ECBOT 10 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
108-300 |
109-115 |
0-135 |
0.4% |
109-170 |
High |
109-070 |
109-115 |
0-045 |
0.1% |
109-270 |
Low |
108-300 |
108-260 |
-0-040 |
-0.1% |
108-305 |
Close |
109-065 |
108-265 |
-0-120 |
-0.3% |
109-055 |
Range |
0-090 |
0-175 |
0-085 |
94.4% |
0-285 |
ATR |
0-180 |
0-180 |
0-000 |
-0.2% |
0-000 |
Volume |
314 |
171 |
-143 |
-45.5% |
3,513 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-205 |
110-090 |
109-041 |
|
R3 |
110-030 |
109-235 |
108-313 |
|
R2 |
109-175 |
109-175 |
108-297 |
|
R1 |
109-060 |
109-060 |
108-281 |
109-030 |
PP |
109-000 |
109-000 |
109-000 |
108-305 |
S1 |
108-205 |
108-205 |
108-249 |
108-175 |
S2 |
108-145 |
108-145 |
108-233 |
|
S3 |
107-290 |
108-030 |
108-217 |
|
S4 |
107-115 |
107-175 |
108-169 |
|
|
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 |
108-260 |
1-010 |
0.9% |
0-167 |
0.5% |
2% |
False |
True |
553 |
10 |
109-290 |
108-260 |
1-030 |
1.0% |
0-140 |
0.4% |
1% |
False |
True |
2,105 |
20 |
110-305 |
108-260 |
2-045 |
2.0% |
0-173 |
0.5% |
1% |
False |
True |
833,952 |
40 |
112-070 |
108-260 |
3-130 |
3.1% |
0-206 |
0.6% |
0% |
False |
True |
1,228,444 |
60 |
113-165 |
108-260 |
4-225 |
4.3% |
0-214 |
0.6% |
0% |
False |
True |
1,315,603 |
80 |
115-000 |
108-260 |
6-060 |
5.7% |
0-227 |
0.7% |
0% |
False |
True |
1,398,897 |
100 |
117-260 |
108-260 |
9-000 |
8.3% |
0-233 |
0.7% |
0% |
False |
True |
1,180,078 |
120 |
117-260 |
108-260 |
9-000 |
8.3% |
0-232 |
0.7% |
0% |
False |
True |
983,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-219 |
2.618 |
110-253 |
1.618 |
110-078 |
1.000 |
109-290 |
0.618 |
109-223 |
HIGH |
109-115 |
0.618 |
109-048 |
0.500 |
109-028 |
0.382 |
109-007 |
LOW |
108-260 |
0.618 |
108-152 |
1.000 |
108-085 |
1.618 |
107-297 |
2.618 |
107-122 |
4.250 |
106-156 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-028 |
109-055 |
PP |
109-000 |
109-018 |
S1 |
108-292 |
108-302 |
|