ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
108-110 |
108-235 |
0-125 |
0.4% |
109-140 |
| High |
108-265 |
108-255 |
-0-010 |
0.0% |
109-200 |
| Low |
108-090 |
108-040 |
-0-050 |
-0.1% |
108-080 |
| Close |
108-220 |
108-055 |
-0-165 |
-0.5% |
108-220 |
| Range |
0-175 |
0-215 |
0-040 |
22.9% |
1-120 |
| ATR |
0-200 |
0-201 |
0-001 |
0.6% |
0-000 |
| Volume |
1,396,945 |
1,289,496 |
-107,449 |
-7.7% |
7,423,952 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-122 |
109-303 |
108-173 |
|
| R3 |
109-227 |
109-088 |
108-114 |
|
| R2 |
109-012 |
109-012 |
108-094 |
|
| R1 |
108-193 |
108-193 |
108-075 |
108-155 |
| PP |
108-117 |
108-117 |
108-117 |
108-098 |
| S1 |
107-298 |
107-298 |
108-035 |
107-260 |
| S2 |
107-222 |
107-222 |
108-016 |
|
| S3 |
107-007 |
107-083 |
107-316 |
|
| S4 |
106-112 |
106-188 |
107-257 |
|
|
| 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 |
108-040 |
1-160 |
1.4% |
0-198 |
0.6% |
3% |
False |
True |
1,548,197 |
| 10 |
110-075 |
108-040 |
2-035 |
2.0% |
0-184 |
0.5% |
2% |
False |
True |
1,408,952 |
| 20 |
111-125 |
108-040 |
3-085 |
3.0% |
0-184 |
0.5% |
1% |
False |
True |
1,522,773 |
| 40 |
112-140 |
108-040 |
4-100 |
4.0% |
0-206 |
0.6% |
1% |
False |
True |
926,545 |
| 60 |
114-030 |
108-040 |
5-310 |
5.5% |
0-211 |
0.6% |
1% |
False |
True |
618,258 |
| 80 |
115-075 |
108-040 |
7-035 |
6.6% |
0-201 |
0.6% |
1% |
False |
True |
463,707 |
| 100 |
117-265 |
108-040 |
9-225 |
9.0% |
0-164 |
0.5% |
0% |
False |
True |
370,965 |
| 120 |
118-055 |
108-040 |
10-015 |
9.3% |
0-137 |
0.4% |
0% |
False |
True |
309,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-209 |
|
2.618 |
110-178 |
|
1.618 |
109-283 |
|
1.000 |
109-150 |
|
0.618 |
109-068 |
|
HIGH |
108-255 |
|
0.618 |
108-173 |
|
0.500 |
108-148 |
|
0.382 |
108-122 |
|
LOW |
108-040 |
|
0.618 |
107-227 |
|
1.000 |
107-145 |
|
1.618 |
107-012 |
|
2.618 |
106-117 |
|
4.250 |
105-086 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-148 |
108-152 |
| PP |
108-117 |
108-120 |
| S1 |
108-086 |
108-088 |
|