ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
111-230 |
111-295 |
0-065 |
0.2% |
112-225 |
| High |
112-015 |
112-290 |
0-275 |
0.8% |
113-045 |
| Low |
111-225 |
111-295 |
0-070 |
0.2% |
110-270 |
| Close |
111-280 |
112-275 |
0-315 |
0.9% |
111-090 |
| Range |
0-110 |
0-315 |
0-205 |
186.4% |
2-095 |
| ATR |
0-203 |
0-212 |
0-009 |
4.5% |
0-000 |
| Volume |
41 |
441 |
400 |
975.6% |
1,464 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-165 |
115-055 |
113-128 |
|
| R3 |
114-170 |
114-060 |
113-042 |
|
| R2 |
113-175 |
113-175 |
113-013 |
|
| R1 |
113-065 |
113-065 |
112-304 |
113-120 |
| PP |
112-180 |
112-180 |
112-180 |
112-208 |
| S1 |
112-070 |
112-070 |
112-246 |
112-125 |
| S2 |
111-185 |
111-185 |
112-217 |
|
| S3 |
110-190 |
111-075 |
112-188 |
|
| S4 |
109-195 |
110-080 |
112-102 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-207 |
117-083 |
112-174 |
|
| R3 |
116-112 |
114-308 |
111-292 |
|
| R2 |
114-017 |
114-017 |
111-225 |
|
| R1 |
112-213 |
112-213 |
111-157 |
112-068 |
| PP |
111-242 |
111-242 |
111-242 |
111-169 |
| S1 |
110-118 |
110-118 |
111-023 |
109-292 |
| S2 |
109-147 |
109-147 |
110-275 |
|
| S3 |
107-052 |
108-023 |
110-208 |
|
| S4 |
104-277 |
105-248 |
110-006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-290 |
110-270 |
2-020 |
1.8% |
0-251 |
0.7% |
98% |
True |
False |
653 |
| 10 |
113-290 |
110-270 |
3-020 |
2.7% |
0-226 |
0.6% |
66% |
False |
False |
396 |
| 20 |
114-100 |
110-270 |
3-150 |
3.1% |
0-223 |
0.6% |
58% |
False |
False |
210 |
| 40 |
116-160 |
110-270 |
5-210 |
5.0% |
0-136 |
0.4% |
36% |
False |
False |
110 |
| 60 |
117-265 |
110-270 |
6-315 |
6.2% |
0-093 |
0.3% |
29% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-029 |
|
2.618 |
115-155 |
|
1.618 |
114-160 |
|
1.000 |
113-285 |
|
0.618 |
113-165 |
|
HIGH |
112-290 |
|
0.618 |
112-170 |
|
0.500 |
112-132 |
|
0.382 |
112-095 |
|
LOW |
111-295 |
|
0.618 |
111-100 |
|
1.000 |
110-300 |
|
1.618 |
110-105 |
|
2.618 |
109-110 |
|
4.250 |
107-236 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-228 |
112-182 |
| PP |
112-180 |
112-088 |
| S1 |
112-132 |
111-315 |
|