ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
109-300 |
110-060 |
0-080 |
0.2% |
110-025 |
| High |
110-070 |
110-295 |
0-225 |
0.6% |
110-140 |
| Low |
109-255 |
109-285 |
0-030 |
0.1% |
109-095 |
| Close |
110-040 |
110-260 |
0-220 |
0.6% |
109-295 |
| Range |
0-135 |
1-010 |
0-195 |
144.4% |
1-045 |
| ATR |
0-217 |
0-225 |
0-008 |
3.7% |
0-000 |
| Volume |
2,668,941 |
2,161,016 |
-507,925 |
-19.0% |
6,244,061 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-203 |
113-082 |
111-122 |
|
| R3 |
112-193 |
112-072 |
111-031 |
|
| R2 |
111-183 |
111-183 |
111-000 |
|
| R1 |
111-062 |
111-062 |
110-290 |
111-122 |
| PP |
110-173 |
110-173 |
110-173 |
110-204 |
| S1 |
110-052 |
110-052 |
110-230 |
110-112 |
| S2 |
109-163 |
109-163 |
110-200 |
|
| S3 |
108-153 |
109-042 |
110-169 |
|
| S4 |
107-143 |
108-032 |
110-078 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-098 |
112-242 |
110-176 |
|
| R3 |
112-053 |
111-197 |
110-075 |
|
| R2 |
111-008 |
111-008 |
110-042 |
|
| R1 |
110-152 |
110-152 |
110-008 |
110-058 |
| PP |
109-283 |
109-283 |
109-283 |
109-236 |
| S1 |
109-107 |
109-107 |
109-262 |
109-012 |
| S2 |
108-238 |
108-238 |
109-228 |
|
| S3 |
107-193 |
108-062 |
109-195 |
|
| S4 |
106-148 |
107-017 |
109-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-295 |
109-140 |
1-155 |
1.3% |
0-225 |
0.6% |
93% |
True |
False |
2,128,791 |
| 10 |
110-295 |
109-095 |
1-200 |
1.5% |
0-206 |
0.6% |
93% |
True |
False |
1,125,236 |
| 20 |
112-140 |
109-095 |
3-045 |
2.8% |
0-232 |
0.7% |
48% |
False |
False |
571,305 |
| 40 |
114-030 |
109-095 |
4-255 |
4.3% |
0-228 |
0.6% |
32% |
False |
False |
286,748 |
| 60 |
114-155 |
109-095 |
5-060 |
4.7% |
0-213 |
0.6% |
29% |
False |
False |
191,184 |
| 80 |
117-145 |
109-095 |
8-050 |
7.4% |
0-165 |
0.5% |
19% |
False |
False |
143,388 |
| 100 |
117-265 |
109-095 |
8-170 |
7.7% |
0-132 |
0.4% |
18% |
False |
False |
114,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-098 |
|
2.618 |
113-199 |
|
1.618 |
112-189 |
|
1.000 |
111-305 |
|
0.618 |
111-179 |
|
HIGH |
110-295 |
|
0.618 |
110-169 |
|
0.500 |
110-130 |
|
0.382 |
110-091 |
|
LOW |
109-285 |
|
0.618 |
109-081 |
|
1.000 |
108-275 |
|
1.618 |
108-071 |
|
2.618 |
107-061 |
|
4.250 |
105-162 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-217 |
110-200 |
| PP |
110-173 |
110-140 |
| S1 |
110-130 |
110-080 |
|