ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-250 |
107-230 |
-0-020 |
-0.1% |
107-280 |
| High |
107-315 |
108-110 |
0-115 |
0.3% |
107-295 |
| Low |
107-105 |
107-210 |
0-105 |
0.3% |
106-035 |
| Close |
107-230 |
107-300 |
0-070 |
0.2% |
106-270 |
| Range |
0-210 |
0-220 |
0-010 |
4.8% |
1-260 |
| ATR |
0-240 |
0-238 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,915,354 |
2,034,050 |
118,696 |
6.2% |
10,888,039 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-013 |
109-217 |
108-101 |
|
| R3 |
109-113 |
108-317 |
108-040 |
|
| R2 |
108-213 |
108-213 |
108-020 |
|
| R1 |
108-097 |
108-097 |
108-000 |
108-155 |
| PP |
107-313 |
107-313 |
107-313 |
108-022 |
| S1 |
107-197 |
107-197 |
107-280 |
107-255 |
| S2 |
107-093 |
107-093 |
107-260 |
|
| S3 |
106-193 |
106-297 |
107-240 |
|
| S4 |
105-293 |
106-077 |
107-179 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-127 |
111-138 |
107-269 |
|
| R3 |
110-187 |
109-198 |
107-110 |
|
| R2 |
108-247 |
108-247 |
107-056 |
|
| R1 |
107-258 |
107-258 |
107-003 |
107-122 |
| PP |
106-307 |
106-307 |
106-307 |
106-239 |
| S1 |
105-318 |
105-318 |
106-217 |
105-182 |
| S2 |
105-047 |
105-047 |
106-164 |
|
| S3 |
103-107 |
104-058 |
106-110 |
|
| S4 |
101-167 |
102-118 |
105-271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-110 |
106-065 |
2-045 |
2.0% |
0-245 |
0.7% |
81% |
True |
False |
1,782,163 |
| 10 |
108-145 |
106-035 |
2-110 |
2.2% |
0-254 |
0.7% |
78% |
False |
False |
2,071,486 |
| 20 |
110-075 |
106-035 |
4-040 |
3.8% |
0-224 |
0.6% |
44% |
False |
False |
1,786,471 |
| 40 |
111-125 |
106-035 |
5-090 |
4.9% |
0-208 |
0.6% |
35% |
False |
False |
1,527,257 |
| 60 |
113-270 |
106-035 |
7-235 |
7.2% |
0-217 |
0.6% |
24% |
False |
False |
1,021,653 |
| 80 |
114-030 |
106-035 |
7-315 |
7.4% |
0-215 |
0.6% |
23% |
False |
False |
766,358 |
| 100 |
115-075 |
106-035 |
9-040 |
8.5% |
0-193 |
0.6% |
20% |
False |
False |
613,090 |
| 120 |
117-265 |
106-035 |
11-230 |
10.9% |
0-162 |
0.5% |
16% |
False |
False |
510,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-085 |
|
2.618 |
110-046 |
|
1.618 |
109-146 |
|
1.000 |
109-010 |
|
0.618 |
108-246 |
|
HIGH |
108-110 |
|
0.618 |
108-026 |
|
0.500 |
108-000 |
|
0.382 |
107-294 |
|
LOW |
107-210 |
|
0.618 |
107-074 |
|
1.000 |
106-310 |
|
1.618 |
106-174 |
|
2.618 |
105-274 |
|
4.250 |
104-235 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-000 |
107-276 |
| PP |
107-313 |
107-252 |
| S1 |
107-307 |
107-228 |
|