ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
110-015 |
109-290 |
-0-045 |
-0.1% |
110-230 |
| High |
110-030 |
110-115 |
0-085 |
0.2% |
110-260 |
| Low |
109-180 |
109-290 |
0-110 |
0.3% |
109-180 |
| Close |
109-235 |
110-030 |
0-115 |
0.3% |
110-030 |
| Range |
0-170 |
0-145 |
-0-025 |
-14.7% |
1-080 |
| ATR |
0-233 |
0-230 |
-0-002 |
-1.0% |
0-000 |
| Volume |
62,800 |
43,786 |
-19,014 |
-30.3% |
254,563 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-153 |
111-077 |
110-110 |
|
| R3 |
111-008 |
110-252 |
110-070 |
|
| R2 |
110-183 |
110-183 |
110-057 |
|
| R1 |
110-107 |
110-107 |
110-043 |
110-145 |
| PP |
110-038 |
110-038 |
110-038 |
110-058 |
| S1 |
109-282 |
109-282 |
110-017 |
110-000 |
| S2 |
109-213 |
109-213 |
110-003 |
|
| S3 |
109-068 |
109-137 |
109-310 |
|
| S4 |
108-243 |
108-312 |
109-270 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-290 |
113-080 |
110-250 |
|
| R3 |
112-210 |
112-000 |
110-140 |
|
| R2 |
111-130 |
111-130 |
110-103 |
|
| R1 |
110-240 |
110-240 |
110-067 |
110-145 |
| PP |
110-050 |
110-050 |
110-050 |
110-002 |
| S1 |
109-160 |
109-160 |
109-313 |
109-065 |
| S2 |
108-290 |
108-290 |
109-277 |
|
| S3 |
107-210 |
108-080 |
109-240 |
|
| S4 |
106-130 |
107-000 |
109-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-260 |
109-180 |
1-080 |
1.1% |
0-203 |
0.6% |
43% |
False |
False |
50,912 |
| 10 |
112-140 |
109-180 |
2-280 |
2.6% |
0-216 |
0.6% |
18% |
False |
False |
31,593 |
| 20 |
113-045 |
109-180 |
3-185 |
3.3% |
0-234 |
0.7% |
15% |
False |
False |
18,871 |
| 40 |
114-030 |
109-180 |
4-170 |
4.1% |
0-223 |
0.6% |
12% |
False |
False |
9,916 |
| 60 |
115-075 |
109-180 |
5-215 |
5.2% |
0-192 |
0.5% |
9% |
False |
False |
6,617 |
| 80 |
117-265 |
109-180 |
8-085 |
7.5% |
0-146 |
0.4% |
6% |
False |
False |
4,963 |
| 100 |
118-055 |
109-180 |
8-195 |
7.8% |
0-117 |
0.3% |
6% |
False |
False |
3,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-091 |
|
2.618 |
111-175 |
|
1.618 |
111-030 |
|
1.000 |
110-260 |
|
0.618 |
110-205 |
|
HIGH |
110-115 |
|
0.618 |
110-060 |
|
0.500 |
110-042 |
|
0.382 |
110-025 |
|
LOW |
109-290 |
|
0.618 |
109-200 |
|
1.000 |
109-145 |
|
1.618 |
109-055 |
|
2.618 |
108-230 |
|
4.250 |
107-314 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-042 |
110-030 |
| PP |
110-038 |
110-030 |
| S1 |
110-034 |
110-030 |
|