ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-315 |
107-180 |
-0-135 |
-0.4% |
107-190 |
| High |
107-315 |
107-185 |
-0-130 |
-0.4% |
108-240 |
| Low |
107-155 |
106-150 |
-1-005 |
-0.9% |
107-155 |
| Close |
107-175 |
106-180 |
-0-315 |
-0.9% |
108-030 |
| Range |
0-160 |
1-035 |
0-195 |
121.9% |
1-085 |
| ATR |
0-220 |
0-230 |
0-010 |
4.4% |
0-000 |
| Volume |
103 |
651 |
548 |
532.0% |
1,513 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-063 |
109-157 |
107-055 |
|
| R3 |
109-028 |
108-122 |
106-278 |
|
| R2 |
107-313 |
107-313 |
106-245 |
|
| R1 |
107-087 |
107-087 |
106-213 |
107-022 |
| PP |
106-278 |
106-278 |
106-278 |
106-246 |
| S1 |
106-052 |
106-052 |
106-147 |
105-308 |
| S2 |
105-243 |
105-243 |
106-115 |
|
| S3 |
104-208 |
105-017 |
106-082 |
|
| S4 |
103-173 |
103-302 |
105-305 |
|
|
| 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 |
106-150 |
2-090 |
2.1% |
0-265 |
0.8% |
4% |
False |
True |
374 |
| 10 |
108-240 |
106-140 |
2-100 |
2.2% |
0-260 |
0.8% |
5% |
False |
False |
292 |
| 20 |
109-295 |
106-140 |
3-155 |
3.3% |
0-236 |
0.7% |
4% |
False |
False |
265 |
| 40 |
111-220 |
106-140 |
5-080 |
4.9% |
0-154 |
0.5% |
2% |
False |
False |
138 |
| 60 |
113-120 |
106-140 |
6-300 |
6.5% |
0-109 |
0.3% |
2% |
False |
False |
92 |
| 80 |
114-165 |
106-140 |
8-025 |
7.6% |
0-085 |
0.3% |
2% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-094 |
|
2.618 |
110-154 |
|
1.618 |
109-119 |
|
1.000 |
108-220 |
|
0.618 |
108-084 |
|
HIGH |
107-185 |
|
0.618 |
107-049 |
|
0.500 |
107-008 |
|
0.382 |
106-286 |
|
LOW |
106-150 |
|
0.618 |
105-251 |
|
1.000 |
105-115 |
|
1.618 |
104-216 |
|
2.618 |
103-181 |
|
4.250 |
101-241 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-008 |
107-132 |
| PP |
106-278 |
107-042 |
| S1 |
106-229 |
106-271 |
|