ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-250 |
106-130 |
0-200 |
0.6% |
107-215 |
| High |
106-160 |
106-220 |
0-060 |
0.2% |
107-225 |
| Low |
105-125 |
106-025 |
0-220 |
0.7% |
105-105 |
| Close |
106-155 |
106-115 |
-0-040 |
-0.1% |
106-000 |
| Range |
1-035 |
0-195 |
-0-160 |
-45.1% |
2-120 |
| ATR |
0-258 |
0-253 |
-0-004 |
-1.7% |
0-000 |
| Volume |
2,092,633 |
1,839,686 |
-252,947 |
-12.1% |
9,730,919 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-065 |
107-285 |
106-222 |
|
| R3 |
107-190 |
107-090 |
106-169 |
|
| R2 |
106-315 |
106-315 |
106-151 |
|
| R1 |
106-215 |
106-215 |
106-133 |
106-168 |
| PP |
106-120 |
106-120 |
106-120 |
106-096 |
| S1 |
106-020 |
106-020 |
106-097 |
105-292 |
| S2 |
105-245 |
105-245 |
106-079 |
|
| S3 |
105-050 |
105-145 |
106-061 |
|
| S4 |
104-175 |
104-270 |
106-008 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-150 |
112-035 |
107-098 |
|
| R3 |
111-030 |
109-235 |
106-209 |
|
| R2 |
108-230 |
108-230 |
106-139 |
|
| R1 |
107-115 |
107-115 |
106-070 |
106-272 |
| PP |
106-110 |
106-110 |
106-110 |
106-029 |
| S1 |
104-315 |
104-315 |
105-250 |
104-152 |
| S2 |
103-310 |
103-310 |
105-181 |
|
| S3 |
101-190 |
102-195 |
105-111 |
|
| S4 |
99-070 |
100-075 |
104-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-220 |
105-105 |
1-115 |
1.3% |
0-246 |
0.7% |
76% |
True |
False |
2,049,062 |
| 10 |
108-160 |
105-105 |
3-055 |
3.0% |
0-267 |
0.8% |
33% |
False |
False |
1,949,093 |
| 20 |
108-170 |
105-105 |
3-065 |
3.0% |
0-266 |
0.8% |
32% |
False |
False |
2,003,273 |
| 40 |
111-125 |
105-105 |
6-020 |
5.7% |
0-226 |
0.7% |
17% |
False |
False |
1,736,395 |
| 60 |
112-140 |
105-105 |
7-035 |
6.7% |
0-226 |
0.7% |
15% |
False |
False |
1,312,159 |
| 80 |
114-030 |
105-105 |
8-245 |
8.2% |
0-225 |
0.7% |
12% |
False |
False |
984,560 |
| 100 |
114-180 |
105-105 |
9-075 |
8.7% |
0-216 |
0.6% |
11% |
False |
False |
787,659 |
| 120 |
117-265 |
105-105 |
12-160 |
11.8% |
0-182 |
0.5% |
8% |
False |
False |
656,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-089 |
|
2.618 |
108-091 |
|
1.618 |
107-216 |
|
1.000 |
107-095 |
|
0.618 |
107-021 |
|
HIGH |
106-220 |
|
0.618 |
106-146 |
|
0.500 |
106-122 |
|
0.382 |
106-099 |
|
LOW |
106-025 |
|
0.618 |
105-224 |
|
1.000 |
105-150 |
|
1.618 |
105-029 |
|
2.618 |
104-154 |
|
4.250 |
103-156 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-122 |
106-081 |
| PP |
106-120 |
106-047 |
| S1 |
106-118 |
106-012 |
|