ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
110-095 |
110-015 |
-0-080 |
-0.2% |
111-245 |
| High |
110-200 |
110-030 |
-0-170 |
-0.5% |
112-140 |
| Low |
109-280 |
109-180 |
-0-100 |
-0.3% |
110-210 |
| Close |
110-010 |
109-235 |
-0-095 |
-0.3% |
110-225 |
| Range |
0-240 |
0-170 |
-0-070 |
-29.2% |
1-250 |
| ATR |
0-237 |
0-233 |
-0-005 |
-2.0% |
0-000 |
| Volume |
71,765 |
62,800 |
-8,965 |
-12.5% |
61,369 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-125 |
111-030 |
110-008 |
|
| R3 |
110-275 |
110-180 |
109-282 |
|
| R2 |
110-105 |
110-105 |
109-266 |
|
| R1 |
110-010 |
110-010 |
109-251 |
109-292 |
| PP |
109-255 |
109-255 |
109-255 |
109-236 |
| S1 |
109-160 |
109-160 |
109-219 |
109-122 |
| S2 |
109-085 |
109-085 |
109-204 |
|
| S3 |
108-235 |
108-310 |
109-188 |
|
| S4 |
108-065 |
108-140 |
109-142 |
|
|
| 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 |
111-135 |
109-180 |
1-275 |
1.7% |
0-223 |
0.6% |
9% |
False |
True |
45,904 |
| 10 |
112-140 |
109-180 |
2-280 |
2.6% |
0-252 |
0.7% |
6% |
False |
True |
28,362 |
| 20 |
113-045 |
109-180 |
3-185 |
3.3% |
0-232 |
0.7% |
5% |
False |
True |
16,724 |
| 40 |
114-030 |
109-180 |
4-170 |
4.1% |
0-224 |
0.6% |
4% |
False |
True |
8,822 |
| 60 |
115-075 |
109-180 |
5-215 |
5.2% |
0-190 |
0.5% |
3% |
False |
True |
5,887 |
| 80 |
117-265 |
109-180 |
8-085 |
7.5% |
0-144 |
0.4% |
2% |
False |
True |
4,415 |
| 100 |
118-055 |
109-180 |
8-195 |
7.8% |
0-116 |
0.3% |
2% |
False |
True |
3,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-112 |
|
2.618 |
111-155 |
|
1.618 |
110-305 |
|
1.000 |
110-200 |
|
0.618 |
110-135 |
|
HIGH |
110-030 |
|
0.618 |
109-285 |
|
0.500 |
109-265 |
|
0.382 |
109-245 |
|
LOW |
109-180 |
|
0.618 |
109-075 |
|
1.000 |
109-010 |
|
1.618 |
108-225 |
|
2.618 |
108-055 |
|
4.250 |
107-098 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-265 |
110-042 |
| PP |
109-255 |
110-000 |
| S1 |
109-245 |
109-278 |
|