ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
109-155 |
109-140 |
-0-015 |
0.0% |
110-230 |
| High |
109-230 |
110-135 |
0-225 |
0.6% |
110-260 |
| Low |
109-095 |
109-140 |
0-045 |
0.1% |
109-180 |
| Close |
109-155 |
110-110 |
0-275 |
0.8% |
110-030 |
| Range |
0-135 |
0-315 |
0-180 |
133.3% |
1-080 |
| ATR |
0-224 |
0-231 |
0-006 |
2.9% |
0-000 |
| Volume |
183,687 |
938,974 |
755,287 |
411.2% |
254,563 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-007 |
112-213 |
110-283 |
|
| R3 |
112-012 |
111-218 |
110-197 |
|
| R2 |
111-017 |
111-017 |
110-168 |
|
| R1 |
110-223 |
110-223 |
110-139 |
110-280 |
| PP |
110-022 |
110-022 |
110-022 |
110-050 |
| S1 |
109-228 |
109-228 |
110-081 |
109-285 |
| S2 |
109-027 |
109-027 |
110-052 |
|
| S3 |
108-032 |
108-233 |
110-023 |
|
| S4 |
107-037 |
107-238 |
109-257 |
|
|
| 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 |
110-135 |
109-095 |
1-040 |
1.0% |
0-201 |
0.6% |
93% |
True |
False |
295,123 |
| 10 |
112-140 |
109-095 |
3-045 |
2.8% |
0-235 |
0.7% |
33% |
False |
False |
165,794 |
| 20 |
112-260 |
109-095 |
3-165 |
3.2% |
0-244 |
0.7% |
30% |
False |
False |
87,006 |
| 40 |
114-030 |
109-095 |
4-255 |
4.3% |
0-227 |
0.6% |
22% |
False |
False |
44,140 |
| 60 |
115-075 |
109-095 |
5-300 |
5.4% |
0-204 |
0.6% |
18% |
False |
False |
29,434 |
| 80 |
117-265 |
109-095 |
8-170 |
7.7% |
0-155 |
0.4% |
12% |
False |
False |
22,076 |
| 100 |
118-055 |
109-095 |
8-280 |
8.0% |
0-124 |
0.4% |
12% |
False |
False |
17,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-194 |
|
2.618 |
113-000 |
|
1.618 |
112-005 |
|
1.000 |
111-130 |
|
0.618 |
111-010 |
|
HIGH |
110-135 |
|
0.618 |
110-015 |
|
0.500 |
109-298 |
|
0.382 |
109-260 |
|
LOW |
109-140 |
|
0.618 |
108-265 |
|
1.000 |
108-145 |
|
1.618 |
107-270 |
|
2.618 |
106-275 |
|
4.250 |
105-081 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-066 |
110-058 |
| PP |
110-022 |
110-007 |
| S1 |
109-298 |
109-275 |
|