ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-310 |
107-280 |
-0-030 |
-0.1% |
108-235 |
| High |
108-145 |
107-295 |
-0-170 |
-0.5% |
108-255 |
| Low |
107-260 |
107-070 |
-0-190 |
-0.6% |
107-070 |
| Close |
108-020 |
107-105 |
-0-235 |
-0.7% |
108-020 |
| Range |
0-205 |
0-225 |
0-020 |
9.8% |
1-185 |
| ATR |
0-211 |
0-215 |
0-004 |
2.0% |
0-000 |
| Volume |
2,632,521 |
1,629,654 |
-1,002,867 |
-38.1% |
9,841,645 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-192 |
109-053 |
107-229 |
|
| R3 |
108-287 |
108-148 |
107-167 |
|
| R2 |
108-062 |
108-062 |
107-146 |
|
| R1 |
107-243 |
107-243 |
107-126 |
107-200 |
| PP |
107-157 |
107-157 |
107-157 |
107-135 |
| S1 |
107-018 |
107-018 |
107-084 |
106-295 |
| S2 |
106-252 |
106-252 |
107-064 |
|
| S3 |
106-027 |
106-113 |
107-043 |
|
| S4 |
105-122 |
105-208 |
106-301 |
|
|
| 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 |
108-170 |
107-070 |
1-100 |
1.2% |
0-237 |
0.7% |
8% |
False |
True |
2,036,360 |
| 10 |
109-200 |
107-070 |
2-130 |
2.2% |
0-218 |
0.6% |
5% |
False |
True |
1,792,279 |
| 20 |
110-170 |
107-070 |
3-100 |
3.1% |
0-189 |
0.6% |
3% |
False |
True |
1,522,913 |
| 40 |
112-140 |
107-070 |
5-070 |
4.9% |
0-201 |
0.6% |
2% |
False |
True |
1,179,931 |
| 60 |
114-030 |
107-070 |
6-280 |
6.4% |
0-211 |
0.6% |
2% |
False |
True |
787,930 |
| 80 |
114-100 |
107-070 |
7-030 |
6.6% |
0-211 |
0.6% |
2% |
False |
True |
590,977 |
| 100 |
117-145 |
107-070 |
10-075 |
9.5% |
0-175 |
0.5% |
1% |
False |
True |
472,783 |
| 120 |
117-265 |
107-070 |
10-195 |
9.9% |
0-147 |
0.4% |
1% |
False |
True |
393,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-291 |
|
2.618 |
109-244 |
|
1.618 |
109-019 |
|
1.000 |
108-200 |
|
0.618 |
108-114 |
|
HIGH |
107-295 |
|
0.618 |
107-209 |
|
0.500 |
107-182 |
|
0.382 |
107-156 |
|
LOW |
107-070 |
|
0.618 |
106-251 |
|
1.000 |
106-165 |
|
1.618 |
106-026 |
|
2.618 |
105-121 |
|
4.250 |
104-074 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-182 |
107-268 |
| PP |
107-157 |
107-213 |
| S1 |
107-131 |
107-159 |
|