ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 28-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
112-180 |
111-210 |
-0-290 |
-0.8% |
112-280 |
High |
112-260 |
112-050 |
-0-210 |
-0.6% |
113-045 |
Low |
111-165 |
111-125 |
-0-040 |
-0.1% |
111-125 |
Close |
111-185 |
111-290 |
0-105 |
0.3% |
111-290 |
Range |
1-095 |
0-245 |
-0-170 |
-41.0% |
1-240 |
ATR |
0-219 |
0-221 |
0-002 |
0.8% |
0-000 |
Volume |
5,222 |
3,556 |
-1,666 |
-31.9% |
15,109 |
|
Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-037 |
113-248 |
112-105 |
|
R3 |
113-112 |
113-003 |
112-037 |
|
R2 |
112-187 |
112-187 |
112-015 |
|
R1 |
112-078 |
112-078 |
111-312 |
112-132 |
PP |
111-262 |
111-262 |
111-262 |
111-289 |
S1 |
111-153 |
111-153 |
111-268 |
111-208 |
S2 |
111-017 |
111-017 |
111-245 |
|
S3 |
110-092 |
110-228 |
111-223 |
|
S4 |
109-167 |
109-303 |
111-155 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-127 |
116-128 |
112-278 |
|
R3 |
115-207 |
114-208 |
112-124 |
|
R2 |
113-287 |
113-287 |
112-073 |
|
R1 |
112-288 |
112-288 |
112-021 |
112-168 |
PP |
112-047 |
112-047 |
112-047 |
111-306 |
S1 |
111-048 |
111-048 |
111-239 |
110-248 |
S2 |
110-127 |
110-127 |
111-187 |
|
S3 |
108-207 |
109-128 |
111-136 |
|
S4 |
106-287 |
107-208 |
110-302 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-045 |
111-125 |
1-240 |
1.6% |
0-234 |
0.7% |
29% |
False |
True |
3,021 |
10 |
114-030 |
111-125 |
2-225 |
2.4% |
0-217 |
0.6% |
19% |
False |
True |
2,721 |
20 |
114-030 |
110-270 |
3-080 |
2.9% |
0-222 |
0.6% |
33% |
False |
False |
1,684 |
40 |
115-075 |
110-270 |
4-125 |
3.9% |
0-196 |
0.5% |
24% |
False |
False |
868 |
60 |
117-265 |
110-270 |
6-315 |
6.2% |
0-136 |
0.4% |
15% |
False |
False |
579 |
80 |
118-055 |
110-270 |
7-105 |
6.5% |
0-102 |
0.3% |
14% |
False |
False |
434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-131 |
2.618 |
114-051 |
1.618 |
113-126 |
1.000 |
112-295 |
0.618 |
112-201 |
HIGH |
112-050 |
0.618 |
111-276 |
0.500 |
111-248 |
0.382 |
111-219 |
LOW |
111-125 |
0.618 |
110-294 |
1.000 |
110-200 |
1.618 |
110-049 |
2.618 |
109-124 |
4.250 |
108-044 |
|
|
Fisher Pivots for day following 28-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
111-276 |
112-032 |
PP |
111-262 |
112-012 |
S1 |
111-248 |
111-311 |
|