ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
110-230 |
110-135 |
-0-095 |
-0.3% |
111-245 |
| High |
110-260 |
110-225 |
-0-035 |
-0.1% |
112-140 |
| Low |
110-085 |
109-260 |
-0-145 |
-0.4% |
110-210 |
| Close |
110-160 |
110-080 |
-0-080 |
-0.2% |
110-225 |
| Range |
0-175 |
0-285 |
0-110 |
62.9% |
1-250 |
| ATR |
0-234 |
0-237 |
0-004 |
1.6% |
0-000 |
| Volume |
25,286 |
50,926 |
25,640 |
101.4% |
61,369 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-297 |
112-153 |
110-237 |
|
| R3 |
112-012 |
111-188 |
110-158 |
|
| R2 |
111-047 |
111-047 |
110-132 |
|
| R1 |
110-223 |
110-223 |
110-106 |
110-152 |
| PP |
110-082 |
110-082 |
110-082 |
110-046 |
| S1 |
109-258 |
109-258 |
110-054 |
109-188 |
| S2 |
109-117 |
109-117 |
110-028 |
|
| S3 |
108-152 |
108-293 |
110-002 |
|
| S4 |
107-187 |
108-008 |
109-243 |
|
|
| 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 |
109-260 |
2-200 |
2.4% |
0-242 |
0.7% |
17% |
False |
True |
24,250 |
| 10 |
112-140 |
109-260 |
2-200 |
2.4% |
0-258 |
0.7% |
17% |
False |
True |
17,373 |
| 20 |
113-270 |
109-260 |
4-010 |
3.7% |
0-236 |
0.7% |
11% |
False |
True |
10,444 |
| 40 |
114-030 |
109-260 |
4-090 |
3.9% |
0-222 |
0.6% |
10% |
False |
True |
5,459 |
| 60 |
115-075 |
109-260 |
5-135 |
4.9% |
0-183 |
0.5% |
8% |
False |
True |
3,645 |
| 80 |
117-265 |
109-260 |
8-005 |
7.3% |
0-139 |
0.4% |
5% |
False |
True |
2,733 |
| 100 |
118-055 |
109-260 |
8-115 |
7.6% |
0-112 |
0.3% |
5% |
False |
True |
2,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-156 |
|
2.618 |
113-011 |
|
1.618 |
112-046 |
|
1.000 |
111-190 |
|
0.618 |
111-081 |
|
HIGH |
110-225 |
|
0.618 |
110-116 |
|
0.500 |
110-082 |
|
0.382 |
110-049 |
|
LOW |
109-260 |
|
0.618 |
109-084 |
|
1.000 |
108-295 |
|
1.618 |
108-119 |
|
2.618 |
107-154 |
|
4.250 |
106-009 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-082 |
110-198 |
| PP |
110-082 |
110-158 |
| S1 |
110-081 |
110-119 |
|