ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-250 |
110-000 |
0-070 |
0.2% |
110-160 |
High |
110-045 |
110-075 |
0-030 |
0.1% |
110-170 |
Low |
109-030 |
109-225 |
0-195 |
0.6% |
109-190 |
Close |
110-005 |
109-240 |
-0-085 |
-0.2% |
109-295 |
Range |
1-015 |
0-170 |
-0-165 |
-49.3% |
0-300 |
ATR |
0-201 |
0-198 |
-0-002 |
-1.1% |
0-000 |
Volume |
1,562,522 |
1,511,888 |
-50,634 |
-3.2% |
5,218,991 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-157 |
111-048 |
110-014 |
|
R3 |
110-307 |
110-198 |
109-287 |
|
R2 |
110-137 |
110-137 |
109-271 |
|
R1 |
110-028 |
110-028 |
109-256 |
109-318 |
PP |
109-287 |
109-287 |
109-287 |
109-271 |
S1 |
109-178 |
109-178 |
109-224 |
109-148 |
S2 |
109-117 |
109-117 |
109-209 |
|
S3 |
108-267 |
109-008 |
109-193 |
|
S4 |
108-097 |
108-158 |
109-146 |
|
|
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% |
0-162 |
0.5% |
53% |
False |
False |
1,221,527 |
10 |
111-125 |
109-030 |
2-095 |
2.1% |
0-176 |
0.5% |
29% |
False |
False |
1,397,311 |
20 |
111-125 |
109-030 |
2-095 |
2.1% |
0-188 |
0.5% |
29% |
False |
False |
1,340,050 |
40 |
113-185 |
109-030 |
4-155 |
4.1% |
0-213 |
0.6% |
15% |
False |
False |
676,946 |
60 |
114-030 |
109-030 |
5-000 |
4.6% |
0-212 |
0.6% |
13% |
False |
False |
451,518 |
80 |
115-075 |
109-030 |
6-045 |
5.6% |
0-187 |
0.5% |
11% |
False |
False |
338,643 |
100 |
117-265 |
109-030 |
8-235 |
8.0% |
0-151 |
0.4% |
8% |
False |
False |
270,914 |
120 |
118-055 |
109-030 |
9-025 |
8.3% |
0-126 |
0.4% |
7% |
False |
False |
225,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-158 |
2.618 |
111-200 |
1.618 |
111-030 |
1.000 |
110-245 |
0.618 |
110-180 |
HIGH |
110-075 |
0.618 |
110-010 |
0.500 |
109-310 |
0.382 |
109-290 |
LOW |
109-225 |
0.618 |
109-120 |
1.000 |
109-055 |
1.618 |
108-270 |
2.618 |
108-100 |
4.250 |
107-142 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-310 |
109-231 |
PP |
109-287 |
109-222 |
S1 |
109-263 |
109-212 |
|