ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
109-115 |
109-025 |
-0-090 |
-0.3% |
109-170 |
| High |
109-115 |
109-070 |
-0-045 |
-0.1% |
109-270 |
| Low |
108-260 |
108-300 |
0-040 |
0.1% |
108-305 |
| Close |
108-265 |
109-060 |
0-115 |
0.3% |
109-055 |
| Range |
0-175 |
0-090 |
-0-085 |
-48.6% |
0-285 |
| ATR |
0-180 |
0-176 |
-0-004 |
-2.2% |
0-000 |
| Volume |
171 |
81 |
-90 |
-52.6% |
3,513 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-307 |
109-273 |
109-110 |
|
| R3 |
109-217 |
109-183 |
109-085 |
|
| R2 |
109-127 |
109-127 |
109-076 |
|
| R1 |
109-093 |
109-093 |
109-068 |
109-110 |
| PP |
109-037 |
109-037 |
109-037 |
109-045 |
| S1 |
109-003 |
109-003 |
109-052 |
109-020 |
| S2 |
108-267 |
108-267 |
109-044 |
|
| S3 |
108-177 |
108-233 |
109-035 |
|
| S4 |
108-087 |
108-143 |
109-010 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-318 |
111-152 |
109-212 |
|
| R3 |
111-033 |
110-187 |
109-133 |
|
| R2 |
110-068 |
110-068 |
109-107 |
|
| R1 |
109-222 |
109-222 |
109-081 |
109-162 |
| PP |
109-103 |
109-103 |
109-103 |
109-074 |
| S1 |
108-257 |
108-257 |
109-029 |
108-198 |
| S2 |
108-138 |
108-138 |
109-003 |
|
| S3 |
107-173 |
107-292 |
108-297 |
|
| S4 |
106-208 |
107-007 |
108-218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-270 |
108-260 |
1-010 |
0.9% |
0-134 |
0.4% |
36% |
False |
False |
367 |
| 10 |
109-290 |
108-260 |
1-030 |
1.0% |
0-132 |
0.4% |
34% |
False |
False |
1,197 |
| 20 |
110-305 |
108-260 |
2-045 |
2.0% |
0-171 |
0.5% |
18% |
False |
False |
764,131 |
| 40 |
112-070 |
108-260 |
3-130 |
3.1% |
0-204 |
0.6% |
11% |
False |
False |
1,197,067 |
| 60 |
113-130 |
108-260 |
4-190 |
4.2% |
0-213 |
0.6% |
8% |
False |
False |
1,295,828 |
| 80 |
115-000 |
108-260 |
6-060 |
5.7% |
0-225 |
0.6% |
6% |
False |
False |
1,367,206 |
| 100 |
117-260 |
108-260 |
9-000 |
8.2% |
0-231 |
0.7% |
4% |
False |
False |
1,180,018 |
| 120 |
117-260 |
108-260 |
9-000 |
8.2% |
0-232 |
0.7% |
4% |
False |
False |
983,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-132 |
|
2.618 |
109-306 |
|
1.618 |
109-216 |
|
1.000 |
109-160 |
|
0.618 |
109-126 |
|
HIGH |
109-070 |
|
0.618 |
109-036 |
|
0.500 |
109-025 |
|
0.382 |
109-014 |
|
LOW |
108-300 |
|
0.618 |
108-244 |
|
1.000 |
108-210 |
|
1.618 |
108-154 |
|
2.618 |
108-064 |
|
4.250 |
107-238 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-048 |
109-049 |
| PP |
109-037 |
109-038 |
| S1 |
109-025 |
109-028 |
|