ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-245 |
109-170 |
-0-075 |
-0.2% |
110-020 |
High |
109-290 |
109-170 |
-0-120 |
-0.3% |
110-050 |
Low |
109-160 |
109-090 |
-0-070 |
-0.2% |
109-070 |
Close |
109-170 |
109-130 |
-0-040 |
-0.1% |
109-170 |
Range |
0-130 |
0-080 |
-0-050 |
-38.5% |
0-300 |
ATR |
0-206 |
0-197 |
-0-009 |
-4.4% |
0-000 |
Volume |
969 |
668 |
-301 |
-31.1% |
34,648 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-050 |
110-010 |
109-174 |
|
R3 |
109-290 |
109-250 |
109-152 |
|
R2 |
109-210 |
109-210 |
109-145 |
|
R1 |
109-170 |
109-170 |
109-137 |
109-150 |
PP |
109-130 |
109-130 |
109-130 |
109-120 |
S1 |
109-090 |
109-090 |
109-123 |
109-070 |
S2 |
109-050 |
109-050 |
109-115 |
|
S3 |
108-290 |
109-010 |
109-108 |
|
S4 |
108-210 |
108-250 |
109-086 |
|
|
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 |
110-050 |
109-070 |
0-300 |
0.9% |
0-143 |
0.4% |
20% |
False |
False |
7,063 |
10 |
110-305 |
109-070 |
1-235 |
1.6% |
0-178 |
0.5% |
11% |
False |
False |
555,423 |
20 |
110-305 |
108-280 |
2-025 |
1.9% |
0-190 |
0.5% |
26% |
False |
False |
1,302,478 |
40 |
113-080 |
108-280 |
4-120 |
4.0% |
0-213 |
0.6% |
12% |
False |
False |
1,410,542 |
60 |
113-180 |
108-280 |
4-220 |
4.3% |
0-224 |
0.6% |
11% |
False |
False |
1,468,451 |
80 |
115-295 |
108-280 |
7-015 |
6.4% |
0-233 |
0.7% |
8% |
False |
False |
1,470,929 |
100 |
117-260 |
108-280 |
8-300 |
8.2% |
0-236 |
0.7% |
6% |
False |
False |
1,180,165 |
120 |
117-260 |
108-280 |
8-300 |
8.2% |
0-242 |
0.7% |
6% |
False |
False |
983,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-190 |
2.618 |
110-059 |
1.618 |
109-299 |
1.000 |
109-250 |
0.618 |
109-219 |
HIGH |
109-170 |
0.618 |
109-139 |
0.500 |
109-130 |
0.382 |
109-121 |
LOW |
109-090 |
0.618 |
109-041 |
1.000 |
109-010 |
1.618 |
108-281 |
2.618 |
108-201 |
4.250 |
108-070 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-130 |
109-185 |
PP |
109-130 |
109-167 |
S1 |
109-130 |
109-148 |
|