ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
111-170 |
112-010 |
0-160 |
0.4% |
112-000 |
| High |
112-075 |
112-055 |
-0-020 |
-0.1% |
112-055 |
| Low |
111-165 |
111-270 |
0-105 |
0.3% |
110-090 |
| Close |
111-305 |
111-300 |
-0-005 |
0.0% |
111-215 |
| Range |
0-230 |
0-105 |
-0-125 |
-54.3% |
1-285 |
| ATR |
0-234 |
0-225 |
-0-009 |
-3.9% |
0-000 |
| Volume |
11,363 |
10,695 |
-668 |
-5.9% |
46,386 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-310 |
112-250 |
112-038 |
|
| R3 |
112-205 |
112-145 |
112-009 |
|
| R2 |
112-100 |
112-100 |
111-319 |
|
| R1 |
112-040 |
112-040 |
111-310 |
112-018 |
| PP |
111-315 |
111-315 |
111-315 |
111-304 |
| S1 |
111-255 |
111-255 |
111-290 |
111-232 |
| S2 |
111-210 |
111-210 |
111-281 |
|
| S3 |
111-105 |
111-150 |
111-271 |
|
| S4 |
111-000 |
111-045 |
111-242 |
|
|
| 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% |
0-246 |
0.7% |
85% |
False |
False |
10,514 |
| 10 |
112-260 |
110-090 |
2-170 |
2.3% |
0-252 |
0.7% |
65% |
False |
False |
8,218 |
| 20 |
114-030 |
110-090 |
3-260 |
3.4% |
0-223 |
0.6% |
43% |
False |
False |
5,185 |
| 40 |
114-100 |
110-090 |
4-010 |
3.6% |
0-223 |
0.6% |
41% |
False |
False |
2,698 |
| 60 |
116-160 |
110-090 |
6-070 |
5.6% |
0-165 |
0.5% |
27% |
False |
False |
1,802 |
| 80 |
117-265 |
110-090 |
7-175 |
6.7% |
0-126 |
0.4% |
22% |
False |
False |
1,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-181 |
|
2.618 |
113-010 |
|
1.618 |
112-225 |
|
1.000 |
112-160 |
|
0.618 |
112-120 |
|
HIGH |
112-055 |
|
0.618 |
112-015 |
|
0.500 |
112-002 |
|
0.382 |
111-310 |
|
LOW |
111-270 |
|
0.618 |
111-205 |
|
1.000 |
111-165 |
|
1.618 |
111-100 |
|
2.618 |
110-315 |
|
4.250 |
110-144 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-002 |
111-279 |
| PP |
111-315 |
111-258 |
| S1 |
111-308 |
111-238 |
|