ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-260 |
106-045 |
0-105 |
0.3% |
107-315 |
| High |
106-145 |
106-250 |
0-105 |
0.3% |
107-315 |
| Low |
105-240 |
105-230 |
-0-010 |
0.0% |
105-215 |
| Close |
106-100 |
106-250 |
0-150 |
0.4% |
106-100 |
| Range |
0-225 |
1-020 |
0-115 |
51.1% |
2-100 |
| ATR |
0-227 |
0-235 |
0-008 |
3.6% |
0-000 |
| Volume |
490 |
318 |
-172 |
-35.1% |
2,538 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-197 |
109-083 |
107-117 |
|
| R3 |
108-177 |
108-063 |
107-024 |
|
| R2 |
107-157 |
107-157 |
106-312 |
|
| R1 |
107-043 |
107-043 |
106-281 |
107-100 |
| PP |
106-137 |
106-137 |
106-137 |
106-165 |
| S1 |
106-023 |
106-023 |
106-219 |
106-080 |
| S2 |
105-117 |
105-117 |
106-188 |
|
| S3 |
104-097 |
105-003 |
106-156 |
|
| S4 |
103-077 |
103-303 |
106-063 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-190 |
112-085 |
107-187 |
|
| R3 |
111-090 |
109-305 |
106-304 |
|
| R2 |
108-310 |
108-310 |
106-236 |
|
| R1 |
107-205 |
107-205 |
106-168 |
107-048 |
| PP |
106-210 |
106-210 |
106-210 |
106-131 |
| S1 |
105-105 |
105-105 |
106-032 |
104-268 |
| S2 |
104-110 |
104-110 |
105-284 |
|
| S3 |
102-010 |
103-005 |
105-216 |
|
| S4 |
99-230 |
100-225 |
105-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-185 |
105-215 |
1-290 |
1.8% |
0-266 |
0.8% |
58% |
False |
False |
550 |
| 10 |
108-240 |
105-215 |
3-025 |
2.9% |
0-250 |
0.7% |
36% |
False |
False |
413 |
| 20 |
108-310 |
105-215 |
3-095 |
3.1% |
0-248 |
0.7% |
34% |
False |
False |
357 |
| 40 |
111-220 |
105-215 |
6-005 |
5.6% |
0-178 |
0.5% |
18% |
False |
False |
190 |
| 60 |
113-000 |
105-215 |
7-105 |
6.9% |
0-124 |
0.4% |
15% |
False |
False |
127 |
| 80 |
114-100 |
105-215 |
8-205 |
8.1% |
0-098 |
0.3% |
13% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-095 |
|
2.618 |
109-180 |
|
1.618 |
108-160 |
|
1.000 |
107-270 |
|
0.618 |
107-140 |
|
HIGH |
106-250 |
|
0.618 |
106-120 |
|
0.500 |
106-080 |
|
0.382 |
106-040 |
|
LOW |
105-230 |
|
0.618 |
105-020 |
|
1.000 |
104-210 |
|
1.618 |
104-000 |
|
2.618 |
102-300 |
|
4.250 |
101-065 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-193 |
106-191 |
| PP |
106-137 |
106-132 |
| S1 |
106-080 |
106-072 |
|