ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106-130 |
106-140 |
0-010 |
0.0% |
107-215 |
| High |
106-220 |
106-180 |
-0-040 |
-0.1% |
107-225 |
| Low |
106-025 |
105-180 |
-0-165 |
-0.5% |
105-105 |
| Close |
106-115 |
105-215 |
-0-220 |
-0.6% |
106-000 |
| Range |
0-195 |
1-000 |
0-125 |
64.1% |
2-120 |
| ATR |
0-253 |
0-258 |
0-005 |
1.9% |
0-000 |
| Volume |
1,839,686 |
1,960,891 |
121,205 |
6.6% |
9,730,919 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-298 |
108-097 |
106-071 |
|
| R3 |
107-298 |
107-097 |
105-303 |
|
| R2 |
106-298 |
106-298 |
105-274 |
|
| R1 |
106-097 |
106-097 |
105-244 |
106-038 |
| PP |
105-298 |
105-298 |
105-298 |
105-269 |
| S1 |
105-097 |
105-097 |
105-186 |
105-038 |
| S2 |
104-298 |
104-298 |
105-156 |
|
| S3 |
103-298 |
104-097 |
105-127 |
|
| S4 |
102-298 |
103-097 |
105-039 |
|
|
| 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% |
0-263 |
0.8% |
25% |
False |
False |
2,051,586 |
| 10 |
108-160 |
105-105 |
3-055 |
3.0% |
0-277 |
0.8% |
11% |
False |
False |
1,941,777 |
| 20 |
108-160 |
105-105 |
3-055 |
3.0% |
0-266 |
0.8% |
11% |
False |
False |
2,006,631 |
| 40 |
111-125 |
105-105 |
6-020 |
5.7% |
0-225 |
0.7% |
6% |
False |
False |
1,731,392 |
| 60 |
112-140 |
105-105 |
7-035 |
6.7% |
0-228 |
0.7% |
5% |
False |
False |
1,344,696 |
| 80 |
114-030 |
105-105 |
8-245 |
8.3% |
0-226 |
0.7% |
4% |
False |
False |
1,009,070 |
| 100 |
114-155 |
105-105 |
9-050 |
8.7% |
0-218 |
0.6% |
4% |
False |
False |
807,267 |
| 120 |
117-145 |
105-105 |
12-040 |
11.5% |
0-185 |
0.5% |
3% |
False |
False |
672,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-260 |
|
2.618 |
109-058 |
|
1.618 |
108-058 |
|
1.000 |
107-180 |
|
0.618 |
107-058 |
|
HIGH |
106-180 |
|
0.618 |
106-058 |
|
0.500 |
106-020 |
|
0.382 |
105-302 |
|
LOW |
105-180 |
|
0.618 |
104-302 |
|
1.000 |
104-180 |
|
1.618 |
103-302 |
|
2.618 |
102-302 |
|
4.250 |
101-100 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-020 |
106-012 |
| PP |
105-298 |
105-293 |
| S1 |
105-257 |
105-254 |
|