ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 07-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
112-010 |
111-080 |
-0-250 |
-0.7% |
112-225 |
High |
112-015 |
111-170 |
-0-165 |
-0.5% |
113-045 |
Low |
110-270 |
110-290 |
0-020 |
0.1% |
110-270 |
Close |
111-070 |
111-090 |
0-020 |
0.1% |
111-090 |
Range |
1-065 |
0-200 |
-0-185 |
-48.1% |
2-095 |
ATR |
0-207 |
0-207 |
-0-001 |
-0.3% |
0-000 |
Volume |
264 |
1,137 |
873 |
330.7% |
1,464 |
|
Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-037 |
112-263 |
111-200 |
|
R3 |
112-157 |
112-063 |
111-145 |
|
R2 |
111-277 |
111-277 |
111-127 |
|
R1 |
111-183 |
111-183 |
111-108 |
111-230 |
PP |
111-077 |
111-077 |
111-077 |
111-100 |
S1 |
110-303 |
110-303 |
111-072 |
111-030 |
S2 |
110-197 |
110-197 |
111-053 |
|
S3 |
109-317 |
110-103 |
111-035 |
|
S4 |
109-117 |
109-223 |
110-300 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-207 |
117-083 |
112-174 |
|
R3 |
116-112 |
114-308 |
111-292 |
|
R2 |
114-017 |
114-017 |
111-225 |
|
R1 |
112-213 |
112-213 |
111-157 |
112-068 |
PP |
111-242 |
111-242 |
111-242 |
111-169 |
S1 |
110-118 |
110-118 |
111-023 |
109-292 |
S2 |
109-147 |
109-147 |
110-275 |
|
S3 |
107-052 |
108-023 |
110-208 |
|
S4 |
104-277 |
105-248 |
110-006 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-045 |
110-270 |
2-095 |
2.1% |
0-234 |
0.7% |
19% |
False |
False |
302 |
10 |
114-030 |
110-270 |
3-080 |
2.9% |
0-212 |
0.6% |
13% |
False |
False |
216 |
20 |
114-100 |
110-270 |
3-150 |
3.1% |
0-211 |
0.6% |
13% |
False |
False |
119 |
40 |
117-145 |
110-270 |
6-195 |
5.9% |
0-120 |
0.3% |
7% |
False |
False |
64 |
60 |
117-265 |
110-270 |
6-315 |
6.3% |
0-082 |
0.2% |
6% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-060 |
2.618 |
113-054 |
1.618 |
112-174 |
1.000 |
112-050 |
0.618 |
111-294 |
HIGH |
111-170 |
0.618 |
111-094 |
0.500 |
111-070 |
0.382 |
111-046 |
LOW |
110-290 |
0.618 |
110-166 |
1.000 |
110-090 |
1.618 |
109-286 |
2.618 |
109-086 |
4.250 |
108-080 |
|
|
Fisher Pivots for day following 07-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
111-083 |
111-248 |
PP |
111-077 |
111-195 |
S1 |
111-070 |
111-142 |
|