ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-055 |
109-265 |
0-210 |
0.6% |
110-020 |
High |
109-240 |
109-270 |
0-030 |
0.1% |
110-050 |
Low |
108-305 |
109-105 |
0-120 |
0.3% |
109-070 |
Close |
109-205 |
109-115 |
-0-090 |
-0.3% |
109-170 |
Range |
0-255 |
0-165 |
-0-090 |
-35.3% |
0-300 |
ATR |
0-192 |
0-190 |
-0-002 |
-1.0% |
0-000 |
Volume |
1,014 |
1,182 |
168 |
16.6% |
34,648 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-018 |
110-232 |
109-206 |
|
R3 |
110-173 |
110-067 |
109-160 |
|
R2 |
110-008 |
110-008 |
109-145 |
|
R1 |
109-222 |
109-222 |
109-130 |
109-192 |
PP |
109-163 |
109-163 |
109-163 |
109-149 |
S1 |
109-057 |
109-057 |
109-100 |
109-028 |
S2 |
108-318 |
108-318 |
109-085 |
|
S3 |
108-153 |
108-212 |
109-070 |
|
S4 |
107-308 |
108-047 |
109-024 |
|
|
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% |
0-138 |
0.4% |
43% |
False |
False |
879 |
10 |
110-305 |
108-305 |
2-000 |
1.8% |
0-163 |
0.5% |
20% |
False |
False |
15,114 |
20 |
110-305 |
108-280 |
2-025 |
1.9% |
0-180 |
0.5% |
23% |
False |
False |
1,059,295 |
40 |
112-310 |
108-280 |
4-030 |
3.7% |
0-212 |
0.6% |
12% |
False |
False |
1,321,538 |
60 |
113-165 |
108-280 |
4-205 |
4.2% |
0-218 |
0.6% |
10% |
False |
False |
1,387,709 |
80 |
115-000 |
108-280 |
6-040 |
5.6% |
0-230 |
0.7% |
8% |
False |
False |
1,462,081 |
100 |
117-260 |
108-280 |
8-300 |
8.2% |
0-236 |
0.7% |
5% |
False |
False |
1,180,153 |
120 |
117-260 |
108-280 |
8-300 |
8.2% |
0-235 |
0.7% |
5% |
False |
False |
983,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-011 |
2.618 |
111-062 |
1.618 |
110-217 |
1.000 |
110-115 |
0.618 |
110-052 |
HIGH |
109-270 |
0.618 |
109-207 |
0.500 |
109-188 |
0.382 |
109-168 |
LOW |
109-105 |
0.618 |
109-003 |
1.000 |
108-260 |
1.618 |
108-158 |
2.618 |
107-313 |
4.250 |
107-044 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-188 |
109-128 |
PP |
109-163 |
109-123 |
S1 |
109-139 |
109-119 |
|