ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
110-020 |
109-215 |
-0-125 |
-0.4% |
109-145 |
High |
110-050 |
109-240 |
-0-130 |
-0.4% |
110-305 |
Low |
109-165 |
109-070 |
-0-095 |
-0.3% |
109-100 |
Close |
109-175 |
109-090 |
-0-085 |
-0.2% |
110-050 |
Range |
0-205 |
0-170 |
-0-035 |
-17.1% |
1-205 |
ATR |
0-222 |
0-218 |
-0-004 |
-1.7% |
0-000 |
Volume |
17,589 |
9,167 |
-8,422 |
-47.9% |
5,518,916 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-003 |
110-217 |
109-184 |
|
R3 |
110-153 |
110-047 |
109-137 |
|
R2 |
109-303 |
109-303 |
109-121 |
|
R1 |
109-197 |
109-197 |
109-106 |
109-165 |
PP |
109-133 |
109-133 |
109-133 |
109-118 |
S1 |
109-027 |
109-027 |
109-074 |
108-315 |
S2 |
108-283 |
108-283 |
109-059 |
|
S3 |
108-113 |
108-177 |
109-043 |
|
S4 |
107-263 |
108-007 |
108-316 |
|
|
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 |
109-070 |
1-235 |
1.6% |
0-197 |
0.6% |
4% |
False |
True |
119,855 |
10 |
110-305 |
109-005 |
1-300 |
1.8% |
0-210 |
0.6% |
14% |
False |
False |
1,527,065 |
20 |
111-290 |
108-280 |
3-010 |
2.8% |
0-212 |
0.6% |
13% |
False |
False |
1,536,454 |
40 |
113-080 |
108-280 |
4-120 |
4.0% |
0-225 |
0.6% |
9% |
False |
False |
1,538,993 |
60 |
114-000 |
108-280 |
5-040 |
4.7% |
0-233 |
0.7% |
8% |
False |
False |
1,552,859 |
80 |
117-020 |
108-280 |
8-060 |
7.5% |
0-237 |
0.7% |
5% |
False |
False |
1,472,897 |
100 |
117-260 |
108-280 |
8-300 |
8.2% |
0-240 |
0.7% |
5% |
False |
False |
1,180,097 |
120 |
117-260 |
108-280 |
8-300 |
8.2% |
0-253 |
0.7% |
5% |
False |
False |
983,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-002 |
2.618 |
111-045 |
1.618 |
110-195 |
1.000 |
110-090 |
0.618 |
110-025 |
HIGH |
109-240 |
0.618 |
109-175 |
0.500 |
109-155 |
0.382 |
109-135 |
LOW |
109-070 |
0.618 |
108-285 |
1.000 |
108-220 |
1.618 |
108-115 |
2.618 |
107-265 |
4.250 |
106-308 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-155 |
110-028 |
PP |
109-133 |
109-262 |
S1 |
109-112 |
109-176 |
|