ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
110-060 |
110-265 |
0-205 |
0.6% |
110-025 |
| High |
110-295 |
111-035 |
0-060 |
0.2% |
110-140 |
| Low |
109-285 |
110-180 |
0-215 |
0.6% |
109-095 |
| Close |
110-260 |
110-270 |
0-010 |
0.0% |
109-295 |
| Range |
1-010 |
0-175 |
-0-155 |
-47.0% |
1-045 |
| ATR |
0-225 |
0-221 |
-0-004 |
-1.6% |
0-000 |
| Volume |
2,161,016 |
1,647,285 |
-513,731 |
-23.8% |
6,244,061 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-153 |
112-067 |
111-046 |
|
| R3 |
111-298 |
111-212 |
110-318 |
|
| R2 |
111-123 |
111-123 |
110-302 |
|
| R1 |
111-037 |
111-037 |
110-286 |
111-080 |
| PP |
110-268 |
110-268 |
110-268 |
110-290 |
| S1 |
110-182 |
110-182 |
110-254 |
110-225 |
| S2 |
110-093 |
110-093 |
110-238 |
|
| S3 |
109-238 |
110-007 |
110-222 |
|
| S4 |
109-063 |
109-152 |
110-174 |
|
|
| 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 |
111-035 |
109-185 |
1-170 |
1.4% |
0-197 |
0.6% |
83% |
True |
False |
2,270,454 |
| 10 |
111-035 |
109-095 |
1-260 |
1.6% |
0-199 |
0.6% |
85% |
True |
False |
1,282,788 |
| 20 |
112-140 |
109-095 |
3-045 |
2.8% |
0-228 |
0.6% |
49% |
False |
False |
653,139 |
| 40 |
114-030 |
109-095 |
4-255 |
4.3% |
0-226 |
0.6% |
32% |
False |
False |
327,930 |
| 60 |
114-155 |
109-095 |
5-060 |
4.7% |
0-216 |
0.6% |
30% |
False |
False |
218,639 |
| 80 |
117-145 |
109-095 |
8-050 |
7.4% |
0-167 |
0.5% |
19% |
False |
False |
163,979 |
| 100 |
117-265 |
109-095 |
8-170 |
7.7% |
0-134 |
0.4% |
18% |
False |
False |
131,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-139 |
|
2.618 |
112-173 |
|
1.618 |
111-318 |
|
1.000 |
111-210 |
|
0.618 |
111-143 |
|
HIGH |
111-035 |
|
0.618 |
110-288 |
|
0.500 |
110-268 |
|
0.382 |
110-247 |
|
LOW |
110-180 |
|
0.618 |
110-072 |
|
1.000 |
110-005 |
|
1.618 |
109-217 |
|
2.618 |
109-042 |
|
4.250 |
108-076 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-269 |
110-228 |
| PP |
110-268 |
110-187 |
| S1 |
110-268 |
110-145 |
|