ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-235 |
109-140 |
-0-095 |
-0.3% |
109-255 |
High |
109-285 |
109-195 |
-0-090 |
-0.3% |
110-075 |
Low |
109-125 |
109-080 |
-0-045 |
-0.1% |
109-030 |
Close |
109-165 |
109-165 |
0-000 |
0.0% |
109-165 |
Range |
0-160 |
0-115 |
-0-045 |
-28.1% |
1-045 |
ATR |
0-196 |
0-190 |
-0-006 |
-2.9% |
0-000 |
Volume |
1,291,658 |
972,461 |
-319,197 |
-24.7% |
6,344,037 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-172 |
110-123 |
109-228 |
|
R3 |
110-057 |
110-008 |
109-197 |
|
R2 |
109-262 |
109-262 |
109-186 |
|
R1 |
109-213 |
109-213 |
109-176 |
109-238 |
PP |
109-147 |
109-147 |
109-147 |
109-159 |
S1 |
109-098 |
109-098 |
109-154 |
109-122 |
S2 |
109-032 |
109-032 |
109-144 |
|
S3 |
108-237 |
108-303 |
109-133 |
|
S4 |
108-122 |
108-188 |
109-102 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-012 |
112-133 |
110-046 |
|
R3 |
111-287 |
111-088 |
109-265 |
|
R2 |
110-242 |
110-242 |
109-232 |
|
R1 |
110-043 |
110-043 |
109-198 |
109-280 |
PP |
109-197 |
109-197 |
109-197 |
109-155 |
S1 |
108-318 |
108-318 |
109-132 |
108-235 |
S2 |
108-152 |
108-152 |
109-098 |
|
S3 |
107-107 |
107-273 |
109-065 |
|
S4 |
106-062 |
106-228 |
108-284 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-075 |
109-030 |
1-045 |
1.0% |
0-169 |
0.5% |
37% |
False |
False |
1,269,707 |
10 |
110-170 |
109-030 |
1-140 |
1.3% |
0-160 |
0.5% |
29% |
False |
False |
1,253,548 |
20 |
111-125 |
109-030 |
2-095 |
2.1% |
0-186 |
0.5% |
18% |
False |
False |
1,447,926 |
40 |
113-045 |
109-030 |
4-015 |
3.7% |
0-210 |
0.6% |
10% |
False |
False |
733,399 |
60 |
114-030 |
109-030 |
5-000 |
4.6% |
0-211 |
0.6% |
8% |
False |
False |
489,253 |
80 |
115-075 |
109-030 |
6-045 |
5.6% |
0-191 |
0.5% |
7% |
False |
False |
366,944 |
100 |
117-265 |
109-030 |
8-235 |
8.0% |
0-154 |
0.4% |
5% |
False |
False |
293,555 |
120 |
118-055 |
109-030 |
9-025 |
8.3% |
0-128 |
0.4% |
5% |
False |
False |
244,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-044 |
2.618 |
110-176 |
1.618 |
110-061 |
1.000 |
109-310 |
0.618 |
109-266 |
HIGH |
109-195 |
0.618 |
109-151 |
0.500 |
109-138 |
0.382 |
109-124 |
LOW |
109-080 |
0.618 |
109-009 |
1.000 |
108-285 |
1.618 |
108-214 |
2.618 |
108-099 |
4.250 |
107-231 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-156 |
109-238 |
PP |
109-147 |
109-213 |
S1 |
109-138 |
109-189 |
|