ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-140 |
109-185 |
0-045 |
0.1% |
109-255 |
High |
109-195 |
109-200 |
0-005 |
0.0% |
110-075 |
Low |
109-080 |
109-030 |
-0-050 |
-0.1% |
109-030 |
Close |
109-165 |
109-040 |
-0-125 |
-0.4% |
109-165 |
Range |
0-115 |
0-170 |
0-055 |
47.8% |
1-045 |
ATR |
0-190 |
0-188 |
-0-001 |
-0.7% |
0-000 |
Volume |
972,461 |
1,270,702 |
298,241 |
30.7% |
6,344,037 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-280 |
110-170 |
109-134 |
|
R3 |
110-110 |
110-000 |
109-087 |
|
R2 |
109-260 |
109-260 |
109-071 |
|
R1 |
109-150 |
109-150 |
109-056 |
109-120 |
PP |
109-090 |
109-090 |
109-090 |
109-075 |
S1 |
108-300 |
108-300 |
109-024 |
108-270 |
S2 |
108-240 |
108-240 |
109-009 |
|
S3 |
108-070 |
108-130 |
108-313 |
|
S4 |
107-220 |
107-280 |
108-266 |
|
|
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% |
0-190 |
0.5% |
3% |
False |
True |
1,321,846 |
10 |
110-105 |
109-030 |
1-075 |
1.1% |
0-158 |
0.5% |
3% |
False |
True |
1,230,475 |
20 |
111-125 |
109-030 |
2-095 |
2.1% |
0-182 |
0.5% |
1% |
False |
True |
1,499,143 |
40 |
112-260 |
109-030 |
3-230 |
3.4% |
0-209 |
0.6% |
1% |
False |
True |
765,106 |
60 |
114-030 |
109-030 |
5-000 |
4.6% |
0-210 |
0.6% |
1% |
False |
True |
510,431 |
80 |
115-075 |
109-030 |
6-045 |
5.6% |
0-193 |
0.6% |
1% |
False |
True |
382,828 |
100 |
117-265 |
109-030 |
8-235 |
8.0% |
0-156 |
0.4% |
0% |
False |
True |
306,262 |
120 |
118-055 |
109-030 |
9-025 |
8.3% |
0-130 |
0.4% |
0% |
False |
True |
255,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-282 |
2.618 |
111-005 |
1.618 |
110-155 |
1.000 |
110-050 |
0.618 |
109-305 |
HIGH |
109-200 |
0.618 |
109-135 |
0.500 |
109-115 |
0.382 |
109-095 |
LOW |
109-030 |
0.618 |
108-245 |
1.000 |
108-180 |
1.618 |
108-075 |
2.618 |
107-225 |
4.250 |
106-268 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-115 |
109-158 |
PP |
109-090 |
109-118 |
S1 |
109-065 |
109-079 |
|