ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
113-190 |
113-065 |
-0-125 |
-0.3% |
111-065 |
| High |
113-210 |
113-175 |
-0-035 |
-0.1% |
113-225 |
| Low |
113-030 |
113-015 |
-0-015 |
0.0% |
111-020 |
| Close |
113-060 |
113-115 |
0-055 |
0.2% |
113-060 |
| Range |
0-180 |
0-160 |
-0-020 |
-11.1% |
2-205 |
| ATR |
0-214 |
0-210 |
-0-004 |
-1.8% |
0-000 |
| Volume |
485 |
412 |
-73 |
-15.1% |
4,960 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-262 |
114-188 |
113-203 |
|
| R3 |
114-102 |
114-028 |
113-159 |
|
| R2 |
113-262 |
113-262 |
113-144 |
|
| R1 |
113-188 |
113-188 |
113-130 |
113-225 |
| PP |
113-102 |
113-102 |
113-102 |
113-120 |
| S1 |
113-028 |
113-028 |
113-100 |
113-065 |
| S2 |
112-262 |
112-262 |
113-086 |
|
| S3 |
112-102 |
112-188 |
113-071 |
|
| S4 |
111-262 |
112-028 |
113-027 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-183 |
119-167 |
114-205 |
|
| R3 |
117-298 |
116-282 |
113-292 |
|
| R2 |
115-093 |
115-093 |
113-215 |
|
| R1 |
114-077 |
114-077 |
113-137 |
114-245 |
| PP |
112-208 |
112-208 |
112-208 |
112-292 |
| S1 |
111-192 |
111-192 |
112-303 |
112-040 |
| S2 |
110-003 |
110-003 |
112-225 |
|
| S3 |
107-118 |
108-307 |
112-148 |
|
| S4 |
104-233 |
106-102 |
111-235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-225 |
111-225 |
2-000 |
1.8% |
0-204 |
0.6% |
83% |
False |
False |
797 |
| 10 |
113-225 |
110-270 |
2-275 |
2.5% |
0-228 |
0.6% |
88% |
False |
False |
683 |
| 20 |
114-050 |
110-270 |
3-100 |
2.9% |
0-206 |
0.6% |
76% |
False |
False |
381 |
| 40 |
115-075 |
110-270 |
4-125 |
3.9% |
0-150 |
0.4% |
57% |
False |
False |
198 |
| 60 |
117-265 |
110-270 |
6-315 |
6.2% |
0-103 |
0.3% |
36% |
False |
False |
132 |
| 80 |
118-055 |
110-270 |
7-105 |
6.5% |
0-077 |
0.2% |
34% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-215 |
|
2.618 |
114-274 |
|
1.618 |
114-114 |
|
1.000 |
114-015 |
|
0.618 |
113-274 |
|
HIGH |
113-175 |
|
0.618 |
113-114 |
|
0.500 |
113-095 |
|
0.382 |
113-076 |
|
LOW |
113-015 |
|
0.618 |
112-236 |
|
1.000 |
112-175 |
|
1.618 |
112-076 |
|
2.618 |
111-236 |
|
4.250 |
110-295 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-108 |
113-109 |
| PP |
113-102 |
113-103 |
| S1 |
113-095 |
113-098 |
|