ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
110-265 |
110-280 |
0-015 |
0.0% |
110-025 |
| High |
111-035 |
111-035 |
0-000 |
0.0% |
110-140 |
| Low |
110-180 |
110-245 |
0-065 |
0.2% |
109-095 |
| Close |
110-270 |
111-010 |
0-060 |
0.2% |
109-295 |
| Range |
0-175 |
0-110 |
-0-065 |
-37.1% |
1-045 |
| ATR |
0-221 |
0-213 |
-0-008 |
-3.6% |
0-000 |
| Volume |
1,647,285 |
1,908,070 |
260,785 |
15.8% |
6,244,061 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-000 |
111-275 |
111-070 |
|
| R3 |
111-210 |
111-165 |
111-040 |
|
| R2 |
111-100 |
111-100 |
111-030 |
|
| R1 |
111-055 |
111-055 |
111-020 |
111-078 |
| PP |
110-310 |
110-310 |
110-310 |
111-001 |
| S1 |
110-265 |
110-265 |
111-000 |
110-288 |
| S2 |
110-200 |
110-200 |
110-310 |
|
| S3 |
110-090 |
110-155 |
110-300 |
|
| S4 |
109-300 |
110-045 |
110-270 |
|
|
| 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% |
0-190 |
0.5% |
95% |
True |
False |
2,231,385 |
| 10 |
111-035 |
109-095 |
1-260 |
1.6% |
0-193 |
0.5% |
96% |
True |
False |
1,467,315 |
| 20 |
112-140 |
109-095 |
3-045 |
2.8% |
0-222 |
0.6% |
55% |
False |
False |
747,839 |
| 40 |
114-030 |
109-095 |
4-255 |
4.3% |
0-220 |
0.6% |
36% |
False |
False |
375,625 |
| 60 |
114-155 |
109-095 |
5-060 |
4.7% |
0-217 |
0.6% |
33% |
False |
False |
250,440 |
| 80 |
117-145 |
109-095 |
8-050 |
7.3% |
0-169 |
0.5% |
21% |
False |
False |
187,830 |
| 100 |
117-265 |
109-095 |
8-170 |
7.7% |
0-135 |
0.4% |
20% |
False |
False |
150,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-182 |
|
2.618 |
112-003 |
|
1.618 |
111-213 |
|
1.000 |
111-145 |
|
0.618 |
111-103 |
|
HIGH |
111-035 |
|
0.618 |
110-313 |
|
0.500 |
110-300 |
|
0.382 |
110-287 |
|
LOW |
110-245 |
|
0.618 |
110-177 |
|
1.000 |
110-135 |
|
1.618 |
110-067 |
|
2.618 |
109-277 |
|
4.250 |
109-098 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-000 |
110-273 |
| PP |
110-310 |
110-217 |
| S1 |
110-300 |
110-160 |
|