ECBOT 10 Year T-Note Future December 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 |
109-185 |
109-060 |
-0-125 |
-0.4% |
109-255 |
| High |
109-200 |
109-170 |
-0-030 |
-0.1% |
110-075 |
| Low |
109-030 |
108-235 |
-0-115 |
-0.3% |
109-030 |
| Close |
109-040 |
109-070 |
0-030 |
0.1% |
109-165 |
| Range |
0-170 |
0-255 |
0-085 |
50.0% |
1-045 |
| ATR |
0-188 |
0-193 |
0-005 |
2.5% |
0-000 |
| Volume |
1,270,702 |
1,641,379 |
370,677 |
29.2% |
6,344,037 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-177 |
111-058 |
109-210 |
|
| R3 |
110-242 |
110-123 |
109-140 |
|
| R2 |
109-307 |
109-307 |
109-117 |
|
| R1 |
109-188 |
109-188 |
109-093 |
109-248 |
| PP |
109-052 |
109-052 |
109-052 |
109-081 |
| S1 |
108-253 |
108-253 |
109-047 |
108-312 |
| S2 |
108-117 |
108-117 |
109-023 |
|
| S3 |
107-182 |
107-318 |
109-000 |
|
| S4 |
106-247 |
107-063 |
108-250 |
|
|
| 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 |
108-235 |
1-160 |
1.4% |
0-174 |
0.5% |
32% |
False |
True |
1,337,617 |
| 10 |
110-105 |
108-235 |
1-190 |
1.5% |
0-166 |
0.5% |
30% |
False |
True |
1,249,791 |
| 20 |
111-125 |
108-235 |
2-210 |
2.4% |
0-188 |
0.5% |
18% |
False |
True |
1,572,027 |
| 40 |
112-260 |
108-235 |
4-025 |
3.7% |
0-212 |
0.6% |
12% |
False |
True |
806,094 |
| 60 |
114-030 |
108-235 |
5-115 |
4.9% |
0-212 |
0.6% |
9% |
False |
True |
537,786 |
| 80 |
115-075 |
108-235 |
6-160 |
6.0% |
0-196 |
0.6% |
7% |
False |
True |
403,345 |
| 100 |
117-265 |
108-235 |
9-030 |
8.3% |
0-158 |
0.5% |
5% |
False |
True |
322,676 |
| 120 |
118-055 |
108-235 |
9-140 |
8.6% |
0-132 |
0.4% |
5% |
False |
True |
268,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-294 |
|
2.618 |
111-198 |
|
1.618 |
110-263 |
|
1.000 |
110-105 |
|
0.618 |
110-008 |
|
HIGH |
109-170 |
|
0.618 |
109-073 |
|
0.500 |
109-042 |
|
0.382 |
109-012 |
|
LOW |
108-235 |
|
0.618 |
108-077 |
|
1.000 |
107-300 |
|
1.618 |
107-142 |
|
2.618 |
106-207 |
|
4.250 |
105-111 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-061 |
109-066 |
| PP |
109-052 |
109-062 |
| S1 |
109-042 |
109-058 |
|