ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
111-295 |
112-300 |
1-005 |
0.9% |
112-225 |
| High |
112-290 |
113-225 |
0-255 |
0.7% |
113-045 |
| Low |
111-295 |
112-290 |
0-315 |
0.9% |
110-270 |
| Close |
112-275 |
113-215 |
0-260 |
0.7% |
111-090 |
| Range |
0-315 |
0-255 |
-0-060 |
-19.0% |
2-095 |
| ATR |
0-212 |
0-216 |
0-004 |
2.0% |
0-000 |
| Volume |
441 |
2,607 |
2,166 |
491.2% |
1,464 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-262 |
115-173 |
114-035 |
|
| R3 |
115-007 |
114-238 |
113-285 |
|
| R2 |
114-072 |
114-072 |
113-262 |
|
| R1 |
113-303 |
113-303 |
113-238 |
114-028 |
| PP |
113-137 |
113-137 |
113-137 |
113-159 |
| S1 |
113-048 |
113-048 |
113-192 |
113-092 |
| S2 |
112-202 |
112-202 |
113-168 |
|
| S3 |
111-267 |
112-113 |
113-145 |
|
| S4 |
111-012 |
111-178 |
113-075 |
|
|
| 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 |
113-225 |
110-290 |
2-255 |
2.5% |
0-225 |
0.6% |
99% |
True |
False |
1,122 |
| 10 |
113-225 |
110-270 |
2-275 |
2.5% |
0-238 |
0.7% |
99% |
True |
False |
609 |
| 20 |
114-050 |
110-270 |
3-100 |
2.9% |
0-218 |
0.6% |
85% |
False |
False |
339 |
| 40 |
116-055 |
110-270 |
5-105 |
4.7% |
0-142 |
0.4% |
53% |
False |
False |
176 |
| 60 |
117-265 |
110-270 |
6-315 |
6.1% |
0-097 |
0.3% |
40% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-029 |
|
2.618 |
115-253 |
|
1.618 |
114-318 |
|
1.000 |
114-160 |
|
0.618 |
114-063 |
|
HIGH |
113-225 |
|
0.618 |
113-128 |
|
0.500 |
113-098 |
|
0.382 |
113-067 |
|
LOW |
112-290 |
|
0.618 |
112-132 |
|
1.000 |
112-035 |
|
1.618 |
111-197 |
|
2.618 |
110-262 |
|
4.250 |
109-166 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-176 |
113-112 |
| PP |
113-137 |
113-008 |
| S1 |
113-098 |
112-225 |
|