ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-245 |
109-250 |
0-005 |
0.0% |
110-160 |
High |
109-285 |
110-045 |
0-080 |
0.2% |
110-170 |
Low |
109-220 |
109-030 |
-0-190 |
-0.5% |
109-190 |
Close |
109-280 |
110-005 |
0-045 |
0.1% |
109-295 |
Range |
0-065 |
1-015 |
0-270 |
415.4% |
0-300 |
ATR |
0-190 |
0-201 |
0-010 |
5.4% |
0-000 |
Volume |
1,010,007 |
1,562,522 |
552,515 |
54.7% |
5,218,991 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-285 |
112-160 |
110-189 |
|
R3 |
111-270 |
111-145 |
110-097 |
|
R2 |
110-255 |
110-255 |
110-066 |
|
R1 |
110-130 |
110-130 |
110-036 |
110-192 |
PP |
109-240 |
109-240 |
109-240 |
109-271 |
S1 |
109-115 |
109-115 |
109-294 |
109-178 |
S2 |
108-225 |
108-225 |
109-264 |
|
S3 |
107-210 |
108-100 |
109-233 |
|
S4 |
106-195 |
107-085 |
109-141 |
|
|
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 |
109-030 |
1-075 |
1.1% |
0-158 |
0.4% |
75% |
False |
True |
1,161,965 |
10 |
111-125 |
109-030 |
2-095 |
2.1% |
0-177 |
0.5% |
40% |
False |
True |
1,410,850 |
20 |
111-125 |
109-030 |
2-095 |
2.1% |
0-191 |
0.5% |
40% |
False |
True |
1,268,043 |
40 |
113-270 |
109-030 |
4-240 |
4.3% |
0-213 |
0.6% |
19% |
False |
True |
639,244 |
60 |
114-030 |
109-030 |
5-000 |
4.5% |
0-212 |
0.6% |
18% |
False |
True |
426,320 |
80 |
115-075 |
109-030 |
6-045 |
5.6% |
0-185 |
0.5% |
15% |
False |
True |
319,744 |
100 |
117-265 |
109-030 |
8-235 |
7.9% |
0-150 |
0.4% |
11% |
False |
True |
255,795 |
120 |
118-055 |
109-030 |
9-025 |
8.3% |
0-125 |
0.4% |
10% |
False |
True |
213,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-189 |
2.618 |
112-282 |
1.618 |
111-267 |
1.000 |
111-060 |
0.618 |
110-252 |
HIGH |
110-045 |
0.618 |
109-237 |
0.500 |
109-198 |
0.382 |
109-158 |
LOW |
109-030 |
0.618 |
108-143 |
1.000 |
108-015 |
1.618 |
107-128 |
2.618 |
106-113 |
4.250 |
104-206 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-282 |
109-282 |
PP |
109-240 |
109-240 |
S1 |
109-198 |
109-198 |
|