ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-180 |
107-190 |
0-010 |
0.0% |
108-050 |
| High |
107-200 |
108-095 |
0-215 |
0.6% |
108-100 |
| Low |
106-185 |
107-155 |
0-290 |
0.9% |
106-140 |
| Close |
107-065 |
108-050 |
0-305 |
0.9% |
107-065 |
| Range |
1-015 |
0-260 |
-0-075 |
-22.4% |
1-280 |
| ATR |
0-198 |
0-209 |
0-011 |
5.5% |
0-000 |
| Volume |
309 |
232 |
-77 |
-24.9% |
2,007 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-133 |
110-032 |
108-193 |
|
| R3 |
109-193 |
109-092 |
108-122 |
|
| R2 |
108-253 |
108-253 |
108-098 |
|
| R1 |
108-152 |
108-152 |
108-074 |
108-202 |
| PP |
107-313 |
107-313 |
107-313 |
108-019 |
| S1 |
107-212 |
107-212 |
108-026 |
107-262 |
| S2 |
107-053 |
107-053 |
108-002 |
|
| S3 |
106-113 |
106-272 |
107-298 |
|
| S4 |
105-173 |
106-012 |
107-227 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-302 |
111-303 |
108-075 |
|
| R3 |
111-022 |
110-023 |
107-230 |
|
| R2 |
109-062 |
109-062 |
107-175 |
|
| R1 |
108-063 |
108-063 |
107-120 |
107-242 |
| PP |
107-102 |
107-102 |
107-102 |
107-031 |
| S1 |
106-103 |
106-103 |
107-010 |
105-282 |
| S2 |
105-142 |
105-142 |
106-275 |
|
| S3 |
103-182 |
104-143 |
106-220 |
|
| S4 |
101-222 |
102-183 |
106-055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-095 |
106-140 |
1-275 |
1.7% |
0-267 |
0.8% |
92% |
True |
False |
397 |
| 10 |
108-310 |
106-140 |
2-170 |
2.3% |
0-246 |
0.7% |
68% |
False |
False |
301 |
| 20 |
110-200 |
106-140 |
4-060 |
3.9% |
0-193 |
0.6% |
41% |
False |
False |
172 |
| 40 |
111-220 |
106-140 |
5-080 |
4.9% |
0-118 |
0.3% |
33% |
False |
False |
87 |
| 60 |
114-090 |
106-140 |
7-270 |
7.3% |
0-083 |
0.2% |
22% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-240 |
|
2.618 |
110-136 |
|
1.618 |
109-196 |
|
1.000 |
109-035 |
|
0.618 |
108-256 |
|
HIGH |
108-095 |
|
0.618 |
107-316 |
|
0.500 |
107-285 |
|
0.382 |
107-254 |
|
LOW |
107-155 |
|
0.618 |
106-314 |
|
1.000 |
106-215 |
|
1.618 |
106-054 |
|
2.618 |
105-114 |
|
4.250 |
104-010 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-022 |
107-293 |
| PP |
107-313 |
107-217 |
| S1 |
107-285 |
107-140 |
|