ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
108-065 |
108-050 |
-0-015 |
0.0% |
108-300 |
| High |
108-265 |
108-100 |
-0-165 |
-0.5% |
109-050 |
| Low |
108-060 |
107-200 |
-0-180 |
-0.5% |
107-230 |
| Close |
108-150 |
107-230 |
-0-240 |
-0.7% |
108-150 |
| Range |
0-205 |
0-220 |
0-015 |
7.3% |
1-140 |
| ATR |
0-165 |
0-173 |
0-007 |
4.5% |
0-000 |
| Volume |
367 |
251 |
-116 |
-31.6% |
816 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-303 |
109-167 |
108-031 |
|
| R3 |
109-083 |
108-267 |
107-290 |
|
| R2 |
108-183 |
108-183 |
107-270 |
|
| R1 |
108-047 |
108-047 |
107-250 |
108-005 |
| PP |
107-283 |
107-283 |
107-283 |
107-262 |
| S1 |
107-147 |
107-147 |
107-210 |
107-105 |
| S2 |
107-063 |
107-063 |
107-190 |
|
| S3 |
106-163 |
106-247 |
107-170 |
|
| S4 |
105-263 |
106-027 |
107-109 |
|
|
| 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 |
108-310 |
107-200 |
1-110 |
1.2% |
0-225 |
0.7% |
7% |
False |
True |
206 |
| 10 |
110-000 |
107-200 |
2-120 |
2.2% |
0-201 |
0.6% |
4% |
False |
True |
129 |
| 20 |
110-260 |
107-200 |
3-060 |
3.0% |
0-140 |
0.4% |
3% |
False |
True |
73 |
| 40 |
112-235 |
107-200 |
5-035 |
4.7% |
0-086 |
0.3% |
2% |
False |
True |
37 |
| 60 |
114-100 |
107-200 |
6-220 |
6.2% |
0-064 |
0.2% |
1% |
False |
True |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-075 |
|
2.618 |
110-036 |
|
1.618 |
109-136 |
|
1.000 |
109-000 |
|
0.618 |
108-236 |
|
HIGH |
108-100 |
|
0.618 |
108-016 |
|
0.500 |
107-310 |
|
0.382 |
107-284 |
|
LOW |
107-200 |
|
0.618 |
107-064 |
|
1.000 |
106-300 |
|
1.618 |
106-164 |
|
2.618 |
105-264 |
|
4.250 |
104-225 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-310 |
108-072 |
| PP |
107-283 |
108-018 |
| S1 |
107-257 |
107-284 |
|