ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
111-065 |
111-230 |
0-165 |
0.5% |
112-225 |
High |
111-265 |
112-015 |
0-070 |
0.2% |
113-045 |
Low |
111-020 |
111-225 |
0-205 |
0.6% |
110-270 |
Close |
111-235 |
111-280 |
0-045 |
0.1% |
111-090 |
Range |
0-245 |
0-110 |
-0-135 |
-55.1% |
2-095 |
ATR |
0-210 |
0-203 |
-0-007 |
-3.4% |
0-000 |
Volume |
1,386 |
41 |
-1,345 |
-97.0% |
1,464 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-290 |
112-235 |
112-020 |
|
R3 |
112-180 |
112-125 |
111-310 |
|
R2 |
112-070 |
112-070 |
111-300 |
|
R1 |
112-015 |
112-015 |
111-290 |
112-042 |
PP |
111-280 |
111-280 |
111-280 |
111-294 |
S1 |
111-225 |
111-225 |
111-270 |
111-252 |
S2 |
111-170 |
111-170 |
111-260 |
|
S3 |
111-060 |
111-115 |
111-250 |
|
S4 |
110-270 |
111-005 |
111-220 |
|
|
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 |
112-225 |
110-270 |
1-275 |
1.7% |
0-233 |
0.7% |
55% |
False |
False |
572 |
10 |
113-315 |
110-270 |
3-045 |
2.8% |
0-213 |
0.6% |
33% |
False |
False |
352 |
20 |
114-100 |
110-270 |
3-150 |
3.1% |
0-212 |
0.6% |
30% |
False |
False |
189 |
40 |
116-225 |
110-270 |
5-275 |
5.2% |
0-128 |
0.4% |
18% |
False |
False |
99 |
60 |
117-265 |
110-270 |
6-315 |
6.2% |
0-088 |
0.2% |
15% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-162 |
2.618 |
112-303 |
1.618 |
112-193 |
1.000 |
112-125 |
0.618 |
112-083 |
HIGH |
112-015 |
0.618 |
111-293 |
0.500 |
111-280 |
0.382 |
111-267 |
LOW |
111-225 |
0.618 |
111-157 |
1.000 |
111-115 |
1.618 |
111-047 |
2.618 |
110-257 |
4.250 |
110-078 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
111-280 |
111-238 |
PP |
111-280 |
111-195 |
S1 |
111-280 |
111-152 |
|