ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
108-035 |
108-030 |
-0-005 |
0.0% |
108-050 |
| High |
108-100 |
108-215 |
0-115 |
0.3% |
108-100 |
| Low |
107-215 |
108-015 |
0-120 |
0.3% |
106-140 |
| Close |
108-025 |
108-095 |
0-070 |
0.2% |
107-065 |
| Range |
0-205 |
0-200 |
-0-005 |
-2.4% |
1-280 |
| ATR |
0-208 |
0-208 |
-0-001 |
-0.3% |
0-000 |
| Volume |
165 |
379 |
214 |
129.7% |
2,007 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-068 |
109-282 |
108-205 |
|
| R3 |
109-188 |
109-082 |
108-150 |
|
| R2 |
108-308 |
108-308 |
108-132 |
|
| R1 |
108-202 |
108-202 |
108-113 |
108-255 |
| PP |
108-108 |
108-108 |
108-108 |
108-135 |
| S1 |
108-002 |
108-002 |
108-077 |
108-055 |
| S2 |
107-228 |
107-228 |
108-058 |
|
| S3 |
107-028 |
107-122 |
108-040 |
|
| S4 |
106-148 |
106-242 |
107-305 |
|
|
| 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 |
108-215 |
106-185 |
2-030 |
1.9% |
0-224 |
0.6% |
82% |
True |
False |
244 |
| 10 |
108-265 |
106-140 |
2-125 |
2.2% |
0-239 |
0.7% |
78% |
False |
False |
330 |
| 20 |
110-180 |
106-140 |
4-040 |
3.8% |
0-201 |
0.6% |
45% |
False |
False |
192 |
| 40 |
111-220 |
106-140 |
5-080 |
4.8% |
0-126 |
0.4% |
35% |
False |
False |
100 |
| 60 |
114-090 |
106-140 |
7-270 |
7.2% |
0-090 |
0.3% |
24% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-105 |
|
2.618 |
110-099 |
|
1.618 |
109-219 |
|
1.000 |
109-095 |
|
0.618 |
109-019 |
|
HIGH |
108-215 |
|
0.618 |
108-139 |
|
0.500 |
108-115 |
|
0.382 |
108-091 |
|
LOW |
108-015 |
|
0.618 |
107-211 |
|
1.000 |
107-135 |
|
1.618 |
107-011 |
|
2.618 |
106-131 |
|
4.250 |
105-125 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-115 |
108-072 |
| PP |
108-108 |
108-048 |
| S1 |
108-102 |
108-025 |
|