ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-155 |
108-300 |
-0-175 |
-0.5% |
109-170 |
High |
109-170 |
109-070 |
-0-100 |
-0.3% |
109-270 |
Low |
109-020 |
108-300 |
-0-040 |
-0.1% |
108-305 |
Close |
109-055 |
109-065 |
0-010 |
0.0% |
109-055 |
Range |
0-150 |
0-090 |
-0-060 |
-40.0% |
0-285 |
ATR |
0-187 |
0-180 |
-0-007 |
-3.7% |
0-000 |
Volume |
87 |
314 |
227 |
260.9% |
3,513 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-308 |
109-277 |
109-114 |
|
R3 |
109-218 |
109-187 |
109-090 |
|
R2 |
109-128 |
109-128 |
109-082 |
|
R1 |
109-097 |
109-097 |
109-073 |
109-112 |
PP |
109-038 |
109-038 |
109-038 |
109-046 |
S1 |
109-007 |
109-007 |
109-057 |
109-022 |
S2 |
108-268 |
108-268 |
109-048 |
|
S3 |
108-178 |
108-237 |
109-040 |
|
S4 |
108-088 |
108-147 |
109-016 |
|
|
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 |
108-300 |
0-290 |
0.8% |
0-144 |
0.4% |
29% |
False |
True |
631 |
10 |
110-050 |
108-300 |
1-070 |
1.1% |
0-144 |
0.4% |
22% |
False |
True |
3,847 |
20 |
110-305 |
108-280 |
2-025 |
1.9% |
0-176 |
0.5% |
16% |
False |
False |
909,678 |
40 |
112-175 |
108-280 |
3-215 |
3.4% |
0-207 |
0.6% |
9% |
False |
False |
1,257,162 |
60 |
113-165 |
108-280 |
4-205 |
4.2% |
0-215 |
0.6% |
7% |
False |
False |
1,340,877 |
80 |
115-000 |
108-280 |
6-040 |
5.6% |
0-228 |
0.7% |
5% |
False |
False |
1,437,279 |
100 |
117-260 |
108-280 |
8-300 |
8.2% |
0-233 |
0.7% |
4% |
False |
False |
1,180,120 |
120 |
117-260 |
108-280 |
8-300 |
8.2% |
0-232 |
0.7% |
4% |
False |
False |
983,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-132 |
2.618 |
109-306 |
1.618 |
109-216 |
1.000 |
109-160 |
0.618 |
109-126 |
HIGH |
109-070 |
0.618 |
109-036 |
0.500 |
109-025 |
0.382 |
109-014 |
LOW |
108-300 |
0.618 |
108-244 |
1.000 |
108-210 |
1.618 |
108-154 |
2.618 |
108-064 |
4.250 |
107-238 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-052 |
109-125 |
PP |
109-038 |
109-105 |
S1 |
109-025 |
109-085 |
|