ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-105 |
109-055 |
-0-050 |
-0.1% |
110-020 |
High |
109-165 |
109-240 |
0-075 |
0.2% |
110-050 |
Low |
109-105 |
108-305 |
-0-120 |
-0.3% |
109-070 |
Close |
109-165 |
109-205 |
0-040 |
0.1% |
109-170 |
Range |
0-060 |
0-255 |
0-195 |
325.0% |
0-300 |
ATR |
0-187 |
0-192 |
0-005 |
2.6% |
0-000 |
Volume |
562 |
1,014 |
452 |
80.4% |
34,648 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-268 |
111-172 |
110-025 |
|
R3 |
111-013 |
110-237 |
109-275 |
|
R2 |
110-078 |
110-078 |
109-252 |
|
R1 |
109-302 |
109-302 |
109-228 |
110-030 |
PP |
109-143 |
109-143 |
109-143 |
109-168 |
S1 |
109-047 |
109-047 |
109-182 |
109-095 |
S2 |
108-208 |
108-208 |
109-158 |
|
S3 |
107-273 |
108-112 |
109-135 |
|
S4 |
107-018 |
107-177 |
109-065 |
|
|
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 |
108-305 |
0-305 |
0.9% |
0-131 |
0.4% |
72% |
False |
True |
2,027 |
10 |
110-305 |
108-305 |
2-000 |
1.8% |
0-164 |
0.5% |
34% |
False |
True |
60,941 |
20 |
110-305 |
108-280 |
2-025 |
1.9% |
0-183 |
0.5% |
37% |
False |
False |
1,147,654 |
40 |
113-065 |
108-280 |
4-105 |
3.9% |
0-212 |
0.6% |
18% |
False |
False |
1,355,237 |
60 |
113-170 |
108-280 |
4-210 |
4.2% |
0-220 |
0.6% |
16% |
False |
False |
1,413,215 |
80 |
115-000 |
108-280 |
6-040 |
5.6% |
0-231 |
0.7% |
13% |
False |
False |
1,465,861 |
100 |
117-260 |
108-280 |
8-300 |
8.2% |
0-236 |
0.7% |
9% |
False |
False |
1,180,151 |
120 |
117-260 |
108-280 |
8-300 |
8.2% |
0-237 |
0.7% |
9% |
False |
False |
983,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-044 |
2.618 |
111-268 |
1.618 |
111-013 |
1.000 |
110-175 |
0.618 |
110-078 |
HIGH |
109-240 |
0.618 |
109-143 |
0.500 |
109-112 |
0.382 |
109-082 |
LOW |
108-305 |
0.618 |
108-147 |
1.000 |
108-050 |
1.618 |
107-212 |
2.618 |
106-277 |
4.250 |
105-181 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-174 |
109-174 |
PP |
109-143 |
109-143 |
S1 |
109-112 |
109-112 |
|