ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
107-235 |
107-310 |
0-075 |
0.2% |
108-235 |
| High |
108-005 |
108-145 |
0-140 |
0.4% |
108-255 |
| Low |
107-070 |
107-260 |
0-190 |
0.6% |
107-070 |
| Close |
107-275 |
108-020 |
0-065 |
0.2% |
108-020 |
| Range |
0-255 |
0-205 |
-0-050 |
-19.6% |
1-185 |
| ATR |
0-211 |
0-211 |
0-000 |
-0.2% |
0-000 |
| Volume |
2,422,053 |
2,632,521 |
210,468 |
8.7% |
9,841,645 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-010 |
109-220 |
108-133 |
|
| R3 |
109-125 |
109-015 |
108-076 |
|
| R2 |
108-240 |
108-240 |
108-058 |
|
| R1 |
108-130 |
108-130 |
108-039 |
108-185 |
| PP |
108-035 |
108-035 |
108-035 |
108-062 |
| S1 |
107-245 |
107-245 |
108-001 |
107-300 |
| S2 |
107-150 |
107-150 |
107-302 |
|
| S3 |
106-265 |
107-040 |
107-284 |
|
| S4 |
106-060 |
106-155 |
107-227 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-243 |
111-317 |
108-298 |
|
| R3 |
111-058 |
110-132 |
108-159 |
|
| R2 |
109-193 |
109-193 |
108-113 |
|
| R1 |
108-267 |
108-267 |
108-066 |
108-138 |
| PP |
108-008 |
108-008 |
108-008 |
107-264 |
| S1 |
107-082 |
107-082 |
107-294 |
106-272 |
| S2 |
106-143 |
106-143 |
107-247 |
|
| S3 |
104-278 |
105-217 |
107-201 |
|
| S4 |
103-093 |
104-032 |
107-062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-255 |
107-070 |
1-185 |
1.5% |
0-235 |
0.7% |
53% |
False |
False |
1,968,329 |
| 10 |
109-200 |
107-070 |
2-130 |
2.2% |
0-206 |
0.6% |
35% |
False |
False |
1,726,559 |
| 20 |
111-125 |
107-070 |
4-055 |
3.9% |
0-194 |
0.6% |
20% |
False |
False |
1,531,114 |
| 40 |
112-140 |
107-070 |
5-070 |
4.8% |
0-208 |
0.6% |
16% |
False |
False |
1,139,477 |
| 60 |
114-030 |
107-070 |
6-280 |
6.4% |
0-211 |
0.6% |
12% |
False |
False |
760,788 |
| 80 |
114-155 |
107-070 |
7-085 |
6.7% |
0-212 |
0.6% |
12% |
False |
False |
570,609 |
| 100 |
117-145 |
107-070 |
10-075 |
9.5% |
0-174 |
0.5% |
8% |
False |
False |
456,487 |
| 120 |
117-265 |
107-070 |
10-195 |
9.8% |
0-145 |
0.4% |
8% |
False |
False |
380,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-056 |
|
2.618 |
110-042 |
|
1.618 |
109-157 |
|
1.000 |
109-030 |
|
0.618 |
108-272 |
|
HIGH |
108-145 |
|
0.618 |
108-067 |
|
0.500 |
108-042 |
|
0.382 |
108-018 |
|
LOW |
107-260 |
|
0.618 |
107-133 |
|
1.000 |
107-055 |
|
1.618 |
106-248 |
|
2.618 |
106-043 |
|
4.250 |
105-029 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-042 |
108-000 |
| PP |
108-035 |
107-300 |
| S1 |
108-028 |
107-280 |
|