ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106-075 |
105-260 |
-0-135 |
-0.4% |
107-040 |
| High |
106-155 |
105-305 |
-0-170 |
-0.5% |
108-160 |
| Low |
105-240 |
105-105 |
-0-135 |
-0.4% |
107-025 |
| Close |
105-280 |
105-135 |
-0-145 |
-0.4% |
107-230 |
| Range |
0-235 |
0-200 |
-0-035 |
-14.9% |
1-135 |
| ATR |
0-255 |
0-251 |
-0-004 |
-1.5% |
0-000 |
| Volume |
1,948,270 |
2,395,898 |
447,628 |
23.0% |
8,565,894 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-142 |
107-018 |
105-245 |
|
| R3 |
106-262 |
106-138 |
105-190 |
|
| R2 |
106-062 |
106-062 |
105-172 |
|
| R1 |
105-258 |
105-258 |
105-153 |
105-220 |
| PP |
105-182 |
105-182 |
105-182 |
105-162 |
| S1 |
105-058 |
105-058 |
105-117 |
105-020 |
| S2 |
104-302 |
104-302 |
105-098 |
|
| S3 |
104-102 |
104-178 |
105-080 |
|
| S4 |
103-222 |
103-298 |
105-025 |
|
|
| 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 |
108-000 |
105-105 |
2-215 |
2.5% |
0-243 |
0.7% |
4% |
False |
True |
1,883,838 |
| 10 |
108-160 |
105-105 |
3-055 |
3.0% |
0-272 |
0.8% |
3% |
False |
True |
1,864,304 |
| 20 |
108-265 |
105-105 |
3-160 |
3.3% |
0-254 |
0.8% |
3% |
False |
True |
1,922,730 |
| 40 |
111-125 |
105-105 |
6-020 |
5.8% |
0-218 |
0.6% |
2% |
False |
True |
1,777,466 |
| 60 |
112-260 |
105-105 |
7-155 |
7.1% |
0-226 |
0.7% |
1% |
False |
True |
1,213,979 |
| 80 |
114-030 |
105-105 |
8-245 |
8.3% |
0-222 |
0.7% |
1% |
False |
True |
910,803 |
| 100 |
115-075 |
105-105 |
9-290 |
9.4% |
0-210 |
0.6% |
1% |
False |
True |
728,647 |
| 120 |
117-265 |
105-105 |
12-160 |
11.9% |
0-176 |
0.5% |
1% |
False |
True |
607,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-195 |
|
2.618 |
107-189 |
|
1.618 |
106-309 |
|
1.000 |
106-185 |
|
0.618 |
106-109 |
|
HIGH |
105-305 |
|
0.618 |
105-229 |
|
0.500 |
105-205 |
|
0.382 |
105-181 |
|
LOW |
105-105 |
|
0.618 |
104-301 |
|
1.000 |
104-225 |
|
1.618 |
104-101 |
|
2.618 |
103-221 |
|
4.250 |
102-215 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-205 |
106-092 |
| PP |
105-182 |
106-000 |
| S1 |
105-158 |
105-228 |
|