ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
108-255 |
108-110 |
-0-145 |
-0.4% |
109-140 |
| High |
108-255 |
108-265 |
0-010 |
0.0% |
109-200 |
| Low |
108-080 |
108-090 |
0-010 |
0.0% |
108-080 |
| Close |
108-135 |
108-220 |
0-085 |
0.2% |
108-220 |
| Range |
0-175 |
0-175 |
0-000 |
0.0% |
1-120 |
| ATR |
0-202 |
0-200 |
-0-002 |
-0.9% |
0-000 |
| Volume |
2,142,465 |
1,396,945 |
-745,520 |
-34.8% |
7,423,952 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-077 |
110-003 |
108-316 |
|
| R3 |
109-222 |
109-148 |
108-268 |
|
| R2 |
109-047 |
109-047 |
108-252 |
|
| R1 |
108-293 |
108-293 |
108-236 |
109-010 |
| PP |
108-192 |
108-192 |
108-192 |
108-210 |
| S1 |
108-118 |
108-118 |
108-204 |
108-155 |
| S2 |
108-017 |
108-017 |
108-188 |
|
| S3 |
107-162 |
107-263 |
108-172 |
|
| S4 |
106-307 |
107-088 |
108-124 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-313 |
112-067 |
109-142 |
|
| R3 |
111-193 |
110-267 |
109-021 |
|
| R2 |
110-073 |
110-073 |
108-301 |
|
| R1 |
109-147 |
109-147 |
108-260 |
109-050 |
| PP |
108-273 |
108-273 |
108-273 |
108-225 |
| S1 |
108-027 |
108-027 |
108-180 |
107-250 |
| S2 |
107-153 |
107-153 |
108-139 |
|
| S3 |
106-033 |
106-227 |
108-099 |
|
| S4 |
104-233 |
105-107 |
107-298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-200 |
108-080 |
1-120 |
1.3% |
0-178 |
0.5% |
32% |
False |
False |
1,484,790 |
| 10 |
110-075 |
108-080 |
1-315 |
1.8% |
0-171 |
0.5% |
22% |
False |
False |
1,376,798 |
| 20 |
111-125 |
108-080 |
3-045 |
2.9% |
0-183 |
0.5% |
14% |
False |
False |
1,596,878 |
| 40 |
112-140 |
108-080 |
4-060 |
3.9% |
0-206 |
0.6% |
10% |
False |
False |
894,397 |
| 60 |
114-030 |
108-080 |
5-270 |
5.4% |
0-212 |
0.6% |
7% |
False |
False |
596,768 |
| 80 |
115-075 |
108-080 |
6-315 |
6.4% |
0-198 |
0.6% |
6% |
False |
False |
447,588 |
| 100 |
117-265 |
108-080 |
9-185 |
8.8% |
0-162 |
0.5% |
5% |
False |
False |
358,070 |
| 120 |
118-055 |
108-080 |
9-295 |
9.1% |
0-135 |
0.4% |
4% |
False |
False |
298,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-049 |
|
2.618 |
110-083 |
|
1.618 |
109-228 |
|
1.000 |
109-120 |
|
0.618 |
109-053 |
|
HIGH |
108-265 |
|
0.618 |
108-198 |
|
0.500 |
108-178 |
|
0.382 |
108-157 |
|
LOW |
108-090 |
|
0.618 |
107-302 |
|
1.000 |
107-235 |
|
1.618 |
107-127 |
|
2.618 |
106-272 |
|
4.250 |
105-306 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-206 |
108-285 |
| PP |
108-192 |
108-263 |
| S1 |
108-178 |
108-242 |
|