ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
109-060 |
108-255 |
-0-125 |
-0.4% |
109-255 |
| High |
109-170 |
108-255 |
-0-235 |
-0.7% |
110-075 |
| Low |
108-235 |
108-080 |
-0-155 |
-0.4% |
109-030 |
| Close |
109-070 |
108-135 |
-0-255 |
-0.7% |
109-165 |
| Range |
0-255 |
0-175 |
-0-080 |
-31.4% |
1-045 |
| ATR |
0-193 |
0-202 |
0-008 |
4.3% |
0-000 |
| Volume |
1,641,379 |
2,142,465 |
501,086 |
30.5% |
6,344,037 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-042 |
109-263 |
108-231 |
|
| R3 |
109-187 |
109-088 |
108-183 |
|
| R2 |
109-012 |
109-012 |
108-167 |
|
| R1 |
108-233 |
108-233 |
108-151 |
108-195 |
| PP |
108-157 |
108-157 |
108-157 |
108-138 |
| S1 |
108-058 |
108-058 |
108-119 |
108-020 |
| S2 |
107-302 |
107-302 |
108-103 |
|
| S3 |
107-127 |
107-203 |
108-087 |
|
| S4 |
106-272 |
107-028 |
108-039 |
|
|
| 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 |
109-285 |
108-080 |
1-205 |
1.5% |
0-175 |
0.5% |
10% |
False |
True |
1,463,733 |
| 10 |
110-105 |
108-080 |
2-025 |
1.9% |
0-168 |
0.5% |
8% |
False |
True |
1,342,630 |
| 20 |
111-125 |
108-080 |
3-045 |
2.9% |
0-181 |
0.5% |
5% |
False |
True |
1,632,202 |
| 40 |
112-260 |
108-080 |
4-180 |
4.2% |
0-212 |
0.6% |
4% |
False |
True |
859,604 |
| 60 |
114-030 |
108-080 |
5-270 |
5.4% |
0-212 |
0.6% |
3% |
False |
True |
573,494 |
| 80 |
115-075 |
108-080 |
6-315 |
6.4% |
0-198 |
0.6% |
2% |
False |
True |
430,126 |
| 100 |
117-265 |
108-080 |
9-185 |
8.8% |
0-160 |
0.5% |
2% |
False |
True |
344,101 |
| 120 |
118-055 |
108-080 |
9-295 |
9.2% |
0-134 |
0.4% |
2% |
False |
True |
286,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-039 |
|
2.618 |
110-073 |
|
1.618 |
109-218 |
|
1.000 |
109-110 |
|
0.618 |
109-043 |
|
HIGH |
108-255 |
|
0.618 |
108-188 |
|
0.500 |
108-168 |
|
0.382 |
108-147 |
|
LOW |
108-080 |
|
0.618 |
107-292 |
|
1.000 |
107-225 |
|
1.618 |
107-117 |
|
2.618 |
106-262 |
|
4.250 |
105-296 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-168 |
108-300 |
| PP |
108-157 |
108-245 |
| S1 |
108-146 |
108-190 |
|