ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 07-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-215 |
109-115 |
-0-100 |
-0.3% |
109-145 |
High |
109-240 |
109-210 |
-0-030 |
-0.1% |
110-305 |
Low |
109-070 |
109-080 |
0-010 |
0.0% |
109-100 |
Close |
109-090 |
109-195 |
0-105 |
0.3% |
110-050 |
Range |
0-170 |
0-130 |
-0-040 |
-23.5% |
1-205 |
ATR |
0-218 |
0-212 |
-0-006 |
-2.9% |
0-000 |
Volume |
9,167 |
6,923 |
-2,244 |
-24.5% |
5,518,916 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-232 |
110-183 |
109-266 |
|
R3 |
110-102 |
110-053 |
109-231 |
|
R2 |
109-292 |
109-292 |
109-219 |
|
R1 |
109-243 |
109-243 |
109-207 |
109-268 |
PP |
109-162 |
109-162 |
109-162 |
109-174 |
S1 |
109-113 |
109-113 |
109-183 |
109-138 |
S2 |
109-032 |
109-032 |
109-171 |
|
S3 |
108-222 |
108-303 |
109-159 |
|
S4 |
108-092 |
108-173 |
109-124 |
|
|
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% |
0-188 |
0.5% |
23% |
False |
False |
29,350 |
10 |
110-305 |
109-035 |
1-270 |
1.7% |
0-192 |
0.5% |
27% |
False |
False |
1,266,850 |
20 |
111-290 |
108-280 |
3-010 |
2.8% |
0-212 |
0.6% |
24% |
False |
False |
1,478,589 |
40 |
113-080 |
108-280 |
4-120 |
4.0% |
0-220 |
0.6% |
17% |
False |
False |
1,488,047 |
60 |
114-000 |
108-280 |
5-040 |
4.7% |
0-232 |
0.7% |
14% |
False |
False |
1,530,984 |
80 |
116-135 |
108-280 |
7-175 |
6.9% |
0-235 |
0.7% |
10% |
False |
False |
1,472,487 |
100 |
117-260 |
108-280 |
8-300 |
8.2% |
0-238 |
0.7% |
8% |
False |
False |
1,180,159 |
120 |
117-260 |
108-280 |
8-300 |
8.2% |
0-249 |
0.7% |
8% |
False |
False |
983,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-122 |
2.618 |
110-230 |
1.618 |
110-100 |
1.000 |
110-020 |
0.618 |
109-290 |
HIGH |
109-210 |
0.618 |
109-160 |
0.500 |
109-145 |
0.382 |
109-130 |
LOW |
109-080 |
0.618 |
109-000 |
1.000 |
108-270 |
1.618 |
108-190 |
2.618 |
108-060 |
4.250 |
107-168 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-178 |
109-220 |
PP |
109-162 |
109-212 |
S1 |
109-145 |
109-203 |
|