ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
112-000 |
111-305 |
-0-015 |
0.0% |
112-280 |
| High |
112-055 |
112-015 |
-0-040 |
-0.1% |
113-045 |
| Low |
111-210 |
111-120 |
-0-090 |
-0.3% |
111-125 |
| Close |
111-310 |
111-135 |
-0-175 |
-0.5% |
111-290 |
| Range |
0-165 |
0-215 |
0-050 |
30.3% |
1-240 |
| ATR |
0-217 |
0-217 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,578 |
8,657 |
7,079 |
448.6% |
15,109 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-202 |
113-063 |
111-253 |
|
| R3 |
112-307 |
112-168 |
111-194 |
|
| R2 |
112-092 |
112-092 |
111-174 |
|
| R1 |
111-273 |
111-273 |
111-155 |
111-235 |
| PP |
111-197 |
111-197 |
111-197 |
111-178 |
| S1 |
111-058 |
111-058 |
111-115 |
111-020 |
| S2 |
110-302 |
110-302 |
111-096 |
|
| S3 |
110-087 |
110-163 |
111-076 |
|
| S4 |
109-192 |
109-268 |
111-017 |
|
|
| 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 |
111-120 |
1-140 |
1.3% |
0-239 |
0.7% |
3% |
False |
True |
4,213 |
| 10 |
113-270 |
111-120 |
2-150 |
2.2% |
0-212 |
0.6% |
2% |
False |
True |
3,516 |
| 20 |
114-030 |
110-270 |
3-080 |
2.9% |
0-223 |
0.6% |
18% |
False |
False |
2,192 |
| 40 |
114-155 |
110-270 |
3-205 |
3.3% |
0-204 |
0.6% |
16% |
False |
False |
1,124 |
| 60 |
117-145 |
110-270 |
6-195 |
5.9% |
0-143 |
0.4% |
9% |
False |
False |
749 |
| 80 |
117-265 |
110-270 |
6-315 |
6.3% |
0-107 |
0.3% |
8% |
False |
False |
562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-289 |
|
2.618 |
113-258 |
|
1.618 |
113-043 |
|
1.000 |
112-230 |
|
0.618 |
112-148 |
|
HIGH |
112-015 |
|
0.618 |
111-253 |
|
0.500 |
111-228 |
|
0.382 |
111-202 |
|
LOW |
111-120 |
|
0.618 |
110-307 |
|
1.000 |
110-225 |
|
1.618 |
110-092 |
|
2.618 |
109-197 |
|
4.250 |
108-166 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-228 |
111-248 |
| PP |
111-197 |
111-210 |
| S1 |
111-166 |
111-172 |
|