ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
111-200 |
111-090 |
-0-110 |
-0.3% |
112-280 |
| High |
111-245 |
111-110 |
-0-135 |
-0.4% |
113-045 |
| Low |
110-315 |
110-205 |
-0-110 |
-0.3% |
111-125 |
| Close |
111-105 |
110-240 |
-0-185 |
-0.5% |
111-290 |
| Range |
0-250 |
0-225 |
-0-025 |
-10.0% |
1-240 |
| ATR |
0-219 |
0-220 |
0-000 |
0.2% |
0-000 |
| Volume |
10,599 |
14,070 |
3,471 |
32.7% |
15,109 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-007 |
112-188 |
111-044 |
|
| R3 |
112-102 |
111-283 |
110-302 |
|
| R2 |
111-197 |
111-197 |
110-281 |
|
| R1 |
111-058 |
111-058 |
110-261 |
111-015 |
| PP |
110-292 |
110-292 |
110-292 |
110-270 |
| S1 |
110-153 |
110-153 |
110-219 |
110-110 |
| S2 |
110-067 |
110-067 |
110-199 |
|
| S3 |
109-162 |
109-248 |
110-178 |
|
| S4 |
108-257 |
109-023 |
110-116 |
|
|
| 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 |
112-055 |
110-205 |
1-170 |
1.4% |
0-220 |
0.6% |
7% |
False |
True |
7,692 |
| 10 |
113-045 |
110-205 |
2-160 |
2.3% |
0-212 |
0.6% |
4% |
False |
True |
5,086 |
| 20 |
114-030 |
110-205 |
3-145 |
3.1% |
0-216 |
0.6% |
3% |
False |
True |
3,410 |
| 40 |
114-155 |
110-205 |
3-270 |
3.5% |
0-215 |
0.6% |
3% |
False |
True |
1,741 |
| 60 |
117-145 |
110-205 |
6-260 |
6.2% |
0-151 |
0.4% |
2% |
False |
True |
1,160 |
| 80 |
117-265 |
110-205 |
7-060 |
6.5% |
0-113 |
0.3% |
2% |
False |
True |
870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-106 |
|
2.618 |
113-059 |
|
1.618 |
112-154 |
|
1.000 |
112-015 |
|
0.618 |
111-249 |
|
HIGH |
111-110 |
|
0.618 |
111-024 |
|
0.500 |
110-318 |
|
0.382 |
110-291 |
|
LOW |
110-205 |
|
0.618 |
110-066 |
|
1.000 |
109-300 |
|
1.618 |
109-161 |
|
2.618 |
108-256 |
|
4.250 |
107-209 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-318 |
111-110 |
| PP |
110-292 |
111-047 |
| S1 |
110-266 |
110-303 |
|