ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
112-010 |
111-285 |
-0-045 |
-0.1% |
112-000 |
| High |
112-055 |
112-140 |
0-085 |
0.2% |
112-055 |
| Low |
111-270 |
111-060 |
-0-210 |
-0.6% |
110-090 |
| Close |
111-300 |
111-125 |
-0-175 |
-0.5% |
111-215 |
| Range |
0-105 |
1-080 |
0-295 |
281.0% |
1-285 |
| ATR |
0-225 |
0-238 |
0-012 |
5.6% |
0-000 |
| Volume |
10,695 |
15,603 |
4,908 |
45.9% |
46,386 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-135 |
114-210 |
112-025 |
|
| R3 |
114-055 |
113-130 |
111-235 |
|
| R2 |
112-295 |
112-295 |
111-198 |
|
| R1 |
112-050 |
112-050 |
111-162 |
111-292 |
| PP |
111-215 |
111-215 |
111-215 |
111-176 |
| S1 |
110-290 |
110-290 |
111-088 |
110-212 |
| S2 |
110-135 |
110-135 |
111-052 |
|
| S3 |
109-055 |
109-210 |
111-015 |
|
| S4 |
107-295 |
108-130 |
110-225 |
|
|
| 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 |
112-140 |
110-090 |
2-050 |
1.9% |
0-281 |
0.8% |
51% |
True |
False |
10,821 |
| 10 |
112-140 |
110-090 |
2-050 |
1.9% |
0-250 |
0.7% |
51% |
True |
False |
9,256 |
| 20 |
114-030 |
110-090 |
3-260 |
3.4% |
0-230 |
0.6% |
29% |
False |
False |
5,835 |
| 40 |
114-050 |
110-090 |
3-280 |
3.5% |
0-224 |
0.6% |
29% |
False |
False |
3,087 |
| 60 |
116-055 |
110-090 |
5-285 |
5.3% |
0-172 |
0.5% |
19% |
False |
False |
2,062 |
| 80 |
117-265 |
110-090 |
7-175 |
6.8% |
0-131 |
0.4% |
15% |
False |
False |
1,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-240 |
|
2.618 |
115-227 |
|
1.618 |
114-147 |
|
1.000 |
113-220 |
|
0.618 |
113-067 |
|
HIGH |
112-140 |
|
0.618 |
111-307 |
|
0.500 |
111-260 |
|
0.382 |
111-213 |
|
LOW |
111-060 |
|
0.618 |
110-133 |
|
1.000 |
109-300 |
|
1.618 |
109-053 |
|
2.618 |
107-293 |
|
4.250 |
105-280 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-260 |
111-260 |
| PP |
111-215 |
111-215 |
| S1 |
111-170 |
111-170 |
|