ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
109-180 |
109-100 |
-0-080 |
-0.2% |
110-160 |
| High |
109-295 |
109-100 |
-0-195 |
-0.6% |
110-200 |
| Low |
109-100 |
108-200 |
-0-220 |
-0.6% |
109-230 |
| Close |
109-230 |
108-285 |
-0-265 |
-0.8% |
110-005 |
| Range |
0-195 |
0-220 |
0-025 |
12.8% |
0-290 |
| ATR |
0-125 |
0-141 |
0-016 |
12.8% |
0-000 |
| Volume |
25 |
190 |
165 |
660.0% |
164 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-002 |
110-203 |
109-086 |
|
| R3 |
110-102 |
109-303 |
109-026 |
|
| R2 |
109-202 |
109-202 |
109-005 |
|
| R1 |
109-083 |
109-083 |
108-305 |
109-032 |
| PP |
108-302 |
108-302 |
108-302 |
108-276 |
| S1 |
108-183 |
108-183 |
108-265 |
108-132 |
| S2 |
108-082 |
108-082 |
108-245 |
|
| S3 |
107-182 |
107-283 |
108-224 |
|
| S4 |
106-282 |
107-063 |
108-164 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-268 |
112-107 |
110-164 |
|
| R3 |
111-298 |
111-137 |
110-085 |
|
| R2 |
111-008 |
111-008 |
110-058 |
|
| R1 |
110-167 |
110-167 |
110-032 |
110-102 |
| PP |
110-038 |
110-038 |
110-038 |
110-006 |
| S1 |
109-197 |
109-197 |
109-298 |
109-132 |
| S2 |
109-068 |
109-068 |
109-272 |
|
| S3 |
108-098 |
108-227 |
109-245 |
|
| S4 |
107-128 |
107-257 |
109-166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-035 |
108-200 |
1-155 |
1.4% |
0-146 |
0.4% |
18% |
False |
True |
47 |
| 10 |
110-260 |
108-200 |
2-060 |
2.0% |
0-122 |
0.3% |
12% |
False |
True |
39 |
| 20 |
111-220 |
108-200 |
3-020 |
2.8% |
0-093 |
0.3% |
9% |
False |
True |
21 |
| 40 |
113-000 |
108-200 |
4-120 |
4.0% |
0-055 |
0.2% |
6% |
False |
True |
11 |
| 60 |
114-165 |
108-200 |
5-285 |
5.4% |
0-042 |
0.1% |
5% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-075 |
|
2.618 |
111-036 |
|
1.618 |
110-136 |
|
1.000 |
110-000 |
|
0.618 |
109-236 |
|
HIGH |
109-100 |
|
0.618 |
109-016 |
|
0.500 |
108-310 |
|
0.382 |
108-284 |
|
LOW |
108-200 |
|
0.618 |
108-064 |
|
1.000 |
107-300 |
|
1.618 |
107-164 |
|
2.618 |
106-264 |
|
4.250 |
105-225 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-310 |
109-100 |
| PP |
108-302 |
109-055 |
| S1 |
108-293 |
109-010 |
|