ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106-200 |
107-025 |
0-145 |
0.4% |
108-235 |
| High |
107-065 |
107-125 |
0-060 |
0.2% |
108-255 |
| Low |
106-035 |
106-285 |
0-250 |
0.7% |
107-070 |
| Close |
107-035 |
107-100 |
0-065 |
0.2% |
108-020 |
| Range |
1-030 |
0-160 |
-0-190 |
-54.3% |
1-185 |
| ATR |
0-229 |
0-224 |
-0-005 |
-2.2% |
0-000 |
| Volume |
2,537,554 |
1,823,513 |
-714,041 |
-28.1% |
9,841,645 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-223 |
108-162 |
107-188 |
|
| R3 |
108-063 |
108-002 |
107-144 |
|
| R2 |
107-223 |
107-223 |
107-129 |
|
| R1 |
107-162 |
107-162 |
107-115 |
107-192 |
| PP |
107-063 |
107-063 |
107-063 |
107-079 |
| S1 |
107-002 |
107-002 |
107-085 |
107-032 |
| S2 |
106-223 |
106-223 |
107-071 |
|
| S3 |
106-063 |
106-162 |
107-056 |
|
| S4 |
105-223 |
106-002 |
107-012 |
|
|
| 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 |
108-145 |
106-035 |
2-110 |
2.2% |
0-244 |
0.7% |
51% |
False |
False |
2,241,100 |
| 10 |
108-265 |
106-035 |
2-230 |
2.5% |
0-236 |
0.7% |
44% |
False |
False |
1,981,157 |
| 20 |
110-105 |
106-035 |
4-070 |
3.9% |
0-202 |
0.6% |
29% |
False |
False |
1,661,893 |
| 40 |
112-140 |
106-035 |
6-105 |
5.9% |
0-208 |
0.6% |
19% |
False |
False |
1,352,839 |
| 60 |
114-030 |
106-035 |
7-315 |
7.4% |
0-213 |
0.6% |
15% |
False |
False |
903,621 |
| 80 |
114-100 |
106-035 |
8-065 |
7.6% |
0-216 |
0.6% |
15% |
False |
False |
677,768 |
| 100 |
116-160 |
106-035 |
10-125 |
9.7% |
0-182 |
0.5% |
12% |
False |
False |
542,217 |
| 120 |
117-265 |
106-035 |
11-230 |
10.9% |
0-153 |
0.4% |
10% |
False |
False |
451,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-165 |
|
2.618 |
108-224 |
|
1.618 |
108-064 |
|
1.000 |
107-285 |
|
0.618 |
107-224 |
|
HIGH |
107-125 |
|
0.618 |
107-064 |
|
0.500 |
107-045 |
|
0.382 |
107-026 |
|
LOW |
106-285 |
|
0.618 |
106-186 |
|
1.000 |
106-125 |
|
1.618 |
106-026 |
|
2.618 |
105-186 |
|
4.250 |
104-245 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-082 |
107-042 |
| PP |
107-063 |
106-305 |
| S1 |
107-045 |
106-248 |
|