ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
112-280 |
112-170 |
-0-110 |
-0.3% |
113-065 |
| High |
113-045 |
112-200 |
-0-165 |
-0.5% |
114-030 |
| Low |
112-160 |
112-050 |
-0-110 |
-0.3% |
112-195 |
| Close |
112-210 |
112-060 |
-0-150 |
-0.4% |
112-270 |
| Range |
0-205 |
0-150 |
-0-055 |
-26.8% |
1-155 |
| ATR |
0-210 |
0-206 |
-0-004 |
-1.7% |
0-000 |
| Volume |
2,388 |
1,890 |
-498 |
-20.9% |
12,109 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-233 |
113-137 |
112-142 |
|
| R3 |
113-083 |
112-307 |
112-101 |
|
| R2 |
112-253 |
112-253 |
112-088 |
|
| R1 |
112-157 |
112-157 |
112-074 |
112-130 |
| PP |
112-103 |
112-103 |
112-103 |
112-090 |
| S1 |
112-007 |
112-007 |
112-046 |
111-300 |
| S2 |
111-273 |
111-273 |
112-032 |
|
| S3 |
111-123 |
111-177 |
112-019 |
|
| S4 |
110-293 |
111-027 |
111-298 |
|
|
| 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 |
113-270 |
112-050 |
1-220 |
1.5% |
0-186 |
0.5% |
2% |
False |
True |
2,819 |
| 10 |
114-030 |
111-295 |
2-055 |
1.9% |
0-210 |
0.6% |
12% |
False |
False |
1,992 |
| 20 |
114-030 |
110-270 |
3-080 |
2.9% |
0-212 |
0.6% |
41% |
False |
False |
1,172 |
| 40 |
115-075 |
110-270 |
4-125 |
3.9% |
0-180 |
0.5% |
31% |
False |
False |
597 |
| 60 |
117-265 |
110-270 |
6-315 |
6.2% |
0-123 |
0.3% |
19% |
False |
False |
398 |
| 80 |
118-055 |
110-270 |
7-105 |
6.5% |
0-092 |
0.3% |
18% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-198 |
|
2.618 |
113-273 |
|
1.618 |
113-123 |
|
1.000 |
113-030 |
|
0.618 |
112-293 |
|
HIGH |
112-200 |
|
0.618 |
112-143 |
|
0.500 |
112-125 |
|
0.382 |
112-107 |
|
LOW |
112-050 |
|
0.618 |
111-277 |
|
1.000 |
111-220 |
|
1.618 |
111-127 |
|
2.618 |
110-297 |
|
4.250 |
110-052 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-125 |
112-208 |
| PP |
112-103 |
112-158 |
| S1 |
112-082 |
112-109 |
|