ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
110-000 |
109-240 |
-0-080 |
-0.2% |
109-300 |
| High |
110-050 |
110-020 |
-0-030 |
-0.1% |
111-125 |
| Low |
109-195 |
109-190 |
-0-005 |
0.0% |
109-255 |
| Close |
109-220 |
109-315 |
0-095 |
0.3% |
110-185 |
| Range |
0-175 |
0-150 |
-0-025 |
-14.3% |
1-190 |
| ATR |
0-217 |
0-212 |
-0-005 |
-2.2% |
0-000 |
| Volume |
1,448,216 |
1,214,081 |
-234,135 |
-16.2% |
10,178,984 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-092 |
111-033 |
110-078 |
|
| R3 |
110-262 |
110-203 |
110-036 |
|
| R2 |
110-112 |
110-112 |
110-022 |
|
| R1 |
110-053 |
110-053 |
110-009 |
110-082 |
| PP |
109-282 |
109-282 |
109-282 |
109-296 |
| S1 |
109-223 |
109-223 |
109-301 |
109-252 |
| S2 |
109-132 |
109-132 |
109-288 |
|
| S3 |
108-302 |
109-073 |
109-274 |
|
| S4 |
108-152 |
108-243 |
109-232 |
|
|
| 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 |
109-190 |
1-255 |
1.6% |
0-191 |
0.5% |
22% |
False |
True |
1,573,095 |
| 10 |
111-125 |
109-185 |
1-260 |
1.6% |
0-194 |
0.6% |
22% |
False |
False |
1,921,774 |
| 20 |
112-140 |
109-095 |
3-045 |
2.9% |
0-214 |
0.6% |
22% |
False |
False |
1,043,784 |
| 40 |
114-030 |
109-095 |
4-255 |
4.4% |
0-219 |
0.6% |
14% |
False |
False |
524,485 |
| 60 |
114-100 |
109-095 |
5-005 |
4.6% |
0-220 |
0.6% |
14% |
False |
False |
349,727 |
| 80 |
116-160 |
109-095 |
7-065 |
6.5% |
0-177 |
0.5% |
10% |
False |
False |
262,298 |
| 100 |
117-265 |
109-095 |
8-170 |
7.8% |
0-143 |
0.4% |
8% |
False |
False |
209,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-018 |
|
2.618 |
111-093 |
|
1.618 |
110-263 |
|
1.000 |
110-170 |
|
0.618 |
110-113 |
|
HIGH |
110-020 |
|
0.618 |
109-283 |
|
0.500 |
109-265 |
|
0.382 |
109-247 |
|
LOW |
109-190 |
|
0.618 |
109-097 |
|
1.000 |
109-040 |
|
1.618 |
108-267 |
|
2.618 |
108-117 |
|
4.250 |
107-192 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-298 |
110-020 |
| PP |
109-282 |
110-012 |
| S1 |
109-265 |
110-003 |
|