ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 08-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
111-245 |
111-170 |
-0-075 |
-0.2% |
112-000 |
High |
111-245 |
112-075 |
0-150 |
0.4% |
112-055 |
Low |
111-080 |
111-165 |
0-085 |
0.2% |
110-090 |
Close |
111-210 |
111-305 |
0-095 |
0.3% |
111-215 |
Range |
0-165 |
0-230 |
0-065 |
39.4% |
1-285 |
ATR |
0-235 |
0-234 |
0-000 |
-0.1% |
0-000 |
Volume |
4,964 |
11,363 |
6,399 |
128.9% |
46,386 |
|
Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-018 |
113-232 |
112-112 |
|
R3 |
113-108 |
113-002 |
112-048 |
|
R2 |
112-198 |
112-198 |
112-027 |
|
R1 |
112-092 |
112-092 |
112-006 |
112-145 |
PP |
111-288 |
111-288 |
111-288 |
111-315 |
S1 |
111-182 |
111-182 |
111-284 |
111-235 |
S2 |
111-058 |
111-058 |
111-263 |
|
S3 |
110-148 |
110-272 |
111-242 |
|
S4 |
109-238 |
110-042 |
111-178 |
|
|
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 |
112-075 |
110-090 |
1-305 |
1.7% |
0-275 |
0.8% |
86% |
True |
False |
10,495 |
10 |
112-260 |
110-090 |
2-170 |
2.3% |
0-257 |
0.7% |
66% |
False |
False |
7,354 |
20 |
114-030 |
110-090 |
3-260 |
3.4% |
0-234 |
0.7% |
44% |
False |
False |
4,673 |
40 |
114-100 |
110-090 |
4-010 |
3.6% |
0-223 |
0.6% |
41% |
False |
False |
2,431 |
60 |
116-225 |
110-090 |
6-135 |
5.7% |
0-163 |
0.5% |
26% |
False |
False |
1,624 |
80 |
117-265 |
110-090 |
7-175 |
6.7% |
0-124 |
0.3% |
22% |
False |
False |
1,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-092 |
2.618 |
114-037 |
1.618 |
113-127 |
1.000 |
112-305 |
0.618 |
112-217 |
HIGH |
112-075 |
0.618 |
111-307 |
0.500 |
111-280 |
0.382 |
111-253 |
LOW |
111-165 |
0.618 |
111-023 |
1.000 |
110-255 |
1.618 |
110-113 |
2.618 |
109-203 |
4.250 |
108-148 |
|
|
Fisher Pivots for day following 08-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
111-297 |
111-231 |
PP |
111-288 |
111-157 |
S1 |
111-280 |
111-082 |
|