ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
110-160 |
110-000 |
-0-160 |
-0.5% |
109-300 |
High |
110-170 |
110-050 |
-0-120 |
-0.3% |
111-125 |
Low |
109-295 |
109-195 |
-0-100 |
-0.3% |
109-255 |
Close |
109-305 |
109-220 |
-0-085 |
-0.2% |
110-185 |
Range |
0-195 |
0-175 |
-0-020 |
-10.3% |
1-190 |
ATR |
0-220 |
0-217 |
-0-003 |
-1.5% |
0-000 |
Volume |
1,501,438 |
1,448,216 |
-53,222 |
-3.5% |
10,178,984 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-147 |
111-038 |
109-316 |
|
R3 |
110-292 |
110-183 |
109-268 |
|
R2 |
110-117 |
110-117 |
109-252 |
|
R1 |
110-008 |
110-008 |
109-236 |
109-295 |
PP |
109-262 |
109-262 |
109-262 |
109-245 |
S1 |
109-153 |
109-153 |
109-204 |
109-120 |
S2 |
109-087 |
109-087 |
109-188 |
|
S3 |
108-232 |
108-298 |
109-172 |
|
S4 |
108-057 |
108-123 |
109-124 |
|
|
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 |
109-195 |
1-250 |
1.6% |
0-196 |
0.6% |
4% |
False |
True |
1,659,736 |
10 |
111-125 |
109-140 |
1-305 |
1.8% |
0-210 |
0.6% |
13% |
False |
False |
1,894,264 |
20 |
112-140 |
109-095 |
3-045 |
2.9% |
0-212 |
0.6% |
12% |
False |
False |
983,615 |
40 |
114-030 |
109-095 |
4-255 |
4.4% |
0-223 |
0.6% |
8% |
False |
False |
494,144 |
60 |
114-100 |
109-095 |
5-005 |
4.6% |
0-219 |
0.6% |
8% |
False |
False |
329,492 |
80 |
116-225 |
109-095 |
7-130 |
6.8% |
0-175 |
0.5% |
5% |
False |
False |
247,122 |
100 |
117-265 |
109-095 |
8-170 |
7.8% |
0-142 |
0.4% |
5% |
False |
False |
197,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-154 |
2.618 |
111-188 |
1.618 |
111-013 |
1.000 |
110-225 |
0.618 |
110-158 |
HIGH |
110-050 |
0.618 |
109-303 |
0.500 |
109-282 |
0.382 |
109-262 |
LOW |
109-195 |
0.618 |
109-087 |
1.000 |
109-020 |
1.618 |
108-232 |
2.618 |
108-057 |
4.250 |
107-091 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-282 |
110-160 |
PP |
109-262 |
110-073 |
S1 |
109-241 |
109-307 |
|