ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 22-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
110-025 |
109-155 |
-0-190 |
-0.5% |
110-230 |
High |
110-045 |
109-230 |
-0-135 |
-0.4% |
110-260 |
Low |
109-125 |
109-095 |
-0-030 |
-0.1% |
109-180 |
Close |
109-165 |
109-155 |
-0-010 |
0.0% |
110-030 |
Range |
0-240 |
0-135 |
-0-105 |
-43.8% |
1-080 |
ATR |
0-231 |
0-224 |
-0-007 |
-3.0% |
0-000 |
Volume |
246,372 |
183,687 |
-62,685 |
-25.4% |
254,563 |
|
Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-245 |
110-175 |
109-229 |
|
R3 |
110-110 |
110-040 |
109-192 |
|
R2 |
109-295 |
109-295 |
109-180 |
|
R1 |
109-225 |
109-225 |
109-167 |
109-222 |
PP |
109-160 |
109-160 |
109-160 |
109-159 |
S1 |
109-090 |
109-090 |
109-143 |
109-088 |
S2 |
109-025 |
109-025 |
109-130 |
|
S3 |
108-210 |
108-275 |
109-118 |
|
S4 |
108-075 |
108-140 |
109-081 |
|
|
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 |
110-200 |
109-095 |
1-105 |
1.2% |
0-186 |
0.5% |
14% |
False |
True |
121,682 |
10 |
112-140 |
109-095 |
3-045 |
2.9% |
0-214 |
0.6% |
6% |
False |
True |
72,966 |
20 |
112-260 |
109-095 |
3-165 |
3.2% |
0-236 |
0.7% |
5% |
False |
True |
40,160 |
40 |
114-030 |
109-095 |
4-255 |
4.4% |
0-224 |
0.6% |
4% |
False |
True |
20,666 |
60 |
115-075 |
109-095 |
5-300 |
5.4% |
0-199 |
0.6% |
3% |
False |
True |
13,785 |
80 |
117-265 |
109-095 |
8-170 |
7.8% |
0-151 |
0.4% |
2% |
False |
True |
10,339 |
100 |
118-055 |
109-095 |
8-280 |
8.1% |
0-121 |
0.3% |
2% |
False |
True |
8,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-164 |
2.618 |
110-263 |
1.618 |
110-128 |
1.000 |
110-045 |
0.618 |
109-313 |
HIGH |
109-230 |
0.618 |
109-178 |
0.500 |
109-162 |
0.382 |
109-147 |
LOW |
109-095 |
0.618 |
109-012 |
1.000 |
108-280 |
1.618 |
108-197 |
2.618 |
108-062 |
4.250 |
107-161 |
|
|
Fisher Pivots for day following 22-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
109-162 |
109-265 |
PP |
109-160 |
109-228 |
S1 |
109-158 |
109-192 |
|