ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
110-270 |
111-245 |
0-295 |
0.8% |
112-000 |
| High |
111-275 |
111-245 |
-0-030 |
-0.1% |
112-055 |
| Low |
110-090 |
111-080 |
0-310 |
0.9% |
110-090 |
| Close |
111-215 |
111-210 |
-0-005 |
0.0% |
111-215 |
| Range |
1-185 |
0-165 |
-1-020 |
-67.3% |
1-285 |
| ATR |
0-240 |
0-235 |
-0-005 |
-2.2% |
0-000 |
| Volume |
11,482 |
4,964 |
-6,518 |
-56.8% |
46,386 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-033 |
112-287 |
111-301 |
|
| R3 |
112-188 |
112-122 |
111-255 |
|
| R2 |
112-023 |
112-023 |
111-240 |
|
| R1 |
111-277 |
111-277 |
111-225 |
111-228 |
| PP |
111-178 |
111-178 |
111-178 |
111-154 |
| S1 |
111-112 |
111-112 |
111-195 |
111-062 |
| S2 |
111-013 |
111-013 |
111-180 |
|
| S3 |
110-168 |
110-267 |
111-165 |
|
| S4 |
110-003 |
110-102 |
111-119 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-015 |
116-080 |
112-228 |
|
| R3 |
115-050 |
114-115 |
112-061 |
|
| R2 |
113-085 |
113-085 |
112-006 |
|
| R1 |
112-150 |
112-150 |
111-270 |
111-295 |
| PP |
111-120 |
111-120 |
111-120 |
111-032 |
| S1 |
110-185 |
110-185 |
111-160 |
110-010 |
| S2 |
109-155 |
109-155 |
111-104 |
|
| S3 |
107-190 |
108-220 |
111-049 |
|
| S4 |
105-225 |
106-255 |
110-202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-015 |
110-090 |
1-245 |
1.6% |
0-272 |
0.8% |
78% |
False |
False |
9,954 |
| 10 |
112-260 |
110-090 |
2-170 |
2.3% |
0-249 |
0.7% |
54% |
False |
False |
6,407 |
| 20 |
114-030 |
110-090 |
3-260 |
3.4% |
0-228 |
0.6% |
36% |
False |
False |
4,107 |
| 40 |
114-100 |
110-090 |
4-010 |
3.6% |
0-221 |
0.6% |
34% |
False |
False |
2,147 |
| 60 |
117-145 |
110-090 |
7-055 |
6.4% |
0-160 |
0.4% |
19% |
False |
False |
1,434 |
| 80 |
117-265 |
110-090 |
7-175 |
6.8% |
0-121 |
0.3% |
18% |
False |
False |
1,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-306 |
|
2.618 |
113-037 |
|
1.618 |
112-192 |
|
1.000 |
112-090 |
|
0.618 |
112-027 |
|
HIGH |
111-245 |
|
0.618 |
111-182 |
|
0.500 |
111-162 |
|
0.382 |
111-143 |
|
LOW |
111-080 |
|
0.618 |
110-298 |
|
1.000 |
110-235 |
|
1.618 |
110-133 |
|
2.618 |
109-288 |
|
4.250 |
109-019 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-194 |
111-148 |
| PP |
111-178 |
111-085 |
| S1 |
111-162 |
111-022 |
|