |
110-098 |
111-120 |
| PP |
110-045 |
110-045 |
110-045 |
110-110 |
| S1 |
109-105 |
109-105 |
110-002 |
109-235 |
| S2 |
108-160 |
108-160 |
109-274 |
|
| S3 |
106-275 |
107-220 |
109-226 |
|
| S4 |
105-070 |
106-015 |
109-081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-305 |
109-100 |
1-205 |
1.5% |
0-213 |
0.6% |
51% |
True |
False |
1,103,783 |
| 10 |
110-305 |
108-280 |
2-025 |
1.9% |
0-208 |
0.6% |
62% |
True |
False |
1,815,508 |
| 20 |
111-290 |
108-280 |
3-010 |
2.8% |
0-213 |
0.6% |
42% |
False |
False |
1,672,314 |
| 40 |
113-080 |
108-280 |
4-120 |
4.0% |
0-226 |
0.6% |
29% |
False |
False |
1,601,146 |
| 60 |
114-000 |
108-280 |
5-040 |
4.7% |
0-234 |
0.7% |
25% |
False |
False |
1,597,677 |
| 80 |
117-115 |
108-280 |
8-155 |
7.7% |
0-238 |
0.7% |
15% |
False |
False |
1,473,457 |
| 100 |
117-260 |
108-280 |
8-300 |
8.1% |
0-241 |
0.7% |
14% |
False |
False |
1,179,838 |
| 120 |
117-260 |
108-280 |
8-300 |
8.1% |
0-262 |
0.7% |
14% |
False |
False |
983,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-086 |
|
2.618 |
113-196 |
|
1.618 |
112-191 |
|
1.000 |
111-310 |
|
0.618 |
111-186 |
|
HIGH |
110-305 |
|
0.618 |
110-181 |
|
0.500 |
110-142 |
|
0.382 |
110-104 |
|
LOW |
109-300 |
|
0.618 |
109-099 |
|
1.000 |
108-295 |
|
1.618 |
108-094 |
|
2.618 |
107-089 |
|
4.250 |
105-199 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-142 |
110-142 |
| PP |
110-112 |
110-112 |
| S1 |
110-081 |
110-081 |
|