ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
110-010 |
109-300 |
-0-030 |
-0.1% |
110-025 |
| High |
110-065 |
110-070 |
0-005 |
0.0% |
110-140 |
| Low |
109-185 |
109-255 |
0-070 |
0.2% |
109-095 |
| Close |
109-295 |
110-040 |
0-065 |
0.2% |
109-295 |
| Range |
0-200 |
0-135 |
-0-065 |
-32.5% |
1-045 |
| ATR |
0-223 |
0-217 |
-0-006 |
-2.8% |
0-000 |
| Volume |
2,771,614 |
2,668,941 |
-102,673 |
-3.7% |
6,244,061 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-100 |
111-045 |
110-114 |
|
| R3 |
110-285 |
110-230 |
110-077 |
|
| R2 |
110-150 |
110-150 |
110-065 |
|
| R1 |
110-095 |
110-095 |
110-052 |
110-122 |
| PP |
110-015 |
110-015 |
110-015 |
110-029 |
| S1 |
109-280 |
109-280 |
110-028 |
109-308 |
| S2 |
109-200 |
109-200 |
110-015 |
|
| S3 |
109-065 |
109-145 |
110-003 |
|
| S4 |
108-250 |
109-010 |
109-286 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-098 |
112-242 |
110-176 |
|
| R3 |
112-053 |
111-197 |
110-075 |
|
| R2 |
111-008 |
111-008 |
110-042 |
|
| R1 |
110-152 |
110-152 |
110-008 |
110-058 |
| PP |
109-283 |
109-283 |
109-283 |
109-236 |
| S1 |
109-107 |
109-107 |
109-262 |
109-012 |
| S2 |
108-238 |
108-238 |
109-228 |
|
| S3 |
107-193 |
108-062 |
109-195 |
|
| S4 |
106-148 |
107-017 |
109-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-140 |
109-095 |
1-045 |
1.0% |
0-186 |
0.5% |
73% |
False |
False |
1,733,326 |
| 10 |
110-225 |
109-095 |
1-130 |
1.3% |
0-201 |
0.6% |
59% |
False |
False |
914,227 |
| 20 |
112-140 |
109-095 |
3-045 |
2.9% |
0-226 |
0.6% |
26% |
False |
False |
463,687 |
| 40 |
114-030 |
109-095 |
4-255 |
4.4% |
0-224 |
0.6% |
17% |
False |
False |
232,724 |
| 60 |
114-180 |
109-095 |
5-085 |
4.8% |
0-209 |
0.6% |
16% |
False |
False |
155,167 |
| 80 |
117-265 |
109-095 |
8-170 |
7.7% |
0-161 |
0.5% |
10% |
False |
False |
116,375 |
| 100 |
118-045 |
109-095 |
8-270 |
8.0% |
0-129 |
0.4% |
9% |
False |
False |
93,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-004 |
|
2.618 |
111-103 |
|
1.618 |
110-288 |
|
1.000 |
110-205 |
|
0.618 |
110-153 |
|
HIGH |
110-070 |
|
0.618 |
110-018 |
|
0.500 |
110-002 |
|
0.382 |
109-307 |
|
LOW |
109-255 |
|
0.618 |
109-172 |
|
1.000 |
109-120 |
|
1.618 |
109-037 |
|
2.618 |
108-222 |
|
4.250 |
108-001 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-028 |
110-028 |
| PP |
110-015 |
110-015 |
| S1 |
110-002 |
110-002 |
|