ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-125 |
106-200 |
-0-245 |
-0.7% |
108-235 |
| High |
107-140 |
107-065 |
-0-075 |
-0.2% |
108-255 |
| Low |
106-180 |
106-035 |
-0-145 |
-0.4% |
107-070 |
| Close |
106-205 |
107-035 |
0-150 |
0.4% |
108-020 |
| Range |
0-280 |
1-030 |
0-070 |
25.0% |
1-185 |
| ATR |
0-220 |
0-229 |
0-009 |
4.2% |
0-000 |
| Volume |
2,582,260 |
2,537,554 |
-44,706 |
-1.7% |
9,841,645 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-028 |
109-222 |
107-228 |
|
| R3 |
108-318 |
108-192 |
107-131 |
|
| R2 |
107-288 |
107-288 |
107-099 |
|
| R1 |
107-162 |
107-162 |
107-067 |
107-225 |
| PP |
106-258 |
106-258 |
106-258 |
106-290 |
| S1 |
106-132 |
106-132 |
107-003 |
106-195 |
| S2 |
105-228 |
105-228 |
106-291 |
|
| S3 |
104-198 |
105-102 |
106-259 |
|
| S4 |
103-168 |
104-072 |
106-162 |
|
|
| 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 |
108-145 |
106-035 |
2-110 |
2.2% |
0-263 |
0.8% |
43% |
False |
True |
2,360,808 |
| 10 |
108-265 |
106-035 |
2-230 |
2.5% |
0-238 |
0.7% |
37% |
False |
True |
2,013,052 |
| 20 |
110-105 |
106-035 |
4-070 |
3.9% |
0-202 |
0.6% |
24% |
False |
True |
1,631,421 |
| 40 |
112-140 |
106-035 |
6-105 |
5.9% |
0-207 |
0.6% |
16% |
False |
True |
1,307,518 |
| 60 |
114-030 |
106-035 |
7-315 |
7.5% |
0-216 |
0.6% |
13% |
False |
True |
873,236 |
| 80 |
114-100 |
106-035 |
8-065 |
7.7% |
0-215 |
0.6% |
12% |
False |
True |
654,974 |
| 100 |
116-225 |
106-035 |
10-190 |
9.9% |
0-181 |
0.5% |
9% |
False |
True |
523,982 |
| 120 |
117-265 |
106-035 |
11-230 |
10.9% |
0-152 |
0.4% |
9% |
False |
True |
436,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-272 |
|
2.618 |
110-021 |
|
1.618 |
108-311 |
|
1.000 |
108-095 |
|
0.618 |
107-281 |
|
HIGH |
107-065 |
|
0.618 |
106-251 |
|
0.500 |
106-210 |
|
0.382 |
106-169 |
|
LOW |
106-035 |
|
0.618 |
105-139 |
|
1.000 |
105-005 |
|
1.618 |
104-109 |
|
2.618 |
103-079 |
|
4.250 |
101-148 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-307 |
107-025 |
| PP |
106-258 |
107-015 |
| S1 |
106-210 |
107-005 |
|