ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 05-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
112-225 |
112-180 |
-0-045 |
-0.1% |
113-215 |
High |
113-045 |
112-225 |
-0-140 |
-0.4% |
114-030 |
Low |
112-165 |
112-000 |
-0-165 |
-0.5% |
112-150 |
Close |
112-190 |
112-005 |
-0-185 |
-0.5% |
112-280 |
Range |
0-200 |
0-225 |
0-025 |
12.5% |
1-200 |
ATR |
0-191 |
0-194 |
0-002 |
1.3% |
0-000 |
Volume |
28 |
35 |
7 |
25.0% |
690 |
|
Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-112 |
113-283 |
112-129 |
|
R3 |
113-207 |
113-058 |
112-067 |
|
R2 |
112-302 |
112-302 |
112-046 |
|
R1 |
112-153 |
112-153 |
112-026 |
112-115 |
PP |
112-077 |
112-077 |
112-077 |
112-058 |
S1 |
111-248 |
111-248 |
111-304 |
111-210 |
S2 |
111-172 |
111-172 |
111-284 |
|
S3 |
110-267 |
111-023 |
111-263 |
|
S4 |
110-042 |
110-118 |
111-201 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-007 |
117-023 |
113-246 |
|
R3 |
116-127 |
115-143 |
113-103 |
|
R2 |
114-247 |
114-247 |
113-055 |
|
R1 |
113-263 |
113-263 |
113-008 |
113-155 |
PP |
113-047 |
113-047 |
113-047 |
112-312 |
S1 |
112-063 |
112-063 |
112-232 |
111-275 |
S2 |
111-167 |
111-167 |
112-185 |
|
S3 |
109-287 |
110-183 |
112-137 |
|
S4 |
108-087 |
108-303 |
111-314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-290 |
112-000 |
1-290 |
1.7% |
0-201 |
0.6% |
1% |
False |
True |
139 |
10 |
114-030 |
112-000 |
2-030 |
1.9% |
0-190 |
0.5% |
1% |
False |
True |
80 |
20 |
114-155 |
112-000 |
2-155 |
2.2% |
0-194 |
0.5% |
1% |
False |
True |
58 |
40 |
117-145 |
112-000 |
5-145 |
4.9% |
0-108 |
0.3% |
0% |
False |
True |
29 |
60 |
117-265 |
112-000 |
5-265 |
5.2% |
0-072 |
0.2% |
0% |
False |
True |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-221 |
2.618 |
114-174 |
1.618 |
113-269 |
1.000 |
113-130 |
0.618 |
113-044 |
HIGH |
112-225 |
0.618 |
112-139 |
0.500 |
112-112 |
0.382 |
112-086 |
LOW |
112-000 |
0.618 |
111-181 |
1.000 |
111-095 |
1.618 |
110-276 |
2.618 |
110-051 |
4.250 |
109-004 |
|
|
Fisher Pivots for day following 05-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
112-112 |
112-182 |
PP |
112-077 |
112-123 |
S1 |
112-041 |
112-064 |
|