ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
110-000 |
109-235 |
-0-085 |
-0.2% |
109-255 |
High |
110-075 |
109-285 |
-0-110 |
-0.3% |
110-075 |
Low |
109-225 |
109-125 |
-0-100 |
-0.3% |
109-030 |
Close |
109-240 |
109-165 |
-0-075 |
-0.2% |
109-165 |
Range |
0-170 |
0-160 |
-0-010 |
-5.9% |
1-045 |
ATR |
0-198 |
0-196 |
-0-003 |
-1.4% |
0-000 |
Volume |
1,511,888 |
1,291,658 |
-220,230 |
-14.6% |
6,344,037 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-032 |
110-258 |
109-253 |
|
R3 |
110-192 |
110-098 |
109-209 |
|
R2 |
110-032 |
110-032 |
109-194 |
|
R1 |
109-258 |
109-258 |
109-180 |
109-225 |
PP |
109-192 |
109-192 |
109-192 |
109-175 |
S1 |
109-098 |
109-098 |
109-150 |
109-065 |
S2 |
109-032 |
109-032 |
109-136 |
|
S3 |
108-192 |
108-258 |
109-121 |
|
S4 |
108-032 |
108-098 |
109-077 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-012 |
112-133 |
110-046 |
|
R3 |
111-287 |
111-088 |
109-265 |
|
R2 |
110-242 |
110-242 |
109-232 |
|
R1 |
110-043 |
110-043 |
109-198 |
109-280 |
PP |
109-197 |
109-197 |
109-197 |
109-155 |
S1 |
108-318 |
108-318 |
109-132 |
108-235 |
S2 |
108-152 |
108-152 |
109-098 |
|
S3 |
107-107 |
107-273 |
109-065 |
|
S4 |
106-062 |
106-228 |
108-284 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-075 |
109-030 |
1-045 |
1.0% |
0-164 |
0.5% |
37% |
False |
False |
1,268,807 |
10 |
111-125 |
109-030 |
2-095 |
2.1% |
0-182 |
0.5% |
18% |
False |
False |
1,335,670 |
20 |
111-125 |
109-030 |
2-095 |
2.1% |
0-187 |
0.5% |
18% |
False |
False |
1,401,492 |
40 |
113-045 |
109-030 |
4-015 |
3.7% |
0-210 |
0.6% |
10% |
False |
False |
709,108 |
60 |
114-030 |
109-030 |
5-000 |
4.6% |
0-212 |
0.6% |
8% |
False |
False |
473,045 |
80 |
115-075 |
109-030 |
6-045 |
5.6% |
0-189 |
0.5% |
7% |
False |
False |
354,789 |
100 |
117-265 |
109-030 |
8-235 |
8.0% |
0-153 |
0.4% |
5% |
False |
False |
283,831 |
120 |
118-055 |
109-030 |
9-025 |
8.3% |
0-128 |
0.4% |
5% |
False |
False |
236,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-005 |
2.618 |
111-064 |
1.618 |
110-224 |
1.000 |
110-125 |
0.618 |
110-064 |
HIGH |
109-285 |
0.618 |
109-224 |
0.500 |
109-205 |
0.382 |
109-186 |
LOW |
109-125 |
0.618 |
109-026 |
1.000 |
108-285 |
1.618 |
108-186 |
2.618 |
108-026 |
4.250 |
107-085 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-205 |
109-212 |
PP |
109-192 |
109-197 |
S1 |
109-178 |
109-181 |
|