ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 08-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-115 |
109-245 |
0-130 |
0.4% |
110-020 |
High |
109-210 |
109-290 |
0-080 |
0.2% |
110-050 |
Low |
109-080 |
109-160 |
0-080 |
0.2% |
109-070 |
Close |
109-195 |
109-170 |
-0-025 |
-0.1% |
109-170 |
Range |
0-130 |
0-130 |
0-000 |
0.0% |
0-300 |
ATR |
0-212 |
0-206 |
-0-006 |
-2.8% |
0-000 |
Volume |
6,923 |
969 |
-5,954 |
-86.0% |
34,648 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-277 |
110-193 |
109-242 |
|
R3 |
110-147 |
110-063 |
109-206 |
|
R2 |
110-017 |
110-017 |
109-194 |
|
R1 |
109-253 |
109-253 |
109-182 |
109-230 |
PP |
109-207 |
109-207 |
109-207 |
109-195 |
S1 |
109-123 |
109-123 |
109-158 |
109-100 |
S2 |
109-077 |
109-077 |
109-146 |
|
S3 |
108-267 |
108-313 |
109-134 |
|
S4 |
108-137 |
108-183 |
109-098 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-143 |
111-297 |
110-015 |
|
R3 |
111-163 |
110-317 |
109-252 |
|
R2 |
110-183 |
110-183 |
109-225 |
|
R1 |
110-017 |
110-017 |
109-198 |
109-270 |
PP |
109-203 |
109-203 |
109-203 |
109-170 |
S1 |
109-037 |
109-037 |
109-142 |
108-290 |
S2 |
108-223 |
108-223 |
109-115 |
|
S3 |
107-243 |
108-057 |
109-088 |
|
S4 |
106-263 |
107-077 |
109-005 |
|
|
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% |
0-192 |
0.5% |
18% |
False |
False |
13,702 |
10 |
110-305 |
109-035 |
1-270 |
1.7% |
0-190 |
0.5% |
23% |
False |
False |
938,903 |
20 |
110-305 |
108-280 |
2-025 |
1.9% |
0-198 |
0.6% |
32% |
False |
False |
1,380,769 |
40 |
113-080 |
108-280 |
4-120 |
4.0% |
0-216 |
0.6% |
15% |
False |
False |
1,442,880 |
60 |
113-180 |
108-280 |
4-220 |
4.3% |
0-227 |
0.6% |
14% |
False |
False |
1,498,077 |
80 |
116-135 |
108-280 |
7-175 |
6.9% |
0-235 |
0.7% |
9% |
False |
False |
1,472,047 |
100 |
117-260 |
108-280 |
8-300 |
8.2% |
0-237 |
0.7% |
7% |
False |
False |
1,180,166 |
120 |
117-260 |
108-280 |
8-300 |
8.2% |
0-244 |
0.7% |
7% |
False |
False |
983,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-202 |
2.618 |
110-310 |
1.618 |
110-180 |
1.000 |
110-100 |
0.618 |
110-050 |
HIGH |
109-290 |
0.618 |
109-240 |
0.500 |
109-225 |
0.382 |
109-210 |
LOW |
109-160 |
0.618 |
109-080 |
1.000 |
109-030 |
1.618 |
108-270 |
2.618 |
108-140 |
4.250 |
107-248 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-225 |
109-180 |
PP |
109-207 |
109-177 |
S1 |
109-188 |
109-173 |
|