ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
111-090 |
110-270 |
-0-140 |
-0.4% |
112-000 |
| High |
111-110 |
111-275 |
0-165 |
0.5% |
112-055 |
| Low |
110-205 |
110-090 |
-0-115 |
-0.3% |
110-090 |
| Close |
110-240 |
111-215 |
0-295 |
0.8% |
111-215 |
| Range |
0-225 |
1-185 |
0-280 |
124.4% |
1-285 |
| ATR |
0-220 |
0-240 |
0-020 |
9.3% |
0-000 |
| Volume |
14,070 |
11,482 |
-2,588 |
-18.4% |
46,386 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-002 |
115-133 |
112-173 |
|
| R3 |
114-137 |
113-268 |
112-034 |
|
| R2 |
112-272 |
112-272 |
111-308 |
|
| R1 |
112-083 |
112-083 |
111-261 |
112-178 |
| PP |
111-087 |
111-087 |
111-087 |
111-134 |
| S1 |
110-218 |
110-218 |
111-169 |
110-312 |
| S2 |
109-222 |
109-222 |
111-122 |
|
| S3 |
108-037 |
109-033 |
111-076 |
|
| S4 |
106-172 |
107-168 |
110-257 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-015 |
116-080 |
112-228 |
|
| R3 |
115-050 |
114-115 |
112-061 |
|
| R2 |
113-085 |
113-085 |
112-006 |
|
| R1 |
112-150 |
112-150 |
111-270 |
111-295 |
| PP |
111-120 |
111-120 |
111-120 |
111-032 |
| S1 |
110-185 |
110-185 |
111-160 |
110-010 |
| S2 |
109-155 |
109-155 |
111-104 |
|
| S3 |
107-190 |
108-220 |
111-049 |
|
| S4 |
105-225 |
106-255 |
110-202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-055 |
110-090 |
1-285 |
1.7% |
0-272 |
0.8% |
74% |
False |
True |
9,277 |
| 10 |
113-045 |
110-090 |
2-275 |
2.6% |
0-253 |
0.7% |
49% |
False |
True |
6,149 |
| 20 |
114-030 |
110-090 |
3-260 |
3.4% |
0-232 |
0.6% |
36% |
False |
True |
3,928 |
| 40 |
114-100 |
110-090 |
4-010 |
3.6% |
0-221 |
0.6% |
34% |
False |
True |
2,023 |
| 60 |
117-145 |
110-090 |
7-055 |
6.4% |
0-157 |
0.4% |
19% |
False |
True |
1,352 |
| 80 |
117-265 |
110-090 |
7-175 |
6.8% |
0-119 |
0.3% |
18% |
False |
True |
1,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-181 |
|
2.618 |
115-317 |
|
1.618 |
114-132 |
|
1.000 |
113-140 |
|
0.618 |
112-267 |
|
HIGH |
111-275 |
|
0.618 |
111-082 |
|
0.500 |
111-022 |
|
0.382 |
110-283 |
|
LOW |
110-090 |
|
0.618 |
109-098 |
|
1.000 |
108-225 |
|
1.618 |
107-233 |
|
2.618 |
106-048 |
|
4.250 |
103-184 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-151 |
111-151 |
| PP |
111-087 |
111-087 |
| S1 |
111-022 |
111-022 |
|