ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
111-305 |
111-200 |
-0-105 |
-0.3% |
112-280 |
| High |
112-015 |
111-245 |
-0-090 |
-0.3% |
113-045 |
| Low |
111-120 |
110-315 |
-0-125 |
-0.4% |
111-125 |
| Close |
111-135 |
111-105 |
-0-030 |
-0.1% |
111-290 |
| Range |
0-215 |
0-250 |
0-035 |
16.3% |
1-240 |
| ATR |
0-217 |
0-219 |
0-002 |
1.1% |
0-000 |
| Volume |
8,657 |
10,599 |
1,942 |
22.4% |
15,109 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-225 |
113-095 |
111-242 |
|
| R3 |
112-295 |
112-165 |
111-174 |
|
| R2 |
112-045 |
112-045 |
111-151 |
|
| R1 |
111-235 |
111-235 |
111-128 |
111-175 |
| PP |
111-115 |
111-115 |
111-115 |
111-085 |
| S1 |
110-305 |
110-305 |
111-082 |
110-245 |
| S2 |
110-185 |
110-185 |
111-059 |
|
| S3 |
109-255 |
110-055 |
111-036 |
|
| S4 |
109-005 |
109-125 |
110-288 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-127 |
116-128 |
112-278 |
|
| R3 |
115-207 |
114-208 |
112-124 |
|
| R2 |
113-287 |
113-287 |
112-073 |
|
| R1 |
112-288 |
112-288 |
112-021 |
112-168 |
| PP |
112-047 |
112-047 |
112-047 |
111-306 |
| S1 |
111-048 |
111-048 |
111-239 |
110-248 |
| S2 |
110-127 |
110-127 |
111-187 |
|
| S3 |
108-207 |
109-128 |
111-136 |
|
| S4 |
106-287 |
107-208 |
110-302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-260 |
110-315 |
1-265 |
1.6% |
0-258 |
0.7% |
19% |
False |
True |
5,922 |
| 10 |
113-185 |
110-315 |
2-190 |
2.3% |
0-220 |
0.6% |
13% |
False |
True |
4,197 |
| 20 |
114-030 |
110-270 |
3-080 |
2.9% |
0-224 |
0.6% |
15% |
False |
False |
2,720 |
| 40 |
114-155 |
110-270 |
3-205 |
3.3% |
0-209 |
0.6% |
13% |
False |
False |
1,389 |
| 60 |
117-145 |
110-270 |
6-195 |
5.9% |
0-147 |
0.4% |
7% |
False |
False |
926 |
| 80 |
117-265 |
110-270 |
6-315 |
6.3% |
0-110 |
0.3% |
7% |
False |
False |
694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-028 |
|
2.618 |
113-260 |
|
1.618 |
113-010 |
|
1.000 |
112-175 |
|
0.618 |
112-080 |
|
HIGH |
111-245 |
|
0.618 |
111-150 |
|
0.500 |
111-120 |
|
0.382 |
111-090 |
|
LOW |
110-315 |
|
0.618 |
110-160 |
|
1.000 |
110-065 |
|
1.618 |
109-230 |
|
2.618 |
108-300 |
|
4.250 |
107-212 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-120 |
111-185 |
| PP |
111-115 |
111-158 |
| S1 |
111-110 |
111-132 |
|