ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
110-290 |
110-160 |
-0-130 |
-0.4% |
109-300 |
| High |
111-125 |
110-170 |
-0-275 |
-0.8% |
111-125 |
| Low |
110-120 |
109-295 |
-0-145 |
-0.4% |
109-255 |
| Close |
110-185 |
109-305 |
-0-200 |
-0.6% |
110-185 |
| Range |
1-005 |
0-195 |
-0-130 |
-40.0% |
1-190 |
| ATR |
0-221 |
0-220 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,793,672 |
1,501,438 |
-292,234 |
-16.3% |
10,178,984 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-308 |
111-182 |
110-092 |
|
| R3 |
111-113 |
110-307 |
110-039 |
|
| R2 |
110-238 |
110-238 |
110-021 |
|
| R1 |
110-112 |
110-112 |
110-003 |
110-078 |
| PP |
110-043 |
110-043 |
110-043 |
110-026 |
| S1 |
109-237 |
109-237 |
109-287 |
109-202 |
| S2 |
109-168 |
109-168 |
109-269 |
|
| S3 |
108-293 |
109-042 |
109-251 |
|
| S4 |
108-098 |
108-167 |
109-198 |
|
|
| 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 |
109-285 |
1-160 |
1.4% |
0-227 |
0.6% |
4% |
False |
False |
1,802,296 |
| 10 |
111-125 |
109-095 |
2-030 |
1.9% |
0-206 |
0.6% |
31% |
False |
False |
1,767,811 |
| 20 |
112-140 |
109-095 |
3-045 |
2.9% |
0-215 |
0.6% |
21% |
False |
False |
911,772 |
| 40 |
114-030 |
109-095 |
4-255 |
4.4% |
0-221 |
0.6% |
14% |
False |
False |
457,939 |
| 60 |
114-100 |
109-095 |
5-005 |
4.6% |
0-219 |
0.6% |
13% |
False |
False |
305,355 |
| 80 |
117-145 |
109-095 |
8-050 |
7.4% |
0-174 |
0.5% |
8% |
False |
False |
229,019 |
| 100 |
117-265 |
109-095 |
8-170 |
7.8% |
0-140 |
0.4% |
8% |
False |
False |
183,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-039 |
|
2.618 |
112-041 |
|
1.618 |
111-166 |
|
1.000 |
111-045 |
|
0.618 |
110-291 |
|
HIGH |
110-170 |
|
0.618 |
110-096 |
|
0.500 |
110-072 |
|
0.382 |
110-049 |
|
LOW |
109-295 |
|
0.618 |
109-174 |
|
1.000 |
109-100 |
|
1.618 |
108-299 |
|
2.618 |
108-104 |
|
4.250 |
107-106 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-072 |
110-210 |
| PP |
110-043 |
110-135 |
| S1 |
110-014 |
110-060 |
|