ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
112-260 |
112-280 |
0-020 |
0.1% |
113-065 |
| High |
113-005 |
113-045 |
0-040 |
0.1% |
114-030 |
| Low |
112-230 |
112-160 |
-0-070 |
-0.2% |
112-195 |
| Close |
112-270 |
112-210 |
-0-060 |
-0.2% |
112-270 |
| Range |
0-095 |
0-205 |
0-110 |
115.8% |
1-155 |
| ATR |
0-210 |
0-210 |
0-000 |
-0.2% |
0-000 |
| Volume |
854 |
2,388 |
1,534 |
179.6% |
12,109 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-220 |
114-100 |
113-003 |
|
| R3 |
114-015 |
113-215 |
112-266 |
|
| R2 |
113-130 |
113-130 |
112-248 |
|
| R1 |
113-010 |
113-010 |
112-229 |
112-288 |
| PP |
112-245 |
112-245 |
112-245 |
112-224 |
| S1 |
112-125 |
112-125 |
112-191 |
112-082 |
| S2 |
112-040 |
112-040 |
112-172 |
|
| S3 |
111-155 |
111-240 |
112-154 |
|
| S4 |
110-270 |
111-035 |
112-097 |
|
|
| 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 |
112-160 |
1-190 |
1.4% |
0-209 |
0.6% |
10% |
False |
True |
2,817 |
| 10 |
114-030 |
111-225 |
2-125 |
2.1% |
0-206 |
0.6% |
40% |
False |
False |
1,807 |
| 20 |
114-030 |
110-270 |
3-080 |
2.9% |
0-211 |
0.6% |
56% |
False |
False |
1,080 |
| 40 |
115-075 |
110-270 |
4-125 |
3.9% |
0-177 |
0.5% |
41% |
False |
False |
550 |
| 60 |
117-265 |
110-270 |
6-315 |
6.2% |
0-120 |
0.3% |
26% |
False |
False |
367 |
| 80 |
118-055 |
110-270 |
7-105 |
6.5% |
0-090 |
0.3% |
25% |
False |
False |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-276 |
|
2.618 |
114-262 |
|
1.618 |
114-057 |
|
1.000 |
113-250 |
|
0.618 |
113-172 |
|
HIGH |
113-045 |
|
0.618 |
112-287 |
|
0.500 |
112-262 |
|
0.382 |
112-238 |
|
LOW |
112-160 |
|
0.618 |
112-033 |
|
1.000 |
111-275 |
|
1.618 |
111-148 |
|
2.618 |
110-263 |
|
4.250 |
109-249 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-262 |
113-012 |
| PP |
112-245 |
112-292 |
| S1 |
112-228 |
112-251 |
|