ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-020 |
107-130 |
0-110 |
0.3% |
108-300 |
| High |
107-170 |
107-215 |
0-045 |
0.1% |
109-050 |
| Low |
106-140 |
107-095 |
0-275 |
0.8% |
107-230 |
| Close |
107-150 |
107-205 |
0-055 |
0.2% |
108-150 |
| Range |
1-030 |
0-120 |
-0-230 |
-65.7% |
1-140 |
| ATR |
0-192 |
0-187 |
-0-005 |
-2.7% |
0-000 |
| Volume |
207 |
137 |
-70 |
-33.8% |
816 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-212 |
108-168 |
107-271 |
|
| R3 |
108-092 |
108-048 |
107-238 |
|
| R2 |
107-292 |
107-292 |
107-227 |
|
| R1 |
107-248 |
107-248 |
107-216 |
107-270 |
| PP |
107-172 |
107-172 |
107-172 |
107-182 |
| S1 |
107-128 |
107-128 |
107-194 |
107-150 |
| S2 |
107-052 |
107-052 |
107-183 |
|
| S3 |
106-252 |
107-008 |
107-172 |
|
| S4 |
106-132 |
106-208 |
107-139 |
|
|
| 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 |
108-265 |
106-140 |
2-125 |
2.2% |
0-233 |
0.7% |
50% |
False |
False |
413 |
| 10 |
109-080 |
106-140 |
2-260 |
2.6% |
0-219 |
0.6% |
43% |
False |
False |
251 |
| 20 |
110-260 |
106-140 |
4-120 |
4.1% |
0-170 |
0.5% |
28% |
False |
False |
145 |
| 40 |
111-315 |
106-140 |
5-175 |
5.2% |
0-103 |
0.3% |
22% |
False |
False |
73 |
| 60 |
114-100 |
106-140 |
7-280 |
7.3% |
0-073 |
0.2% |
15% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-085 |
|
2.618 |
108-209 |
|
1.618 |
108-089 |
|
1.000 |
108-015 |
|
0.618 |
107-289 |
|
HIGH |
107-215 |
|
0.618 |
107-169 |
|
0.500 |
107-155 |
|
0.382 |
107-141 |
|
LOW |
107-095 |
|
0.618 |
107-021 |
|
1.000 |
106-295 |
|
1.618 |
106-221 |
|
2.618 |
106-101 |
|
4.250 |
105-225 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-188 |
107-149 |
| PP |
107-172 |
107-093 |
| S1 |
107-155 |
107-038 |
|