ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
110-135 |
110-095 |
-0-040 |
-0.1% |
111-245 |
| High |
110-225 |
110-200 |
-0-025 |
-0.1% |
112-140 |
| Low |
109-260 |
109-280 |
0-020 |
0.1% |
110-210 |
| Close |
110-080 |
110-010 |
-0-070 |
-0.2% |
110-225 |
| Range |
0-285 |
0-240 |
-0-045 |
-15.8% |
1-250 |
| ATR |
0-237 |
0-237 |
0-000 |
0.1% |
0-000 |
| Volume |
50,926 |
71,765 |
20,839 |
40.9% |
61,369 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-137 |
111-313 |
110-142 |
|
| R3 |
111-217 |
111-073 |
110-076 |
|
| R2 |
110-297 |
110-297 |
110-054 |
|
| R1 |
110-153 |
110-153 |
110-032 |
110-105 |
| PP |
110-057 |
110-057 |
110-057 |
110-032 |
| S1 |
109-233 |
109-233 |
109-308 |
109-185 |
| S2 |
109-137 |
109-137 |
109-286 |
|
| S3 |
108-217 |
108-313 |
109-264 |
|
| S4 |
107-297 |
108-073 |
109-198 |
|
|
| 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 |
109-260 |
2-200 |
2.4% |
0-269 |
0.8% |
8% |
False |
False |
36,464 |
| 10 |
112-140 |
109-260 |
2-200 |
2.4% |
0-258 |
0.7% |
8% |
False |
False |
23,489 |
| 20 |
113-185 |
109-260 |
3-245 |
3.4% |
0-239 |
0.7% |
6% |
False |
False |
13,843 |
| 40 |
114-030 |
109-260 |
4-090 |
3.9% |
0-224 |
0.6% |
5% |
False |
False |
7,252 |
| 60 |
115-075 |
109-260 |
5-135 |
4.9% |
0-187 |
0.5% |
4% |
False |
False |
4,841 |
| 80 |
117-265 |
109-260 |
8-005 |
7.3% |
0-142 |
0.4% |
3% |
False |
False |
3,630 |
| 100 |
118-055 |
109-260 |
8-115 |
7.6% |
0-114 |
0.3% |
3% |
False |
False |
2,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-260 |
|
2.618 |
112-188 |
|
1.618 |
111-268 |
|
1.000 |
111-120 |
|
0.618 |
111-028 |
|
HIGH |
110-200 |
|
0.618 |
110-108 |
|
0.500 |
110-080 |
|
0.382 |
110-052 |
|
LOW |
109-280 |
|
0.618 |
109-132 |
|
1.000 |
109-040 |
|
1.618 |
108-212 |
|
2.618 |
107-292 |
|
4.250 |
106-220 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-080 |
110-100 |
| PP |
110-057 |
110-070 |
| S1 |
110-033 |
110-040 |
|