ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
108-070 |
108-075 |
0-005 |
0.0% |
109-140 |
| High |
108-170 |
108-170 |
0-000 |
0.0% |
109-200 |
| Low |
108-005 |
107-155 |
-0-170 |
-0.5% |
108-080 |
| Close |
108-035 |
107-185 |
-0-170 |
-0.5% |
108-220 |
| Range |
0-165 |
1-015 |
0-170 |
103.0% |
1-120 |
| ATR |
0-198 |
0-208 |
0-010 |
4.9% |
0-000 |
| Volume |
1,603,850 |
1,893,725 |
289,875 |
18.1% |
7,423,952 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-002 |
110-108 |
108-049 |
|
| R3 |
109-307 |
109-093 |
107-277 |
|
| R2 |
108-292 |
108-292 |
107-246 |
|
| R1 |
108-078 |
108-078 |
107-216 |
108-018 |
| PP |
107-277 |
107-277 |
107-277 |
107-246 |
| S1 |
107-063 |
107-063 |
107-154 |
107-002 |
| S2 |
106-262 |
106-262 |
107-124 |
|
| S3 |
105-247 |
106-048 |
107-093 |
|
| S4 |
104-232 |
105-033 |
107-001 |
|
|
| 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 |
108-265 |
107-155 |
1-110 |
1.2% |
0-213 |
0.6% |
7% |
False |
True |
1,665,296 |
| 10 |
110-075 |
107-155 |
2-240 |
2.6% |
0-194 |
0.6% |
3% |
False |
True |
1,501,456 |
| 20 |
111-125 |
107-155 |
3-290 |
3.6% |
0-185 |
0.5% |
2% |
False |
True |
1,456,153 |
| 40 |
112-140 |
107-155 |
4-305 |
4.6% |
0-209 |
0.6% |
2% |
False |
True |
1,013,729 |
| 60 |
114-030 |
107-155 |
6-195 |
6.1% |
0-214 |
0.6% |
1% |
False |
True |
676,550 |
| 80 |
114-155 |
107-155 |
7-000 |
6.5% |
0-206 |
0.6% |
1% |
False |
True |
507,426 |
| 100 |
117-145 |
107-155 |
9-310 |
9.3% |
0-169 |
0.5% |
1% |
False |
True |
405,941 |
| 120 |
117-265 |
107-155 |
10-110 |
9.6% |
0-141 |
0.4% |
1% |
False |
True |
338,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-314 |
|
2.618 |
111-087 |
|
1.618 |
110-072 |
|
1.000 |
109-185 |
|
0.618 |
109-057 |
|
HIGH |
108-170 |
|
0.618 |
108-042 |
|
0.500 |
108-002 |
|
0.382 |
107-283 |
|
LOW |
107-155 |
|
0.618 |
106-268 |
|
1.000 |
106-140 |
|
1.618 |
105-253 |
|
2.618 |
104-238 |
|
4.250 |
103-011 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-002 |
108-045 |
| PP |
107-277 |
107-305 |
| S1 |
107-231 |
107-245 |
|