ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
113-180 |
112-260 |
-0-240 |
-0.7% |
113-065 |
| High |
113-185 |
113-005 |
-0-180 |
-0.5% |
114-030 |
| Low |
112-195 |
112-230 |
0-035 |
0.1% |
112-195 |
| Close |
112-240 |
112-270 |
0-030 |
0.1% |
112-270 |
| Range |
0-310 |
0-095 |
-0-215 |
-69.4% |
1-155 |
| ATR |
0-219 |
0-210 |
-0-009 |
-4.0% |
0-000 |
| Volume |
5,175 |
854 |
-4,321 |
-83.5% |
12,109 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-240 |
113-190 |
113-002 |
|
| R3 |
113-145 |
113-095 |
112-296 |
|
| R2 |
113-050 |
113-050 |
112-287 |
|
| R1 |
113-000 |
113-000 |
112-279 |
113-025 |
| PP |
112-275 |
112-275 |
112-275 |
112-288 |
| S1 |
112-225 |
112-225 |
112-261 |
112-250 |
| S2 |
112-180 |
112-180 |
112-253 |
|
| S3 |
112-085 |
112-130 |
112-244 |
|
| S4 |
111-310 |
112-035 |
112-218 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-203 |
116-232 |
113-211 |
|
| R3 |
116-048 |
115-077 |
113-081 |
|
| R2 |
114-213 |
114-213 |
113-037 |
|
| R1 |
113-242 |
113-242 |
112-314 |
113-150 |
| PP |
113-058 |
113-058 |
113-058 |
113-012 |
| S1 |
112-087 |
112-087 |
112-226 |
111-315 |
| S2 |
111-223 |
111-223 |
112-183 |
|
| S3 |
110-068 |
110-252 |
112-139 |
|
| S4 |
108-233 |
109-097 |
112-009 |
|
|
| 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% |
0-200 |
0.6% |
16% |
False |
False |
2,421 |
| 10 |
114-030 |
111-020 |
3-010 |
2.7% |
0-210 |
0.6% |
59% |
False |
False |
1,706 |
| 20 |
114-030 |
110-270 |
3-080 |
2.9% |
0-212 |
0.6% |
62% |
False |
False |
961 |
| 40 |
115-075 |
110-270 |
4-125 |
3.9% |
0-172 |
0.5% |
46% |
False |
False |
490 |
| 60 |
117-265 |
110-270 |
6-315 |
6.2% |
0-117 |
0.3% |
29% |
False |
False |
327 |
| 80 |
118-055 |
110-270 |
7-105 |
6.5% |
0-088 |
0.2% |
27% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-089 |
|
2.618 |
113-254 |
|
1.618 |
113-159 |
|
1.000 |
113-100 |
|
0.618 |
113-064 |
|
HIGH |
113-005 |
|
0.618 |
112-289 |
|
0.500 |
112-278 |
|
0.382 |
112-266 |
|
LOW |
112-230 |
|
0.618 |
112-171 |
|
1.000 |
112-135 |
|
1.618 |
112-076 |
|
2.618 |
111-301 |
|
4.250 |
111-146 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-278 |
113-072 |
| PP |
112-275 |
113-032 |
| S1 |
112-272 |
112-311 |
|