ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-255 |
109-245 |
-0-010 |
0.0% |
110-160 |
High |
109-290 |
109-285 |
-0-005 |
0.0% |
110-170 |
Low |
109-200 |
109-220 |
0-020 |
0.1% |
109-190 |
Close |
109-250 |
109-280 |
0-030 |
0.1% |
109-295 |
Range |
0-090 |
0-065 |
-0-025 |
-27.8% |
0-300 |
ATR |
0-200 |
0-190 |
-0-010 |
-4.8% |
0-000 |
Volume |
967,962 |
1,010,007 |
42,045 |
4.3% |
5,218,991 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-137 |
110-113 |
109-316 |
|
R3 |
110-072 |
110-048 |
109-298 |
|
R2 |
110-007 |
110-007 |
109-292 |
|
R1 |
109-303 |
109-303 |
109-286 |
109-315 |
PP |
109-262 |
109-262 |
109-262 |
109-268 |
S1 |
109-238 |
109-238 |
109-274 |
109-250 |
S2 |
109-197 |
109-197 |
109-268 |
|
S3 |
109-132 |
109-173 |
109-262 |
|
S4 |
109-067 |
109-108 |
109-244 |
|
|
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 |
110-105 |
109-190 |
0-235 |
0.7% |
0-126 |
0.4% |
38% |
False |
False |
1,139,104 |
10 |
111-125 |
109-190 |
1-255 |
1.6% |
0-176 |
0.5% |
16% |
False |
False |
1,470,700 |
20 |
111-125 |
109-095 |
2-030 |
1.9% |
0-189 |
0.5% |
28% |
False |
False |
1,192,464 |
40 |
114-030 |
109-095 |
4-255 |
4.4% |
0-212 |
0.6% |
12% |
False |
False |
600,228 |
60 |
114-050 |
109-095 |
4-275 |
4.4% |
0-210 |
0.6% |
12% |
False |
False |
400,279 |
80 |
115-075 |
109-095 |
5-300 |
5.4% |
0-181 |
0.5% |
10% |
False |
False |
300,213 |
100 |
117-265 |
109-095 |
8-170 |
7.8% |
0-146 |
0.4% |
7% |
False |
False |
240,170 |
120 |
118-055 |
109-095 |
8-280 |
8.1% |
0-122 |
0.3% |
7% |
False |
False |
200,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-241 |
2.618 |
110-135 |
1.618 |
110-070 |
1.000 |
110-030 |
0.618 |
110-005 |
HIGH |
109-285 |
0.618 |
109-260 |
0.500 |
109-252 |
0.382 |
109-245 |
LOW |
109-220 |
0.618 |
109-180 |
1.000 |
109-155 |
1.618 |
109-115 |
2.618 |
109-050 |
4.250 |
108-264 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-271 |
109-312 |
PP |
109-262 |
109-302 |
S1 |
109-252 |
109-291 |
|