ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
108-235 |
108-070 |
-0-165 |
-0.5% |
109-140 |
| High |
108-255 |
108-170 |
-0-085 |
-0.2% |
109-200 |
| Low |
108-040 |
108-005 |
-0-035 |
-0.1% |
108-080 |
| Close |
108-055 |
108-035 |
-0-020 |
-0.1% |
108-220 |
| Range |
0-215 |
0-165 |
-0-050 |
-23.3% |
1-120 |
| ATR |
0-201 |
0-198 |
-0-003 |
-1.3% |
0-000 |
| Volume |
1,289,496 |
1,603,850 |
314,354 |
24.4% |
7,423,952 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-245 |
109-145 |
108-126 |
|
| R3 |
109-080 |
108-300 |
108-080 |
|
| R2 |
108-235 |
108-235 |
108-065 |
|
| R1 |
108-135 |
108-135 |
108-050 |
108-102 |
| PP |
108-070 |
108-070 |
108-070 |
108-054 |
| S1 |
107-290 |
107-290 |
108-020 |
107-258 |
| S2 |
107-225 |
107-225 |
108-005 |
|
| S3 |
107-060 |
107-125 |
107-310 |
|
| S4 |
106-215 |
106-280 |
107-264 |
|
|
| 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 |
109-170 |
108-005 |
1-165 |
1.4% |
0-197 |
0.6% |
6% |
False |
True |
1,614,827 |
| 10 |
110-075 |
108-005 |
2-070 |
2.1% |
0-194 |
0.6% |
4% |
False |
True |
1,468,336 |
| 20 |
111-125 |
108-005 |
3-120 |
3.1% |
0-185 |
0.5% |
3% |
False |
True |
1,469,518 |
| 40 |
112-140 |
108-005 |
4-135 |
4.1% |
0-206 |
0.6% |
2% |
False |
True |
966,602 |
| 60 |
114-030 |
108-005 |
6-025 |
5.6% |
0-211 |
0.6% |
2% |
False |
True |
644,988 |
| 80 |
114-180 |
108-005 |
6-175 |
6.1% |
0-203 |
0.6% |
1% |
False |
True |
483,755 |
| 100 |
117-265 |
108-005 |
9-260 |
9.1% |
0-166 |
0.5% |
1% |
False |
True |
387,004 |
| 120 |
118-045 |
108-005 |
10-040 |
9.4% |
0-138 |
0.4% |
1% |
False |
True |
322,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-231 |
|
2.618 |
109-282 |
|
1.618 |
109-117 |
|
1.000 |
109-015 |
|
0.618 |
108-272 |
|
HIGH |
108-170 |
|
0.618 |
108-107 |
|
0.500 |
108-088 |
|
0.382 |
108-068 |
|
LOW |
108-005 |
|
0.618 |
107-223 |
|
1.000 |
107-160 |
|
1.618 |
107-058 |
|
2.618 |
106-213 |
|
4.250 |
105-264 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-088 |
108-135 |
| PP |
108-070 |
108-102 |
| S1 |
108-052 |
108-068 |
|