ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
111-210 |
112-000 |
0-110 |
0.3% |
112-280 |
High |
112-050 |
112-055 |
0-005 |
0.0% |
113-045 |
Low |
111-125 |
111-210 |
0-085 |
0.2% |
111-125 |
Close |
111-290 |
111-310 |
0-020 |
0.1% |
111-290 |
Range |
0-245 |
0-165 |
-0-080 |
-32.7% |
1-240 |
ATR |
0-221 |
0-217 |
-0-004 |
-1.8% |
0-000 |
Volume |
3,556 |
1,578 |
-1,978 |
-55.6% |
15,109 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-153 |
113-077 |
112-081 |
|
R3 |
112-308 |
112-232 |
112-035 |
|
R2 |
112-143 |
112-143 |
112-020 |
|
R1 |
112-067 |
112-067 |
112-005 |
112-022 |
PP |
111-298 |
111-298 |
111-298 |
111-276 |
S1 |
111-222 |
111-222 |
111-295 |
111-178 |
S2 |
111-133 |
111-133 |
111-280 |
|
S3 |
110-288 |
111-057 |
111-265 |
|
S4 |
110-123 |
110-212 |
111-219 |
|
|
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 |
112-260 |
111-125 |
1-135 |
1.3% |
0-226 |
0.6% |
41% |
False |
False |
2,859 |
10 |
114-030 |
111-125 |
2-225 |
2.4% |
0-218 |
0.6% |
21% |
False |
False |
2,838 |
20 |
114-030 |
110-270 |
3-080 |
2.9% |
0-222 |
0.6% |
35% |
False |
False |
1,761 |
40 |
114-180 |
110-270 |
3-230 |
3.3% |
0-200 |
0.6% |
30% |
False |
False |
908 |
60 |
117-265 |
110-270 |
6-315 |
6.2% |
0-139 |
0.4% |
16% |
False |
False |
605 |
80 |
118-045 |
110-270 |
7-095 |
6.5% |
0-104 |
0.3% |
15% |
False |
False |
454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-116 |
2.618 |
113-167 |
1.618 |
113-002 |
1.000 |
112-220 |
0.618 |
112-157 |
HIGH |
112-055 |
0.618 |
111-312 |
0.500 |
111-292 |
0.382 |
111-273 |
LOW |
111-210 |
0.618 |
111-108 |
1.000 |
111-045 |
1.618 |
110-263 |
2.618 |
110-098 |
4.250 |
109-149 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
111-304 |
112-032 |
PP |
111-298 |
112-018 |
S1 |
111-292 |
112-004 |
|