ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
108-270 |
108-300 |
0-030 |
0.1% |
110-000 |
| High |
109-080 |
109-050 |
-0-030 |
-0.1% |
110-005 |
| Low |
108-245 |
108-200 |
-0-045 |
-0.1% |
108-200 |
| Close |
109-045 |
108-205 |
-0-160 |
-0.5% |
109-045 |
| Range |
0-155 |
0-170 |
0-015 |
9.7% |
1-125 |
| ATR |
0-142 |
0-144 |
0-002 |
1.4% |
0-000 |
| Volume |
5 |
37 |
32 |
640.0% |
233 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-128 |
110-017 |
108-298 |
|
| R3 |
109-278 |
109-167 |
108-252 |
|
| R2 |
109-108 |
109-108 |
108-236 |
|
| R1 |
108-317 |
108-317 |
108-221 |
108-288 |
| PP |
108-258 |
108-258 |
108-258 |
108-244 |
| S1 |
108-147 |
108-147 |
108-189 |
108-118 |
| S2 |
108-088 |
108-088 |
108-174 |
|
| S3 |
107-238 |
107-297 |
108-158 |
|
| S4 |
107-068 |
107-127 |
108-112 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-138 |
112-217 |
109-290 |
|
| R3 |
112-013 |
111-092 |
109-167 |
|
| R2 |
110-208 |
110-208 |
109-127 |
|
| R1 |
109-287 |
109-287 |
109-086 |
109-185 |
| PP |
109-083 |
109-083 |
109-083 |
109-032 |
| S1 |
108-162 |
108-162 |
109-004 |
108-060 |
| S2 |
107-278 |
107-278 |
108-283 |
|
| S3 |
106-153 |
107-037 |
108-243 |
|
| S4 |
105-028 |
105-232 |
108-120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-000 |
108-200 |
1-120 |
1.3% |
0-177 |
0.5% |
1% |
False |
True |
53 |
| 10 |
110-200 |
108-200 |
2-000 |
1.8% |
0-140 |
0.4% |
1% |
False |
True |
43 |
| 20 |
111-220 |
108-200 |
3-020 |
2.8% |
0-108 |
0.3% |
1% |
False |
True |
23 |
| 40 |
113-000 |
108-200 |
4-120 |
4.0% |
0-062 |
0.2% |
0% |
False |
True |
11 |
| 60 |
114-100 |
108-200 |
5-220 |
5.2% |
0-047 |
0.1% |
0% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-132 |
|
2.618 |
110-175 |
|
1.618 |
110-005 |
|
1.000 |
109-220 |
|
0.618 |
109-155 |
|
HIGH |
109-050 |
|
0.618 |
108-305 |
|
0.500 |
108-285 |
|
0.382 |
108-265 |
|
LOW |
108-200 |
|
0.618 |
108-095 |
|
1.000 |
108-030 |
|
1.618 |
107-245 |
|
2.618 |
107-075 |
|
4.250 |
106-118 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-285 |
108-310 |
| PP |
108-258 |
108-275 |
| S1 |
108-232 |
108-240 |
|