ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
112-170 |
112-110 |
-0-060 |
-0.2% |
113-065 |
| High |
112-200 |
112-235 |
0-035 |
0.1% |
114-030 |
| Low |
112-050 |
112-080 |
0-030 |
0.1% |
112-195 |
| Close |
112-060 |
112-235 |
0-175 |
0.5% |
112-270 |
| Range |
0-150 |
0-155 |
0-005 |
3.3% |
1-155 |
| ATR |
0-206 |
0-204 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,890 |
2,053 |
163 |
8.6% |
12,109 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-008 |
113-277 |
113-000 |
|
| R3 |
113-173 |
113-122 |
112-278 |
|
| R2 |
113-018 |
113-018 |
112-263 |
|
| R1 |
112-287 |
112-287 |
112-249 |
112-312 |
| PP |
112-183 |
112-183 |
112-183 |
112-196 |
| S1 |
112-132 |
112-132 |
112-221 |
112-158 |
| S2 |
112-028 |
112-028 |
112-207 |
|
| S3 |
111-193 |
111-297 |
112-192 |
|
| S4 |
111-038 |
111-142 |
112-150 |
|
|
| 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 |
113-185 |
112-050 |
1-135 |
1.3% |
0-183 |
0.5% |
41% |
False |
False |
2,472 |
| 10 |
114-030 |
112-050 |
1-300 |
1.7% |
0-194 |
0.5% |
30% |
False |
False |
2,153 |
| 20 |
114-030 |
110-270 |
3-080 |
2.9% |
0-210 |
0.6% |
58% |
False |
False |
1,274 |
| 40 |
115-075 |
110-270 |
4-125 |
3.9% |
0-184 |
0.5% |
43% |
False |
False |
649 |
| 60 |
117-265 |
110-270 |
6-315 |
6.2% |
0-125 |
0.3% |
27% |
False |
False |
432 |
| 80 |
118-055 |
110-270 |
7-105 |
6.5% |
0-094 |
0.3% |
26% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-254 |
|
2.618 |
114-001 |
|
1.618 |
113-166 |
|
1.000 |
113-070 |
|
0.618 |
113-011 |
|
HIGH |
112-235 |
|
0.618 |
112-176 |
|
0.500 |
112-158 |
|
0.382 |
112-139 |
|
LOW |
112-080 |
|
0.618 |
111-304 |
|
1.000 |
111-245 |
|
1.618 |
111-149 |
|
2.618 |
110-314 |
|
4.250 |
110-061 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-209 |
112-226 |
| PP |
112-183 |
112-217 |
| S1 |
112-158 |
112-208 |
|