ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
113-115 |
113-110 |
-0-005 |
0.0% |
111-065 |
| High |
114-030 |
113-270 |
-0-080 |
-0.2% |
113-225 |
| Low |
113-085 |
113-100 |
0-015 |
0.0% |
111-020 |
| Close |
113-125 |
113-205 |
0-080 |
0.2% |
113-060 |
| Range |
0-265 |
0-170 |
-0-095 |
-35.8% |
2-205 |
| ATR |
0-214 |
0-211 |
-0-003 |
-1.5% |
0-000 |
| Volume |
1,878 |
3,790 |
1,912 |
101.8% |
4,960 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-062 |
114-303 |
113-298 |
|
| R3 |
114-212 |
114-133 |
113-252 |
|
| R2 |
114-042 |
114-042 |
113-236 |
|
| R1 |
113-283 |
113-283 |
113-221 |
114-002 |
| PP |
113-192 |
113-192 |
113-192 |
113-211 |
| S1 |
113-113 |
113-113 |
113-189 |
113-152 |
| S2 |
113-022 |
113-022 |
113-174 |
|
| S3 |
112-172 |
112-263 |
113-158 |
|
| S4 |
112-002 |
112-093 |
113-112 |
|
|
| 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 |
114-030 |
112-290 |
1-060 |
1.0% |
0-206 |
0.6% |
62% |
False |
False |
1,834 |
| 10 |
114-030 |
110-270 |
3-080 |
2.9% |
0-228 |
0.6% |
86% |
False |
False |
1,244 |
| 20 |
114-030 |
110-270 |
3-080 |
2.9% |
0-210 |
0.6% |
86% |
False |
False |
662 |
| 40 |
115-075 |
110-270 |
4-125 |
3.9% |
0-161 |
0.4% |
64% |
False |
False |
340 |
| 60 |
117-265 |
110-270 |
6-315 |
6.1% |
0-110 |
0.3% |
40% |
False |
False |
226 |
| 80 |
118-055 |
110-270 |
7-105 |
6.4% |
0-083 |
0.2% |
38% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-032 |
|
2.618 |
115-075 |
|
1.618 |
114-225 |
|
1.000 |
114-120 |
|
0.618 |
114-055 |
|
HIGH |
113-270 |
|
0.618 |
113-205 |
|
0.500 |
113-185 |
|
0.382 |
113-165 |
|
LOW |
113-100 |
|
0.618 |
112-315 |
|
1.000 |
112-250 |
|
1.618 |
112-145 |
|
2.618 |
111-295 |
|
4.250 |
111-018 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-198 |
113-198 |
| PP |
113-192 |
113-190 |
| S1 |
113-185 |
113-182 |
|