ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
108-155 |
107-215 |
-0-260 |
-0.7% |
107-190 |
| High |
108-240 |
108-115 |
-0-125 |
-0.4% |
108-240 |
| Low |
107-170 |
107-215 |
0-045 |
0.1% |
107-155 |
| Close |
107-195 |
108-030 |
0-155 |
0.5% |
108-030 |
| Range |
1-070 |
0-220 |
-0-170 |
-43.6% |
1-085 |
| ATR |
0-221 |
0-222 |
0-001 |
0.6% |
0-000 |
| Volume |
586 |
151 |
-435 |
-74.2% |
1,513 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-033 |
109-252 |
108-151 |
|
| R3 |
109-133 |
109-032 |
108-090 |
|
| R2 |
108-233 |
108-233 |
108-070 |
|
| R1 |
108-132 |
108-132 |
108-050 |
108-182 |
| PP |
108-013 |
108-013 |
108-013 |
108-039 |
| S1 |
107-232 |
107-232 |
108-010 |
107-282 |
| S2 |
107-113 |
107-113 |
107-310 |
|
| S3 |
106-213 |
107-012 |
107-290 |
|
| S4 |
105-313 |
106-112 |
107-229 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-290 |
111-085 |
108-253 |
|
| R3 |
110-205 |
110-000 |
108-141 |
|
| R2 |
109-120 |
109-120 |
108-104 |
|
| R1 |
108-235 |
108-235 |
108-067 |
109-018 |
| PP |
108-035 |
108-035 |
108-035 |
108-086 |
| S1 |
107-150 |
107-150 |
107-313 |
107-252 |
| S2 |
106-270 |
106-270 |
107-276 |
|
| S3 |
105-185 |
106-065 |
107-239 |
|
| S4 |
104-100 |
104-300 |
107-127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-240 |
107-155 |
1-085 |
1.2% |
0-255 |
0.7% |
48% |
False |
False |
302 |
| 10 |
108-240 |
106-140 |
2-100 |
2.1% |
0-257 |
0.7% |
72% |
False |
False |
352 |
| 20 |
110-005 |
106-140 |
3-185 |
3.3% |
0-220 |
0.6% |
46% |
False |
False |
228 |
| 40 |
111-220 |
106-140 |
5-080 |
4.9% |
0-141 |
0.4% |
32% |
False |
False |
119 |
| 60 |
113-155 |
106-140 |
7-015 |
6.5% |
0-100 |
0.3% |
24% |
False |
False |
79 |
| 80 |
114-165 |
106-140 |
8-025 |
7.5% |
0-079 |
0.2% |
21% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-090 |
|
2.618 |
110-051 |
|
1.618 |
109-151 |
|
1.000 |
109-015 |
|
0.618 |
108-251 |
|
HIGH |
108-115 |
|
0.618 |
108-031 |
|
0.500 |
108-005 |
|
0.382 |
107-299 |
|
LOW |
107-215 |
|
0.618 |
107-079 |
|
1.000 |
106-315 |
|
1.618 |
106-179 |
|
2.618 |
105-279 |
|
4.250 |
104-240 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-022 |
108-045 |
| PP |
108-013 |
108-040 |
| S1 |
108-005 |
108-035 |
|