ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
109-140 |
110-090 |
0-270 |
0.8% |
110-230 |
| High |
110-135 |
110-140 |
0-005 |
0.0% |
110-260 |
| Low |
109-140 |
109-315 |
0-175 |
0.5% |
109-180 |
| Close |
110-110 |
110-015 |
-0-095 |
-0.3% |
110-030 |
| Range |
0-315 |
0-145 |
-0-170 |
-54.0% |
1-080 |
| ATR |
0-231 |
0-225 |
-0-006 |
-2.7% |
0-000 |
| Volume |
938,974 |
2,103,414 |
1,164,440 |
124.0% |
254,563 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-165 |
111-075 |
110-095 |
|
| R3 |
111-020 |
110-250 |
110-055 |
|
| R2 |
110-195 |
110-195 |
110-042 |
|
| R1 |
110-105 |
110-105 |
110-028 |
110-078 |
| PP |
110-050 |
110-050 |
110-050 |
110-036 |
| S1 |
109-280 |
109-280 |
110-002 |
109-252 |
| S2 |
109-225 |
109-225 |
109-308 |
|
| S3 |
109-080 |
109-135 |
109-295 |
|
| S4 |
108-255 |
108-310 |
109-255 |
|
|
| 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 |
110-140 |
109-095 |
1-045 |
1.0% |
0-196 |
0.6% |
66% |
True |
False |
703,246 |
| 10 |
111-135 |
109-095 |
2-040 |
1.9% |
0-210 |
0.6% |
35% |
False |
False |
374,575 |
| 20 |
112-140 |
109-095 |
3-045 |
2.9% |
0-230 |
0.7% |
24% |
False |
False |
191,916 |
| 40 |
114-030 |
109-095 |
4-255 |
4.4% |
0-227 |
0.6% |
16% |
False |
False |
96,714 |
| 60 |
115-075 |
109-095 |
5-300 |
5.4% |
0-203 |
0.6% |
13% |
False |
False |
64,491 |
| 80 |
117-265 |
109-095 |
8-170 |
7.8% |
0-157 |
0.4% |
9% |
False |
False |
48,368 |
| 100 |
118-055 |
109-095 |
8-280 |
8.1% |
0-125 |
0.4% |
8% |
False |
False |
38,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-116 |
|
2.618 |
111-200 |
|
1.618 |
111-055 |
|
1.000 |
110-285 |
|
0.618 |
110-230 |
|
HIGH |
110-140 |
|
0.618 |
110-085 |
|
0.500 |
110-068 |
|
0.382 |
110-050 |
|
LOW |
109-315 |
|
0.618 |
109-225 |
|
1.000 |
109-170 |
|
1.618 |
109-080 |
|
2.618 |
108-255 |
|
4.250 |
108-019 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-068 |
109-316 |
| PP |
110-050 |
109-297 |
| S1 |
110-032 |
109-278 |
|