ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
111-000 |
110-265 |
-0-055 |
-0.2% |
112-080 |
| High |
111-075 |
110-270 |
-0-125 |
-0.4% |
112-175 |
| Low |
110-150 |
110-055 |
-0-095 |
-0.3% |
110-255 |
| Close |
110-255 |
110-075 |
-0-180 |
-0.5% |
111-110 |
| Range |
0-245 |
0-215 |
-0-030 |
-12.2% |
1-240 |
| ATR |
0-236 |
0-234 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,860,148 |
1,945,613 |
85,465 |
4.6% |
7,646,365 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-138 |
112-002 |
110-193 |
|
| R3 |
111-243 |
111-107 |
110-134 |
|
| R2 |
111-028 |
111-028 |
110-114 |
|
| R1 |
110-212 |
110-212 |
110-095 |
110-172 |
| PP |
110-133 |
110-133 |
110-133 |
110-114 |
| S1 |
109-317 |
109-317 |
110-055 |
109-278 |
| S2 |
109-238 |
109-238 |
110-036 |
|
| S3 |
109-023 |
109-102 |
110-016 |
|
| S4 |
108-128 |
108-207 |
109-277 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-260 |
115-265 |
112-098 |
|
| R3 |
115-020 |
114-025 |
111-264 |
|
| R2 |
113-100 |
113-100 |
111-213 |
|
| R1 |
112-105 |
112-105 |
111-161 |
111-302 |
| PP |
111-180 |
111-180 |
111-180 |
111-119 |
| S1 |
110-185 |
110-185 |
111-059 |
110-062 |
| S2 |
109-260 |
109-260 |
111-007 |
|
| S3 |
108-020 |
108-265 |
110-276 |
|
| S4 |
106-100 |
107-025 |
110-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-210 |
110-055 |
1-155 |
1.3% |
0-226 |
0.6% |
4% |
False |
True |
1,748,521 |
| 10 |
112-175 |
110-055 |
2-120 |
2.2% |
0-219 |
0.6% |
3% |
False |
True |
1,567,490 |
| 20 |
113-080 |
110-055 |
3-025 |
2.8% |
0-224 |
0.6% |
2% |
False |
True |
1,508,821 |
| 40 |
114-025 |
110-050 |
3-295 |
3.6% |
0-241 |
0.7% |
2% |
False |
False |
1,547,325 |
| 60 |
117-115 |
110-050 |
7-065 |
6.5% |
0-241 |
0.7% |
1% |
False |
False |
1,371,677 |
| 80 |
117-260 |
110-050 |
7-210 |
6.9% |
0-244 |
0.7% |
1% |
False |
False |
1,029,990 |
| 100 |
117-260 |
110-050 |
7-210 |
6.9% |
0-272 |
0.8% |
1% |
False |
False |
824,046 |
| 120 |
117-260 |
110-050 |
7-210 |
6.9% |
0-256 |
0.7% |
1% |
False |
False |
686,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-224 |
|
2.618 |
112-193 |
|
1.618 |
111-298 |
|
1.000 |
111-165 |
|
0.618 |
111-083 |
|
HIGH |
110-270 |
|
0.618 |
110-188 |
|
0.500 |
110-162 |
|
0.382 |
110-137 |
|
LOW |
110-055 |
|
0.618 |
109-242 |
|
1.000 |
109-160 |
|
1.618 |
109-027 |
|
2.618 |
108-132 |
|
4.250 |
107-101 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-162 |
110-268 |
| PP |
110-133 |
110-203 |
| S1 |
110-104 |
110-139 |
|