ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-215 |
107-315 |
0-100 |
0.3% |
107-190 |
| High |
108-115 |
107-315 |
-0-120 |
-0.3% |
108-240 |
| Low |
107-215 |
107-155 |
-0-060 |
-0.2% |
107-155 |
| Close |
108-030 |
107-175 |
-0-175 |
-0.5% |
108-030 |
| Range |
0-220 |
0-160 |
-0-060 |
-27.3% |
1-085 |
| ATR |
0-222 |
0-220 |
-0-002 |
-0.9% |
0-000 |
| Volume |
151 |
103 |
-48 |
-31.8% |
1,513 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-055 |
108-275 |
107-263 |
|
| R3 |
108-215 |
108-115 |
107-219 |
|
| R2 |
108-055 |
108-055 |
107-204 |
|
| R1 |
107-275 |
107-275 |
107-190 |
107-245 |
| PP |
107-215 |
107-215 |
107-215 |
107-200 |
| S1 |
107-115 |
107-115 |
107-160 |
107-085 |
| S2 |
107-055 |
107-055 |
107-146 |
|
| S3 |
106-215 |
106-275 |
107-131 |
|
| S4 |
106-055 |
106-115 |
107-087 |
|
|
| 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% |
0-235 |
0.7% |
5% |
False |
True |
276 |
| 10 |
108-240 |
106-140 |
2-100 |
2.2% |
0-251 |
0.7% |
48% |
False |
False |
337 |
| 20 |
110-000 |
106-140 |
3-180 |
3.3% |
0-226 |
0.7% |
31% |
False |
False |
233 |
| 40 |
111-220 |
106-140 |
5-080 |
4.9% |
0-145 |
0.4% |
21% |
False |
False |
121 |
| 60 |
113-120 |
106-140 |
6-300 |
6.5% |
0-103 |
0.3% |
16% |
False |
False |
81 |
| 80 |
114-165 |
106-140 |
8-025 |
7.5% |
0-081 |
0.2% |
14% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-035 |
|
2.618 |
109-094 |
|
1.618 |
108-254 |
|
1.000 |
108-155 |
|
0.618 |
108-094 |
|
HIGH |
107-315 |
|
0.618 |
107-254 |
|
0.500 |
107-235 |
|
0.382 |
107-216 |
|
LOW |
107-155 |
|
0.618 |
107-056 |
|
1.000 |
106-315 |
|
1.618 |
106-216 |
|
2.618 |
106-056 |
|
4.250 |
105-115 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-235 |
108-038 |
| PP |
107-215 |
107-297 |
| S1 |
107-195 |
107-236 |
|