ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
108-060 |
108-065 |
0-005 |
0.0% |
108-300 |
| High |
108-135 |
108-265 |
0-130 |
0.4% |
109-050 |
| Low |
107-230 |
108-060 |
0-150 |
0.4% |
107-230 |
| Close |
108-095 |
108-150 |
0-055 |
0.2% |
108-150 |
| Range |
0-225 |
0-205 |
-0-020 |
-8.9% |
1-140 |
| ATR |
0-162 |
0-165 |
0-003 |
1.9% |
0-000 |
| Volume |
156 |
367 |
211 |
135.3% |
816 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-133 |
110-027 |
108-263 |
|
| R3 |
109-248 |
109-142 |
108-206 |
|
| R2 |
109-043 |
109-043 |
108-188 |
|
| R1 |
108-257 |
108-257 |
108-169 |
108-310 |
| PP |
108-158 |
108-158 |
108-158 |
108-185 |
| S1 |
108-052 |
108-052 |
108-131 |
108-105 |
| S2 |
107-273 |
107-273 |
108-112 |
|
| S3 |
107-068 |
107-167 |
108-094 |
|
| S4 |
106-183 |
106-282 |
108-037 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-243 |
112-017 |
109-083 |
|
| R3 |
111-103 |
110-197 |
108-276 |
|
| R2 |
109-283 |
109-283 |
108-234 |
|
| R1 |
109-057 |
109-057 |
108-192 |
108-260 |
| PP |
108-143 |
108-143 |
108-143 |
108-085 |
| S1 |
107-237 |
107-237 |
108-108 |
107-120 |
| S2 |
107-003 |
107-003 |
108-066 |
|
| S3 |
105-183 |
106-097 |
108-024 |
|
| S4 |
104-043 |
104-277 |
107-217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-050 |
107-230 |
1-140 |
1.3% |
0-215 |
0.6% |
52% |
False |
False |
163 |
| 10 |
110-005 |
107-230 |
2-095 |
2.1% |
0-184 |
0.5% |
33% |
False |
False |
104 |
| 20 |
111-220 |
107-230 |
3-310 |
3.7% |
0-137 |
0.4% |
19% |
False |
False |
61 |
| 40 |
112-235 |
107-230 |
5-005 |
4.6% |
0-081 |
0.2% |
15% |
False |
False |
31 |
| 60 |
114-100 |
107-230 |
6-190 |
6.1% |
0-060 |
0.2% |
11% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-176 |
|
2.618 |
110-162 |
|
1.618 |
109-277 |
|
1.000 |
109-150 |
|
0.618 |
109-072 |
|
HIGH |
108-265 |
|
0.618 |
108-187 |
|
0.500 |
108-162 |
|
0.382 |
108-138 |
|
LOW |
108-060 |
|
0.618 |
107-253 |
|
1.000 |
107-175 |
|
1.618 |
107-048 |
|
2.618 |
106-163 |
|
4.250 |
105-149 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-162 |
108-136 |
| PP |
108-158 |
108-122 |
| S1 |
108-154 |
108-108 |
|