ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
109-240 |
110-010 |
0-090 |
0.3% |
110-160 |
| High |
110-020 |
110-105 |
0-085 |
0.2% |
110-170 |
| Low |
109-190 |
109-275 |
0-085 |
0.2% |
109-190 |
| Close |
109-315 |
109-295 |
-0-020 |
-0.1% |
109-295 |
| Range |
0-150 |
0-150 |
0-000 |
0.0% |
0-300 |
| ATR |
0-212 |
0-208 |
-0-004 |
-2.1% |
0-000 |
| Volume |
1,214,081 |
1,055,256 |
-158,825 |
-13.1% |
5,218,991 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-142 |
111-048 |
110-058 |
|
| R3 |
110-312 |
110-218 |
110-016 |
|
| R2 |
110-162 |
110-162 |
110-002 |
|
| R1 |
110-068 |
110-068 |
109-309 |
110-040 |
| PP |
110-012 |
110-012 |
110-012 |
109-318 |
| S1 |
109-238 |
109-238 |
109-281 |
109-210 |
| S2 |
109-182 |
109-182 |
109-268 |
|
| S3 |
109-032 |
109-088 |
109-254 |
|
| S4 |
108-202 |
108-258 |
109-212 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-265 |
112-100 |
110-140 |
|
| R3 |
111-285 |
111-120 |
110-058 |
|
| R2 |
110-305 |
110-305 |
110-030 |
|
| R1 |
110-140 |
110-140 |
110-002 |
110-072 |
| PP |
110-005 |
110-005 |
110-005 |
109-291 |
| S1 |
109-160 |
109-160 |
109-268 |
109-092 |
| S2 |
109-025 |
109-025 |
109-240 |
|
| S3 |
108-045 |
108-180 |
109-212 |
|
| S4 |
107-065 |
107-200 |
109-130 |
|
|
| 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% |
0-199 |
0.6% |
18% |
False |
False |
1,402,532 |
| 10 |
111-125 |
109-185 |
1-260 |
1.6% |
0-194 |
0.6% |
19% |
False |
False |
1,816,958 |
| 20 |
111-135 |
109-095 |
2-040 |
1.9% |
0-202 |
0.6% |
29% |
False |
False |
1,095,767 |
| 40 |
114-030 |
109-095 |
4-255 |
4.4% |
0-216 |
0.6% |
13% |
False |
False |
550,801 |
| 60 |
114-050 |
109-095 |
4-275 |
4.4% |
0-217 |
0.6% |
13% |
False |
False |
367,314 |
| 80 |
116-055 |
109-095 |
6-280 |
6.3% |
0-179 |
0.5% |
9% |
False |
False |
275,488 |
| 100 |
117-265 |
109-095 |
8-170 |
7.8% |
0-145 |
0.4% |
7% |
False |
False |
220,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-102 |
|
2.618 |
111-178 |
|
1.618 |
111-028 |
|
1.000 |
110-255 |
|
0.618 |
110-198 |
|
HIGH |
110-105 |
|
0.618 |
110-048 |
|
0.500 |
110-030 |
|
0.382 |
110-012 |
|
LOW |
109-275 |
|
0.618 |
109-182 |
|
1.000 |
109-125 |
|
1.618 |
109-032 |
|
2.618 |
108-202 |
|
4.250 |
107-278 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-030 |
109-308 |
| PP |
110-012 |
109-303 |
| S1 |
109-313 |
109-299 |
|