ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
112-300 |
113-190 |
0-210 |
0.6% |
111-065 |
| High |
113-225 |
113-210 |
-0-015 |
0.0% |
113-225 |
| Low |
112-290 |
113-030 |
0-060 |
0.2% |
111-020 |
| Close |
113-215 |
113-060 |
-0-155 |
-0.4% |
113-060 |
| Range |
0-255 |
0-180 |
-0-075 |
-29.4% |
2-205 |
| ATR |
0-216 |
0-214 |
-0-002 |
-1.0% |
0-000 |
| Volume |
2,607 |
485 |
-2,122 |
-81.4% |
4,960 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-000 |
114-210 |
113-159 |
|
| R3 |
114-140 |
114-030 |
113-110 |
|
| R2 |
113-280 |
113-280 |
113-093 |
|
| R1 |
113-170 |
113-170 |
113-076 |
113-135 |
| PP |
113-100 |
113-100 |
113-100 |
113-082 |
| S1 |
112-310 |
112-310 |
113-044 |
112-275 |
| S2 |
112-240 |
112-240 |
113-027 |
|
| S3 |
112-060 |
112-130 |
113-010 |
|
| S4 |
111-200 |
111-270 |
112-281 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-183 |
119-167 |
114-205 |
|
| R3 |
117-298 |
116-282 |
113-292 |
|
| R2 |
115-093 |
115-093 |
113-215 |
|
| R1 |
114-077 |
114-077 |
113-137 |
114-245 |
| PP |
112-208 |
112-208 |
112-208 |
112-292 |
| S1 |
111-192 |
111-192 |
112-303 |
112-040 |
| S2 |
110-003 |
110-003 |
112-225 |
|
| S3 |
107-118 |
108-307 |
112-148 |
|
| S4 |
104-233 |
106-102 |
111-235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-225 |
111-020 |
2-205 |
2.3% |
0-221 |
0.6% |
80% |
False |
False |
992 |
| 10 |
113-225 |
110-270 |
2-275 |
2.5% |
0-228 |
0.6% |
82% |
False |
False |
647 |
| 20 |
114-050 |
110-270 |
3-100 |
2.9% |
0-209 |
0.6% |
71% |
False |
False |
360 |
| 40 |
115-265 |
110-270 |
4-315 |
4.4% |
0-146 |
0.4% |
47% |
False |
False |
188 |
| 60 |
117-265 |
110-270 |
6-315 |
6.2% |
0-100 |
0.3% |
34% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-015 |
|
2.618 |
115-041 |
|
1.618 |
114-181 |
|
1.000 |
114-070 |
|
0.618 |
114-001 |
|
HIGH |
113-210 |
|
0.618 |
113-141 |
|
0.500 |
113-120 |
|
0.382 |
113-099 |
|
LOW |
113-030 |
|
0.618 |
112-239 |
|
1.000 |
112-170 |
|
1.618 |
112-059 |
|
2.618 |
111-199 |
|
4.250 |
110-225 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-120 |
113-020 |
| PP |
113-100 |
112-300 |
| S1 |
113-080 |
112-260 |
|