ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
112-110 |
112-180 |
0-070 |
0.2% |
113-065 |
| High |
112-235 |
112-260 |
0-025 |
0.1% |
114-030 |
| Low |
112-080 |
111-165 |
-0-235 |
-0.7% |
112-195 |
| Close |
112-235 |
111-185 |
-1-050 |
-1.0% |
112-270 |
| Range |
0-155 |
1-095 |
0-260 |
167.7% |
1-155 |
| ATR |
0-204 |
0-219 |
0-015 |
7.4% |
0-000 |
| Volume |
2,053 |
5,222 |
3,169 |
154.4% |
12,109 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-275 |
115-005 |
112-093 |
|
| R3 |
114-180 |
113-230 |
111-299 |
|
| R2 |
113-085 |
113-085 |
111-261 |
|
| R1 |
112-135 |
112-135 |
111-223 |
112-062 |
| PP |
111-310 |
111-310 |
111-310 |
111-274 |
| S1 |
111-040 |
111-040 |
111-147 |
110-288 |
| S2 |
110-215 |
110-215 |
111-109 |
|
| S3 |
109-120 |
109-265 |
111-071 |
|
| S4 |
108-025 |
108-170 |
110-277 |
|
|
| 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 |
113-045 |
111-165 |
1-200 |
1.5% |
0-204 |
0.6% |
4% |
False |
True |
2,481 |
| 10 |
114-030 |
111-165 |
2-185 |
2.3% |
0-210 |
0.6% |
2% |
False |
True |
2,414 |
| 20 |
114-030 |
110-270 |
3-080 |
2.9% |
0-224 |
0.6% |
23% |
False |
False |
1,512 |
| 40 |
115-075 |
110-270 |
4-125 |
3.9% |
0-190 |
0.5% |
17% |
False |
False |
779 |
| 60 |
117-265 |
110-270 |
6-315 |
6.3% |
0-132 |
0.4% |
11% |
False |
False |
519 |
| 80 |
118-055 |
110-270 |
7-105 |
6.6% |
0-099 |
0.3% |
10% |
False |
False |
389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-104 |
|
2.618 |
116-066 |
|
1.618 |
114-291 |
|
1.000 |
114-035 |
|
0.618 |
113-196 |
|
HIGH |
112-260 |
|
0.618 |
112-101 |
|
0.500 |
112-052 |
|
0.382 |
112-004 |
|
LOW |
111-165 |
|
0.618 |
110-229 |
|
1.000 |
110-070 |
|
1.618 |
109-134 |
|
2.618 |
108-039 |
|
4.250 |
106-001 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-052 |
112-052 |
| PP |
111-310 |
111-310 |
| S1 |
111-248 |
111-248 |
|