ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-180 |
106-200 |
-0-300 |
-0.9% |
107-190 |
| High |
107-185 |
106-250 |
-0-255 |
-0.7% |
108-240 |
| Low |
106-150 |
106-025 |
-0-125 |
-0.4% |
107-155 |
| Close |
106-180 |
106-055 |
-0-125 |
-0.4% |
108-030 |
| Range |
1-035 |
0-225 |
-0-130 |
-36.6% |
1-085 |
| ATR |
0-230 |
0-230 |
0-000 |
-0.2% |
0-000 |
| Volume |
651 |
501 |
-150 |
-23.0% |
1,513 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-145 |
108-005 |
106-179 |
|
| R3 |
107-240 |
107-100 |
106-117 |
|
| R2 |
107-015 |
107-015 |
106-096 |
|
| R1 |
106-195 |
106-195 |
106-076 |
106-152 |
| PP |
106-110 |
106-110 |
106-110 |
106-089 |
| S1 |
105-290 |
105-290 |
106-034 |
105-248 |
| S2 |
105-205 |
105-205 |
106-014 |
|
| S3 |
104-300 |
105-065 |
105-313 |
|
| S4 |
104-075 |
104-160 |
105-251 |
|
|
| 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 |
106-025 |
2-215 |
2.5% |
0-270 |
0.8% |
4% |
False |
True |
398 |
| 10 |
108-240 |
106-025 |
2-215 |
2.5% |
0-247 |
0.7% |
4% |
False |
True |
321 |
| 20 |
109-100 |
106-025 |
3-075 |
3.0% |
0-238 |
0.7% |
3% |
False |
True |
289 |
| 40 |
111-220 |
106-025 |
5-195 |
5.3% |
0-160 |
0.5% |
2% |
False |
True |
150 |
| 60 |
113-120 |
106-025 |
7-095 |
6.9% |
0-112 |
0.3% |
1% |
False |
True |
100 |
| 80 |
114-165 |
106-025 |
8-140 |
7.9% |
0-088 |
0.3% |
1% |
False |
True |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-246 |
|
2.618 |
108-199 |
|
1.618 |
107-294 |
|
1.000 |
107-155 |
|
0.618 |
107-069 |
|
HIGH |
106-250 |
|
0.618 |
106-164 |
|
0.500 |
106-138 |
|
0.382 |
106-111 |
|
LOW |
106-025 |
|
0.618 |
105-206 |
|
1.000 |
105-120 |
|
1.618 |
104-301 |
|
2.618 |
104-076 |
|
4.250 |
103-029 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-138 |
107-010 |
| PP |
106-110 |
106-238 |
| S1 |
106-082 |
106-147 |
|