ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-280 |
107-125 |
-0-155 |
-0.4% |
108-235 |
| High |
107-295 |
107-140 |
-0-155 |
-0.4% |
108-255 |
| Low |
107-070 |
106-180 |
-0-210 |
-0.6% |
107-070 |
| Close |
107-105 |
106-205 |
-0-220 |
-0.6% |
108-020 |
| Range |
0-225 |
0-280 |
0-055 |
24.4% |
1-185 |
| ATR |
0-215 |
0-220 |
0-005 |
2.2% |
0-000 |
| Volume |
1,629,654 |
2,582,260 |
952,606 |
58.5% |
9,841,645 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-162 |
108-303 |
107-039 |
|
| R3 |
108-202 |
108-023 |
106-282 |
|
| R2 |
107-242 |
107-242 |
106-256 |
|
| R1 |
107-063 |
107-063 |
106-231 |
107-012 |
| PP |
106-282 |
106-282 |
106-282 |
106-256 |
| S1 |
106-103 |
106-103 |
106-179 |
106-052 |
| S2 |
106-002 |
106-002 |
106-154 |
|
| S3 |
105-042 |
105-143 |
106-128 |
|
| S4 |
104-082 |
104-183 |
106-051 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-243 |
111-317 |
108-298 |
|
| R3 |
111-058 |
110-132 |
108-159 |
|
| R2 |
109-193 |
109-193 |
108-113 |
|
| R1 |
108-267 |
108-267 |
108-066 |
108-138 |
| PP |
108-008 |
108-008 |
108-008 |
107-264 |
| S1 |
107-082 |
107-082 |
107-294 |
106-272 |
| S2 |
106-143 |
106-143 |
107-247 |
|
| S3 |
104-278 |
105-217 |
107-201 |
|
| S4 |
103-093 |
104-032 |
107-062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-170 |
106-180 |
1-310 |
1.8% |
0-260 |
0.8% |
4% |
False |
True |
2,232,042 |
| 10 |
109-170 |
106-180 |
2-310 |
2.8% |
0-228 |
0.7% |
3% |
False |
True |
1,923,434 |
| 20 |
110-105 |
106-180 |
3-245 |
3.5% |
0-193 |
0.6% |
2% |
False |
True |
1,576,955 |
| 40 |
112-140 |
106-180 |
5-280 |
5.5% |
0-204 |
0.6% |
1% |
False |
True |
1,244,363 |
| 60 |
114-030 |
106-180 |
7-170 |
7.1% |
0-212 |
0.6% |
1% |
False |
True |
830,944 |
| 80 |
114-100 |
106-180 |
7-240 |
7.3% |
0-212 |
0.6% |
1% |
False |
True |
623,255 |
| 100 |
117-145 |
106-180 |
10-285 |
10.2% |
0-178 |
0.5% |
1% |
False |
True |
498,606 |
| 120 |
117-265 |
106-180 |
11-085 |
10.6% |
0-149 |
0.4% |
1% |
False |
True |
415,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-050 |
|
2.618 |
109-233 |
|
1.618 |
108-273 |
|
1.000 |
108-100 |
|
0.618 |
107-313 |
|
HIGH |
107-140 |
|
0.618 |
107-033 |
|
0.500 |
107-000 |
|
0.382 |
106-287 |
|
LOW |
106-180 |
|
0.618 |
106-007 |
|
1.000 |
105-220 |
|
1.618 |
105-047 |
|
2.618 |
104-087 |
|
4.250 |
102-270 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-000 |
107-162 |
| PP |
106-282 |
107-070 |
| S1 |
106-243 |
106-298 |
|