ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
111-285 |
111-085 |
-0-200 |
-0.6% |
111-245 |
| High |
112-140 |
111-135 |
-1-005 |
-0.9% |
112-140 |
| Low |
111-060 |
110-210 |
-0-170 |
-0.5% |
110-210 |
| Close |
111-125 |
110-225 |
-0-220 |
-0.6% |
110-225 |
| Range |
1-080 |
0-245 |
-0-155 |
-38.8% |
1-250 |
| ATR |
0-238 |
0-238 |
0-001 |
0.2% |
0-000 |
| Volume |
15,603 |
18,744 |
3,141 |
20.1% |
61,369 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-072 |
112-233 |
111-040 |
|
| R3 |
112-147 |
111-308 |
110-292 |
|
| R2 |
111-222 |
111-222 |
110-270 |
|
| R1 |
111-063 |
111-063 |
110-247 |
111-020 |
| PP |
110-297 |
110-297 |
110-297 |
110-275 |
| S1 |
110-138 |
110-138 |
110-203 |
110-095 |
| S2 |
110-052 |
110-052 |
110-180 |
|
| S3 |
109-127 |
109-213 |
110-158 |
|
| S4 |
108-202 |
108-288 |
110-090 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-195 |
115-140 |
111-218 |
|
| R3 |
114-265 |
113-210 |
111-062 |
|
| R2 |
113-015 |
113-015 |
111-010 |
|
| R1 |
111-280 |
111-280 |
110-277 |
111-182 |
| PP |
111-085 |
111-085 |
111-085 |
111-036 |
| S1 |
110-030 |
110-030 |
110-173 |
109-252 |
| S2 |
109-155 |
109-155 |
110-120 |
|
| S3 |
107-225 |
108-100 |
110-068 |
|
| S4 |
105-295 |
106-170 |
109-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-140 |
110-210 |
1-250 |
1.6% |
0-229 |
0.6% |
3% |
False |
True |
12,273 |
| 10 |
112-140 |
110-090 |
2-050 |
1.9% |
0-250 |
0.7% |
20% |
False |
False |
10,775 |
| 20 |
114-030 |
110-090 |
3-260 |
3.4% |
0-234 |
0.7% |
11% |
False |
False |
6,748 |
| 40 |
114-050 |
110-090 |
3-280 |
3.5% |
0-221 |
0.6% |
11% |
False |
False |
3,554 |
| 60 |
115-265 |
110-090 |
5-175 |
5.0% |
0-176 |
0.5% |
8% |
False |
False |
2,374 |
| 80 |
117-265 |
110-090 |
7-175 |
6.8% |
0-134 |
0.4% |
6% |
False |
False |
1,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-216 |
|
2.618 |
113-136 |
|
1.618 |
112-211 |
|
1.000 |
112-060 |
|
0.618 |
111-286 |
|
HIGH |
111-135 |
|
0.618 |
111-041 |
|
0.500 |
111-012 |
|
0.382 |
110-304 |
|
LOW |
110-210 |
|
0.618 |
110-059 |
|
1.000 |
109-285 |
|
1.618 |
109-134 |
|
2.618 |
108-209 |
|
4.250 |
107-129 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-012 |
111-175 |
| PP |
110-297 |
111-085 |
| S1 |
110-261 |
110-315 |
|