ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
108-075 |
107-235 |
-0-160 |
-0.5% |
109-140 |
| High |
108-170 |
108-005 |
-0-165 |
-0.5% |
109-200 |
| Low |
107-155 |
107-070 |
-0-085 |
-0.2% |
108-080 |
| Close |
107-185 |
107-275 |
0-090 |
0.3% |
108-220 |
| Range |
1-015 |
0-255 |
-0-080 |
-23.9% |
1-120 |
| ATR |
0-208 |
0-211 |
0-003 |
1.6% |
0-000 |
| Volume |
1,893,725 |
2,422,053 |
528,328 |
27.9% |
7,423,952 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-028 |
109-247 |
108-095 |
|
| R3 |
109-093 |
108-312 |
108-025 |
|
| R2 |
108-158 |
108-158 |
108-002 |
|
| R1 |
108-057 |
108-057 |
107-298 |
108-108 |
| PP |
107-223 |
107-223 |
107-223 |
107-249 |
| S1 |
107-122 |
107-122 |
107-252 |
107-172 |
| S2 |
106-288 |
106-288 |
107-228 |
|
| S3 |
106-033 |
106-187 |
107-205 |
|
| S4 |
105-098 |
105-252 |
107-135 |
|
|
| 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 |
107-070 |
1-195 |
1.5% |
0-229 |
0.7% |
40% |
False |
True |
1,721,213 |
| 10 |
109-285 |
107-070 |
2-215 |
2.5% |
0-202 |
0.6% |
24% |
False |
True |
1,592,473 |
| 20 |
111-125 |
107-070 |
4-055 |
3.9% |
0-189 |
0.5% |
15% |
False |
True |
1,494,892 |
| 40 |
112-140 |
107-070 |
5-070 |
4.8% |
0-209 |
0.6% |
12% |
False |
True |
1,074,015 |
| 60 |
114-030 |
107-070 |
6-280 |
6.4% |
0-214 |
0.6% |
9% |
False |
True |
716,917 |
| 80 |
114-155 |
107-070 |
7-085 |
6.7% |
0-209 |
0.6% |
9% |
False |
True |
537,702 |
| 100 |
117-145 |
107-070 |
10-075 |
9.5% |
0-172 |
0.5% |
6% |
False |
True |
430,162 |
| 120 |
117-265 |
107-070 |
10-195 |
9.8% |
0-143 |
0.4% |
6% |
False |
True |
358,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-129 |
|
2.618 |
110-033 |
|
1.618 |
109-098 |
|
1.000 |
108-260 |
|
0.618 |
108-163 |
|
HIGH |
108-005 |
|
0.618 |
107-228 |
|
0.500 |
107-198 |
|
0.382 |
107-167 |
|
LOW |
107-070 |
|
0.618 |
106-232 |
|
1.000 |
106-135 |
|
1.618 |
105-297 |
|
2.618 |
105-042 |
|
4.250 |
103-266 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-249 |
107-280 |
| PP |
107-223 |
107-278 |
| S1 |
107-198 |
107-277 |
|