ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
109-290 |
110-025 |
0-055 |
0.2% |
110-230 |
| High |
110-115 |
110-045 |
-0-070 |
-0.2% |
110-260 |
| Low |
109-290 |
109-125 |
-0-165 |
-0.5% |
109-180 |
| Close |
110-030 |
109-165 |
-0-185 |
-0.5% |
110-030 |
| Range |
0-145 |
0-240 |
0-095 |
65.5% |
1-080 |
| ATR |
0-230 |
0-231 |
0-001 |
0.3% |
0-000 |
| Volume |
43,786 |
246,372 |
202,586 |
462.7% |
254,563 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-298 |
111-152 |
109-297 |
|
| R3 |
111-058 |
110-232 |
109-231 |
|
| R2 |
110-138 |
110-138 |
109-209 |
|
| R1 |
109-312 |
109-312 |
109-187 |
109-265 |
| PP |
109-218 |
109-218 |
109-218 |
109-195 |
| S1 |
109-072 |
109-072 |
109-143 |
109-025 |
| S2 |
108-298 |
108-298 |
109-121 |
|
| S3 |
108-058 |
108-152 |
109-099 |
|
| S4 |
107-138 |
107-232 |
109-033 |
|
|
| 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 |
110-225 |
109-125 |
1-100 |
1.2% |
0-216 |
0.6% |
10% |
False |
True |
95,129 |
| 10 |
112-140 |
109-125 |
3-015 |
2.8% |
0-224 |
0.6% |
4% |
False |
True |
55,734 |
| 20 |
112-260 |
109-125 |
3-135 |
3.1% |
0-236 |
0.7% |
4% |
False |
True |
31,070 |
| 40 |
114-030 |
109-125 |
4-225 |
4.3% |
0-224 |
0.6% |
3% |
False |
True |
16,075 |
| 60 |
115-075 |
109-125 |
5-270 |
5.3% |
0-196 |
0.6% |
2% |
False |
True |
10,723 |
| 80 |
117-265 |
109-125 |
8-140 |
7.7% |
0-149 |
0.4% |
1% |
False |
True |
8,042 |
| 100 |
118-055 |
109-125 |
8-250 |
8.0% |
0-119 |
0.3% |
1% |
False |
True |
6,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-105 |
|
2.618 |
112-033 |
|
1.618 |
111-113 |
|
1.000 |
110-285 |
|
0.618 |
110-193 |
|
HIGH |
110-045 |
|
0.618 |
109-273 |
|
0.500 |
109-245 |
|
0.382 |
109-217 |
|
LOW |
109-125 |
|
0.618 |
108-297 |
|
1.000 |
108-205 |
|
1.618 |
108-057 |
|
2.618 |
107-137 |
|
4.250 |
106-065 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-245 |
109-280 |
| PP |
109-218 |
109-242 |
| S1 |
109-192 |
109-203 |
|