ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106-140 |
106-030 |
-0-110 |
-0.3% |
105-250 |
| High |
106-145 |
106-210 |
0-065 |
0.2% |
106-220 |
| Low |
105-300 |
105-280 |
-0-020 |
-0.1% |
105-125 |
| Close |
106-070 |
106-055 |
-0-015 |
0.0% |
106-135 |
| Range |
0-165 |
0-250 |
0-085 |
51.5% |
1-095 |
| ATR |
0-246 |
0-246 |
0-000 |
0.1% |
0-000 |
| Volume |
1,546,433 |
2,355,214 |
808,781 |
52.3% |
10,057,395 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-185 |
108-050 |
106-192 |
|
| R3 |
107-255 |
107-120 |
106-124 |
|
| R2 |
107-005 |
107-005 |
106-101 |
|
| R1 |
106-190 |
106-190 |
106-078 |
106-258 |
| PP |
106-075 |
106-075 |
106-075 |
106-109 |
| S1 |
105-260 |
105-260 |
106-032 |
106-008 |
| S2 |
105-145 |
105-145 |
106-009 |
|
| S3 |
104-215 |
105-010 |
105-306 |
|
| S4 |
103-285 |
104-080 |
105-238 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-018 |
109-172 |
107-043 |
|
| R3 |
108-243 |
108-077 |
106-249 |
|
| R2 |
107-148 |
107-148 |
106-211 |
|
| R1 |
106-302 |
106-302 |
106-173 |
107-065 |
| PP |
106-053 |
106-053 |
106-053 |
106-095 |
| S1 |
105-207 |
105-207 |
106-097 |
105-290 |
| S2 |
104-278 |
104-278 |
106-059 |
|
| S3 |
103-183 |
104-112 |
106-021 |
|
| S4 |
102-088 |
103-017 |
105-227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-210 |
105-150 |
1-060 |
1.1% |
0-235 |
0.7% |
59% |
True |
False |
2,005,344 |
| 10 |
106-220 |
105-105 |
1-115 |
1.3% |
0-240 |
0.7% |
62% |
False |
False |
2,027,203 |
| 20 |
108-160 |
105-105 |
3-055 |
3.0% |
0-260 |
0.8% |
27% |
False |
False |
1,946,599 |
| 40 |
110-105 |
105-105 |
5-000 |
4.7% |
0-227 |
0.7% |
17% |
False |
False |
1,761,777 |
| 60 |
112-140 |
105-105 |
7-035 |
6.7% |
0-223 |
0.7% |
12% |
False |
False |
1,478,442 |
| 80 |
114-030 |
105-105 |
8-245 |
8.3% |
0-224 |
0.7% |
10% |
False |
False |
1,109,858 |
| 100 |
114-100 |
105-105 |
8-315 |
8.5% |
0-222 |
0.7% |
9% |
False |
False |
887,924 |
| 120 |
117-145 |
105-105 |
12-040 |
11.4% |
0-191 |
0.6% |
7% |
False |
False |
739,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-312 |
|
2.618 |
108-224 |
|
1.618 |
107-294 |
|
1.000 |
107-140 |
|
0.618 |
107-044 |
|
HIGH |
106-210 |
|
0.618 |
106-114 |
|
0.500 |
106-085 |
|
0.382 |
106-056 |
|
LOW |
105-280 |
|
0.618 |
105-126 |
|
1.000 |
105-030 |
|
1.618 |
104-196 |
|
2.618 |
103-266 |
|
4.250 |
102-178 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-085 |
106-085 |
| PP |
106-075 |
106-075 |
| S1 |
106-065 |
106-065 |
|