ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
112-180 |
112-010 |
-0-170 |
-0.5% |
113-215 |
| High |
112-225 |
112-015 |
-0-210 |
-0.6% |
114-030 |
| Low |
112-000 |
110-270 |
-1-050 |
-1.0% |
112-150 |
| Close |
112-005 |
111-070 |
-0-255 |
-0.7% |
112-280 |
| Range |
0-225 |
1-065 |
0-160 |
71.1% |
1-200 |
| ATR |
0-194 |
0-207 |
0-014 |
7.0% |
0-000 |
| Volume |
35 |
264 |
229 |
654.3% |
690 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-313 |
114-097 |
111-282 |
|
| R3 |
113-248 |
113-032 |
111-176 |
|
| R2 |
112-183 |
112-183 |
111-141 |
|
| R1 |
111-287 |
111-287 |
111-105 |
111-202 |
| PP |
111-118 |
111-118 |
111-118 |
111-076 |
| S1 |
110-222 |
110-222 |
111-035 |
110-138 |
| S2 |
110-053 |
110-053 |
110-319 |
|
| S3 |
108-308 |
109-157 |
110-284 |
|
| S4 |
107-243 |
108-092 |
110-178 |
|
|
| 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 |
113-185 |
110-270 |
2-235 |
2.5% |
0-250 |
0.7% |
14% |
False |
True |
96 |
| 10 |
114-030 |
110-270 |
3-080 |
2.9% |
0-212 |
0.6% |
12% |
False |
True |
103 |
| 20 |
114-155 |
110-270 |
3-205 |
3.3% |
0-213 |
0.6% |
10% |
False |
True |
71 |
| 40 |
117-145 |
110-270 |
6-195 |
5.9% |
0-118 |
0.3% |
6% |
False |
True |
35 |
| 60 |
117-265 |
110-270 |
6-315 |
6.3% |
0-078 |
0.2% |
5% |
False |
True |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-051 |
|
2.618 |
115-063 |
|
1.618 |
113-318 |
|
1.000 |
113-080 |
|
0.618 |
112-253 |
|
HIGH |
112-015 |
|
0.618 |
111-188 |
|
0.500 |
111-142 |
|
0.382 |
111-097 |
|
LOW |
110-270 |
|
0.618 |
110-032 |
|
1.000 |
109-205 |
|
1.618 |
108-287 |
|
2.618 |
107-222 |
|
4.250 |
105-234 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-142 |
111-318 |
| PP |
111-118 |
111-235 |
| S1 |
111-094 |
111-152 |
|