ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 05-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
110-150 |
110-020 |
-0-130 |
-0.4% |
109-145 |
High |
110-305 |
110-050 |
-0-255 |
-0.7% |
110-305 |
Low |
109-300 |
109-165 |
-0-135 |
-0.4% |
109-100 |
Close |
110-050 |
109-175 |
-0-195 |
-0.6% |
110-050 |
Range |
1-005 |
0-205 |
-0-120 |
-36.9% |
1-205 |
ATR |
0-223 |
0-222 |
-0-001 |
-0.6% |
0-000 |
Volume |
33,863 |
17,589 |
-16,274 |
-48.1% |
5,518,916 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-212 |
111-078 |
109-288 |
|
R3 |
111-007 |
110-193 |
109-231 |
|
R2 |
110-122 |
110-122 |
109-213 |
|
R1 |
109-308 |
109-308 |
109-194 |
109-272 |
PP |
109-237 |
109-237 |
109-237 |
109-219 |
S1 |
109-103 |
109-103 |
109-156 |
109-068 |
S2 |
109-032 |
109-032 |
109-137 |
|
S3 |
108-147 |
108-218 |
109-119 |
|
S4 |
107-262 |
108-013 |
109-062 |
|
|
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 |
109-140 |
1-165 |
1.4% |
0-227 |
0.6% |
7% |
False |
False |
480,211 |
10 |
110-305 |
108-280 |
2-025 |
1.9% |
0-206 |
0.6% |
32% |
False |
False |
1,665,799 |
20 |
111-290 |
108-280 |
3-010 |
2.8% |
0-214 |
0.6% |
22% |
False |
False |
1,609,681 |
40 |
113-080 |
108-280 |
4-120 |
4.0% |
0-224 |
0.6% |
15% |
False |
False |
1,569,266 |
60 |
114-000 |
108-280 |
5-040 |
4.7% |
0-233 |
0.7% |
13% |
False |
False |
1,572,028 |
80 |
117-115 |
108-280 |
8-155 |
7.7% |
0-238 |
0.7% |
8% |
False |
False |
1,473,284 |
100 |
117-260 |
108-280 |
8-300 |
8.2% |
0-240 |
0.7% |
8% |
False |
False |
1,180,008 |
120 |
117-260 |
108-280 |
8-300 |
8.2% |
0-257 |
0.7% |
8% |
False |
False |
983,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-281 |
2.618 |
111-267 |
1.618 |
111-062 |
1.000 |
110-255 |
0.618 |
110-177 |
HIGH |
110-050 |
0.618 |
109-292 |
0.500 |
109-268 |
0.382 |
109-243 |
LOW |
109-165 |
0.618 |
109-038 |
1.000 |
108-280 |
1.618 |
108-153 |
2.618 |
107-268 |
4.250 |
106-254 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-268 |
110-075 |
PP |
109-237 |
110-002 |
S1 |
109-206 |
109-248 |
|