ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-060 |
106-075 |
-0-305 |
-0.9% |
107-040 |
| High |
107-080 |
106-155 |
-0-245 |
-0.7% |
108-160 |
| Low |
106-035 |
105-240 |
-0-115 |
-0.3% |
107-025 |
| Close |
106-070 |
105-280 |
-0-110 |
-0.3% |
107-230 |
| Range |
1-045 |
0-235 |
-0-130 |
-35.6% |
1-135 |
| ATR |
0-256 |
0-255 |
-0-002 |
-0.6% |
0-000 |
| Volume |
2,149,715 |
1,948,270 |
-201,445 |
-9.4% |
8,565,894 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-077 |
107-253 |
106-089 |
|
| R3 |
107-162 |
107-018 |
106-025 |
|
| R2 |
106-247 |
106-247 |
106-003 |
|
| R1 |
106-103 |
106-103 |
105-302 |
106-058 |
| PP |
106-012 |
106-012 |
106-012 |
105-309 |
| S1 |
105-188 |
105-188 |
105-258 |
105-142 |
| S2 |
105-097 |
105-097 |
105-237 |
|
| S3 |
104-182 |
104-273 |
105-215 |
|
| S4 |
103-267 |
104-038 |
105-151 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-010 |
111-095 |
108-160 |
|
| R3 |
110-195 |
109-280 |
108-035 |
|
| R2 |
109-060 |
109-060 |
107-313 |
|
| R1 |
108-145 |
108-145 |
107-272 |
108-262 |
| PP |
107-245 |
107-245 |
107-245 |
107-304 |
| S1 |
107-010 |
107-010 |
107-188 |
107-128 |
| S2 |
106-110 |
106-110 |
107-147 |
|
| S3 |
104-295 |
105-195 |
107-105 |
|
| S4 |
103-160 |
104-060 |
106-300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-160 |
105-240 |
2-240 |
2.6% |
0-291 |
0.9% |
5% |
False |
True |
1,831,968 |
| 10 |
108-160 |
105-240 |
2-240 |
2.6% |
0-268 |
0.8% |
5% |
False |
True |
1,807,066 |
| 20 |
108-265 |
105-240 |
3-025 |
2.9% |
0-253 |
0.7% |
4% |
False |
True |
1,910,059 |
| 40 |
111-125 |
105-240 |
5-205 |
5.3% |
0-221 |
0.7% |
2% |
False |
True |
1,741,043 |
| 60 |
112-260 |
105-240 |
7-020 |
6.7% |
0-226 |
0.7% |
2% |
False |
True |
1,174,082 |
| 80 |
114-030 |
105-240 |
8-110 |
7.9% |
0-222 |
0.7% |
1% |
False |
True |
880,854 |
| 100 |
115-075 |
105-240 |
9-155 |
9.0% |
0-208 |
0.6% |
1% |
False |
True |
704,688 |
| 120 |
117-265 |
105-240 |
12-025 |
11.4% |
0-174 |
0.5% |
1% |
False |
True |
587,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-194 |
|
2.618 |
108-130 |
|
1.618 |
107-215 |
|
1.000 |
107-070 |
|
0.618 |
106-300 |
|
HIGH |
106-155 |
|
0.618 |
106-065 |
|
0.500 |
106-038 |
|
0.382 |
106-010 |
|
LOW |
105-240 |
|
0.618 |
105-095 |
|
1.000 |
105-005 |
|
1.618 |
104-180 |
|
2.618 |
103-265 |
|
4.250 |
102-201 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-038 |
106-232 |
| PP |
106-012 |
106-142 |
| S1 |
105-306 |
106-051 |
|