ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
111-085 |
110-230 |
-0-175 |
-0.5% |
111-245 |
| High |
111-135 |
110-260 |
-0-195 |
-0.5% |
112-140 |
| Low |
110-210 |
110-085 |
-0-125 |
-0.4% |
110-210 |
| Close |
110-225 |
110-160 |
-0-065 |
-0.2% |
110-225 |
| Range |
0-245 |
0-175 |
-0-070 |
-28.6% |
1-250 |
| ATR |
0-238 |
0-234 |
-0-005 |
-1.9% |
0-000 |
| Volume |
18,744 |
25,286 |
6,542 |
34.9% |
61,369 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-053 |
111-282 |
110-256 |
|
| R3 |
111-198 |
111-107 |
110-208 |
|
| R2 |
111-023 |
111-023 |
110-192 |
|
| R1 |
110-252 |
110-252 |
110-176 |
110-210 |
| PP |
110-168 |
110-168 |
110-168 |
110-148 |
| S1 |
110-077 |
110-077 |
110-144 |
110-035 |
| S2 |
109-313 |
109-313 |
110-128 |
|
| S3 |
109-138 |
109-222 |
110-112 |
|
| S4 |
108-283 |
109-047 |
110-064 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-195 |
115-140 |
111-218 |
|
| R3 |
114-265 |
113-210 |
111-062 |
|
| R2 |
113-015 |
113-015 |
111-010 |
|
| R1 |
111-280 |
111-280 |
110-277 |
111-182 |
| PP |
111-085 |
111-085 |
111-085 |
111-036 |
| S1 |
110-030 |
110-030 |
110-173 |
109-252 |
| S2 |
109-155 |
109-155 |
110-120 |
|
| S3 |
107-225 |
108-100 |
110-068 |
|
| S4 |
105-295 |
106-170 |
109-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-140 |
110-085 |
2-055 |
2.0% |
0-231 |
0.7% |
11% |
False |
True |
16,338 |
| 10 |
112-140 |
110-085 |
2-055 |
2.0% |
0-252 |
0.7% |
11% |
False |
True |
13,146 |
| 20 |
114-030 |
110-085 |
3-265 |
3.5% |
0-234 |
0.7% |
6% |
False |
True |
7,992 |
| 40 |
114-050 |
110-085 |
3-285 |
3.5% |
0-220 |
0.6% |
6% |
False |
True |
4,186 |
| 60 |
115-075 |
110-085 |
4-310 |
4.5% |
0-178 |
0.5% |
5% |
False |
True |
2,796 |
| 80 |
117-265 |
110-085 |
7-180 |
6.8% |
0-136 |
0.4% |
3% |
False |
True |
2,097 |
| 100 |
118-055 |
110-085 |
7-290 |
7.2% |
0-109 |
0.3% |
3% |
False |
True |
1,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-044 |
|
2.618 |
112-078 |
|
1.618 |
111-223 |
|
1.000 |
111-115 |
|
0.618 |
111-048 |
|
HIGH |
110-260 |
|
0.618 |
110-193 |
|
0.500 |
110-172 |
|
0.382 |
110-152 |
|
LOW |
110-085 |
|
0.618 |
109-297 |
|
1.000 |
109-230 |
|
1.618 |
109-122 |
|
2.618 |
108-267 |
|
4.250 |
107-301 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-172 |
111-112 |
| PP |
110-168 |
111-022 |
| S1 |
110-164 |
110-251 |
|