ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
110-010 |
109-255 |
-0-075 |
-0.2% |
110-160 |
High |
110-105 |
109-290 |
-0-135 |
-0.4% |
110-170 |
Low |
109-275 |
109-200 |
-0-075 |
-0.2% |
109-190 |
Close |
109-295 |
109-250 |
-0-045 |
-0.1% |
109-295 |
Range |
0-150 |
0-090 |
-0-060 |
-40.0% |
0-300 |
ATR |
0-208 |
0-200 |
-0-008 |
-3.9% |
0-000 |
Volume |
1,055,256 |
967,962 |
-87,294 |
-8.3% |
5,218,991 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-197 |
110-153 |
109-300 |
|
R3 |
110-107 |
110-063 |
109-275 |
|
R2 |
110-017 |
110-017 |
109-266 |
|
R1 |
109-293 |
109-293 |
109-258 |
109-270 |
PP |
109-247 |
109-247 |
109-247 |
109-235 |
S1 |
109-203 |
109-203 |
109-242 |
109-180 |
S2 |
109-157 |
109-157 |
109-234 |
|
S3 |
109-067 |
109-113 |
109-225 |
|
S4 |
108-297 |
109-023 |
109-200 |
|
|
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 |
110-170 |
109-190 |
0-300 |
0.9% |
0-152 |
0.4% |
20% |
False |
False |
1,237,390 |
10 |
111-125 |
109-190 |
1-255 |
1.6% |
0-184 |
0.5% |
10% |
False |
False |
1,636,593 |
20 |
111-125 |
109-095 |
2-030 |
1.9% |
0-194 |
0.6% |
23% |
False |
False |
1,143,228 |
40 |
114-030 |
109-095 |
4-255 |
4.4% |
0-214 |
0.6% |
10% |
False |
False |
574,988 |
60 |
114-050 |
109-095 |
4-275 |
4.4% |
0-212 |
0.6% |
10% |
False |
False |
383,445 |
80 |
115-265 |
109-095 |
6-170 |
5.9% |
0-180 |
0.5% |
7% |
False |
False |
287,588 |
100 |
117-265 |
109-095 |
8-170 |
7.8% |
0-146 |
0.4% |
6% |
False |
False |
230,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-032 |
2.618 |
110-206 |
1.618 |
110-116 |
1.000 |
110-060 |
0.618 |
110-026 |
HIGH |
109-290 |
0.618 |
109-256 |
0.500 |
109-245 |
0.382 |
109-234 |
LOW |
109-200 |
0.618 |
109-144 |
1.000 |
109-110 |
1.618 |
109-054 |
2.618 |
108-284 |
4.250 |
108-138 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-248 |
109-308 |
PP |
109-247 |
109-288 |
S1 |
109-245 |
109-269 |
|