ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
113-110 |
113-180 |
0-070 |
0.2% |
111-065 |
| High |
113-270 |
113-185 |
-0-085 |
-0.2% |
113-225 |
| Low |
113-100 |
112-195 |
-0-225 |
-0.6% |
111-020 |
| Close |
113-205 |
112-240 |
-0-285 |
-0.8% |
113-060 |
| Range |
0-170 |
0-310 |
0-140 |
82.4% |
2-205 |
| ATR |
0-211 |
0-219 |
0-009 |
4.0% |
0-000 |
| Volume |
3,790 |
5,175 |
1,385 |
36.5% |
4,960 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-283 |
115-092 |
113-090 |
|
| R3 |
114-293 |
114-102 |
113-005 |
|
| R2 |
113-303 |
113-303 |
112-297 |
|
| R1 |
113-112 |
113-112 |
112-268 |
113-052 |
| PP |
112-313 |
112-313 |
112-313 |
112-284 |
| S1 |
112-122 |
112-122 |
112-212 |
112-062 |
| S2 |
112-003 |
112-003 |
112-183 |
|
| S3 |
111-013 |
111-132 |
112-155 |
|
| S4 |
110-023 |
110-142 |
112-070 |
|
|
| 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 |
112-195 |
1-155 |
1.3% |
0-217 |
0.6% |
9% |
False |
True |
2,348 |
| 10 |
114-030 |
110-290 |
3-060 |
2.8% |
0-221 |
0.6% |
58% |
False |
False |
1,735 |
| 20 |
114-030 |
110-270 |
3-080 |
2.9% |
0-217 |
0.6% |
59% |
False |
False |
919 |
| 40 |
115-075 |
110-270 |
4-125 |
3.9% |
0-169 |
0.5% |
43% |
False |
False |
469 |
| 60 |
117-265 |
110-270 |
6-315 |
6.2% |
0-115 |
0.3% |
27% |
False |
False |
313 |
| 80 |
118-055 |
110-270 |
7-105 |
6.5% |
0-086 |
0.2% |
26% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-222 |
|
2.618 |
116-037 |
|
1.618 |
115-047 |
|
1.000 |
114-175 |
|
0.618 |
114-057 |
|
HIGH |
113-185 |
|
0.618 |
113-067 |
|
0.500 |
113-030 |
|
0.382 |
112-313 |
|
LOW |
112-195 |
|
0.618 |
112-003 |
|
1.000 |
111-205 |
|
1.618 |
111-013 |
|
2.618 |
110-023 |
|
4.250 |
108-158 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-030 |
113-112 |
| PP |
112-313 |
113-048 |
| S1 |
112-277 |
112-304 |
|