ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-265 |
109-155 |
-0-110 |
-0.3% |
109-170 |
High |
109-270 |
109-170 |
-0-100 |
-0.3% |
109-270 |
Low |
109-105 |
109-020 |
-0-085 |
-0.2% |
108-305 |
Close |
109-115 |
109-055 |
-0-060 |
-0.2% |
109-055 |
Range |
0-165 |
0-150 |
-0-015 |
-9.1% |
0-285 |
ATR |
0-190 |
0-187 |
-0-003 |
-1.5% |
0-000 |
Volume |
1,182 |
87 |
-1,095 |
-92.6% |
3,513 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-212 |
110-123 |
109-138 |
|
R3 |
110-062 |
109-293 |
109-096 |
|
R2 |
109-232 |
109-232 |
109-082 |
|
R1 |
109-143 |
109-143 |
109-069 |
109-112 |
PP |
109-082 |
109-082 |
109-082 |
109-066 |
S1 |
108-313 |
108-313 |
109-041 |
108-282 |
S2 |
108-252 |
108-252 |
109-028 |
|
S3 |
108-102 |
108-163 |
109-014 |
|
S4 |
107-272 |
108-013 |
108-292 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-318 |
111-152 |
109-212 |
|
R3 |
111-033 |
110-187 |
109-133 |
|
R2 |
110-068 |
110-068 |
109-107 |
|
R1 |
109-222 |
109-222 |
109-081 |
109-162 |
PP |
109-103 |
109-103 |
109-103 |
109-074 |
S1 |
108-257 |
108-257 |
109-029 |
108-198 |
S2 |
108-138 |
108-138 |
109-003 |
|
S3 |
107-173 |
107-292 |
108-297 |
|
S4 |
106-208 |
107-007 |
108-218 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-270 |
108-305 |
0-285 |
0.8% |
0-142 |
0.4% |
25% |
False |
False |
702 |
10 |
110-305 |
108-305 |
2-000 |
1.8% |
0-167 |
0.5% |
11% |
False |
False |
7,202 |
20 |
110-305 |
108-280 |
2-025 |
1.9% |
0-178 |
0.5% |
14% |
False |
False |
972,243 |
40 |
112-175 |
108-280 |
3-215 |
3.4% |
0-208 |
0.6% |
8% |
False |
False |
1,282,465 |
60 |
113-165 |
108-280 |
4-205 |
4.3% |
0-218 |
0.6% |
6% |
False |
False |
1,364,297 |
80 |
115-000 |
108-280 |
6-040 |
5.6% |
0-229 |
0.7% |
5% |
False |
False |
1,455,006 |
100 |
117-260 |
108-280 |
8-300 |
8.2% |
0-236 |
0.7% |
3% |
False |
False |
1,180,149 |
120 |
117-260 |
108-280 |
8-300 |
8.2% |
0-233 |
0.7% |
3% |
False |
False |
983,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-168 |
2.618 |
110-243 |
1.618 |
110-093 |
1.000 |
110-000 |
0.618 |
109-263 |
HIGH |
109-170 |
0.618 |
109-113 |
0.500 |
109-095 |
0.382 |
109-077 |
LOW |
109-020 |
0.618 |
108-247 |
1.000 |
108-190 |
1.618 |
108-097 |
2.618 |
107-267 |
4.250 |
107-022 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-095 |
109-128 |
PP |
109-082 |
109-103 |
S1 |
109-068 |
109-079 |
|