ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-170 |
109-105 |
-0-065 |
-0.2% |
110-020 |
High |
109-170 |
109-165 |
-0-005 |
0.0% |
110-050 |
Low |
109-090 |
109-105 |
0-015 |
0.0% |
109-070 |
Close |
109-130 |
109-165 |
0-035 |
0.1% |
109-170 |
Range |
0-080 |
0-060 |
-0-020 |
-25.0% |
0-300 |
ATR |
0-197 |
0-187 |
-0-010 |
-5.0% |
0-000 |
Volume |
668 |
562 |
-106 |
-15.9% |
34,648 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-005 |
109-305 |
109-198 |
|
R3 |
109-265 |
109-245 |
109-182 |
|
R2 |
109-205 |
109-205 |
109-176 |
|
R1 |
109-185 |
109-185 |
109-170 |
109-195 |
PP |
109-145 |
109-145 |
109-145 |
109-150 |
S1 |
109-125 |
109-125 |
109-160 |
109-135 |
S2 |
109-085 |
109-085 |
109-154 |
|
S3 |
109-025 |
109-065 |
109-148 |
|
S4 |
108-285 |
109-005 |
109-132 |
|
|
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 |
109-290 |
109-070 |
0-220 |
0.6% |
0-114 |
0.3% |
43% |
False |
False |
3,657 |
10 |
110-305 |
109-070 |
1-235 |
1.6% |
0-170 |
0.5% |
17% |
False |
False |
241,934 |
20 |
110-305 |
108-280 |
2-025 |
1.9% |
0-184 |
0.5% |
31% |
False |
False |
1,237,049 |
40 |
113-080 |
108-280 |
4-120 |
4.0% |
0-210 |
0.6% |
15% |
False |
False |
1,387,803 |
60 |
113-170 |
108-280 |
4-210 |
4.3% |
0-220 |
0.6% |
14% |
False |
False |
1,438,446 |
80 |
115-190 |
108-280 |
6-230 |
6.1% |
0-231 |
0.7% |
10% |
False |
False |
1,469,100 |
100 |
117-260 |
108-280 |
8-300 |
8.2% |
0-235 |
0.7% |
7% |
False |
False |
1,180,164 |
120 |
117-260 |
108-280 |
8-300 |
8.2% |
0-238 |
0.7% |
7% |
False |
False |
983,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-100 |
2.618 |
110-002 |
1.618 |
109-262 |
1.000 |
109-225 |
0.618 |
109-202 |
HIGH |
109-165 |
0.618 |
109-142 |
0.500 |
109-135 |
0.382 |
109-128 |
LOW |
109-105 |
0.618 |
109-068 |
1.000 |
109-045 |
1.618 |
109-008 |
2.618 |
108-268 |
4.250 |
108-170 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-155 |
109-190 |
PP |
109-145 |
109-182 |
S1 |
109-135 |
109-173 |
|