ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
113-065 |
113-115 |
0-050 |
0.1% |
111-065 |
| High |
113-175 |
114-030 |
0-175 |
0.5% |
113-225 |
| Low |
113-015 |
113-085 |
0-070 |
0.2% |
111-020 |
| Close |
113-115 |
113-125 |
0-010 |
0.0% |
113-060 |
| Range |
0-160 |
0-265 |
0-105 |
65.6% |
2-205 |
| ATR |
0-210 |
0-214 |
0-004 |
1.9% |
0-000 |
| Volume |
412 |
1,878 |
1,466 |
355.8% |
4,960 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-022 |
115-178 |
113-271 |
|
| R3 |
115-077 |
114-233 |
113-198 |
|
| R2 |
114-132 |
114-132 |
113-174 |
|
| R1 |
113-288 |
113-288 |
113-149 |
114-050 |
| PP |
113-187 |
113-187 |
113-187 |
113-228 |
| S1 |
113-023 |
113-023 |
113-101 |
113-105 |
| S2 |
112-242 |
112-242 |
113-076 |
|
| S3 |
111-297 |
112-078 |
113-052 |
|
| S4 |
111-032 |
111-133 |
112-299 |
|
|
| 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 |
114-030 |
111-295 |
2-055 |
1.9% |
0-235 |
0.6% |
68% |
True |
False |
1,164 |
| 10 |
114-030 |
110-270 |
3-080 |
2.9% |
0-234 |
0.6% |
78% |
True |
False |
868 |
| 20 |
114-030 |
110-270 |
3-080 |
2.9% |
0-209 |
0.6% |
78% |
True |
False |
473 |
| 40 |
115-075 |
110-270 |
4-125 |
3.9% |
0-157 |
0.4% |
58% |
False |
False |
245 |
| 60 |
117-265 |
110-270 |
6-315 |
6.2% |
0-107 |
0.3% |
36% |
False |
False |
163 |
| 80 |
118-055 |
110-270 |
7-105 |
6.5% |
0-080 |
0.2% |
35% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-196 |
|
2.618 |
116-084 |
|
1.618 |
115-139 |
|
1.000 |
114-295 |
|
0.618 |
114-194 |
|
HIGH |
114-030 |
|
0.618 |
113-249 |
|
0.500 |
113-218 |
|
0.382 |
113-186 |
|
LOW |
113-085 |
|
0.618 |
112-241 |
|
1.000 |
112-140 |
|
1.618 |
111-296 |
|
2.618 |
111-031 |
|
4.250 |
109-239 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-218 |
113-182 |
| PP |
113-187 |
113-163 |
| S1 |
113-156 |
113-144 |
|