ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
110-280 |
110-290 |
0-010 |
0.0% |
109-300 |
| High |
111-035 |
111-125 |
0-090 |
0.3% |
111-125 |
| Low |
110-245 |
110-120 |
-0-125 |
-0.4% |
109-255 |
| Close |
111-010 |
110-185 |
-0-145 |
-0.4% |
110-185 |
| Range |
0-110 |
1-005 |
0-215 |
195.5% |
1-190 |
| ATR |
0-213 |
0-221 |
0-008 |
3.7% |
0-000 |
| Volume |
1,908,070 |
1,793,672 |
-114,398 |
-6.0% |
10,178,984 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-265 |
113-070 |
111-044 |
|
| R3 |
112-260 |
112-065 |
110-274 |
|
| R2 |
111-255 |
111-255 |
110-245 |
|
| R1 |
111-060 |
111-060 |
110-215 |
110-315 |
| PP |
110-250 |
110-250 |
110-250 |
110-218 |
| S1 |
110-055 |
110-055 |
110-155 |
109-310 |
| S2 |
109-245 |
109-245 |
110-125 |
|
| S3 |
108-240 |
109-050 |
110-096 |
|
| S4 |
107-235 |
108-045 |
110-006 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-118 |
114-182 |
111-146 |
|
| R3 |
113-248 |
112-312 |
111-005 |
|
| R2 |
112-058 |
112-058 |
110-278 |
|
| R1 |
111-122 |
111-122 |
110-232 |
111-250 |
| PP |
110-188 |
110-188 |
110-188 |
110-252 |
| S1 |
109-252 |
109-252 |
110-138 |
110-060 |
| S2 |
108-318 |
108-318 |
110-092 |
|
| S3 |
107-128 |
108-062 |
110-045 |
|
| S4 |
105-258 |
106-192 |
109-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-125 |
109-255 |
1-190 |
1.4% |
0-215 |
0.6% |
49% |
True |
False |
2,035,796 |
| 10 |
111-125 |
109-095 |
2-030 |
1.9% |
0-211 |
0.6% |
61% |
True |
False |
1,642,304 |
| 20 |
112-140 |
109-095 |
3-045 |
2.8% |
0-214 |
0.6% |
41% |
False |
False |
836,948 |
| 40 |
114-030 |
109-095 |
4-255 |
4.3% |
0-223 |
0.6% |
27% |
False |
False |
420,438 |
| 60 |
114-100 |
109-095 |
5-005 |
4.5% |
0-219 |
0.6% |
26% |
False |
False |
280,332 |
| 80 |
117-145 |
109-095 |
8-050 |
7.4% |
0-171 |
0.5% |
16% |
False |
False |
210,251 |
| 100 |
117-265 |
109-095 |
8-170 |
7.7% |
0-138 |
0.4% |
15% |
False |
False |
168,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-226 |
|
2.618 |
114-016 |
|
1.618 |
113-011 |
|
1.000 |
112-130 |
|
0.618 |
112-006 |
|
HIGH |
111-125 |
|
0.618 |
111-001 |
|
0.500 |
110-282 |
|
0.382 |
110-244 |
|
LOW |
110-120 |
|
0.618 |
109-239 |
|
1.000 |
109-115 |
|
1.618 |
108-234 |
|
2.618 |
107-229 |
|
4.250 |
106-019 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-282 |
110-282 |
| PP |
110-250 |
110-250 |
| S1 |
110-218 |
110-218 |
|