ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-025 |
107-085 |
0-060 |
0.2% |
107-280 |
| High |
107-125 |
107-100 |
-0-025 |
-0.1% |
107-295 |
| Low |
106-285 |
106-065 |
-0-220 |
-0.6% |
106-035 |
| Close |
107-100 |
106-270 |
-0-150 |
-0.4% |
106-270 |
| Range |
0-160 |
1-035 |
0-195 |
121.9% |
1-260 |
| ATR |
0-224 |
0-233 |
0-009 |
4.2% |
0-000 |
| Volume |
1,823,513 |
2,315,058 |
491,545 |
27.0% |
10,888,039 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-037 |
109-188 |
107-145 |
|
| R3 |
109-002 |
108-153 |
107-048 |
|
| R2 |
107-287 |
107-287 |
107-015 |
|
| R1 |
107-118 |
107-118 |
106-303 |
107-025 |
| PP |
106-252 |
106-252 |
106-252 |
106-205 |
| S1 |
106-083 |
106-083 |
106-237 |
105-310 |
| S2 |
105-217 |
105-217 |
106-205 |
|
| S3 |
104-182 |
105-048 |
106-172 |
|
| S4 |
103-147 |
104-013 |
106-075 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-127 |
111-138 |
107-269 |
|
| R3 |
110-187 |
109-198 |
107-110 |
|
| R2 |
108-247 |
108-247 |
107-056 |
|
| R1 |
107-258 |
107-258 |
107-003 |
107-122 |
| PP |
106-307 |
106-307 |
106-307 |
106-239 |
| S1 |
105-318 |
105-318 |
106-217 |
105-182 |
| S2 |
105-047 |
105-047 |
106-164 |
|
| S3 |
103-107 |
104-058 |
106-110 |
|
| S4 |
101-167 |
102-118 |
105-271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-295 |
106-035 |
1-260 |
1.7% |
0-274 |
0.8% |
41% |
False |
False |
2,177,607 |
| 10 |
108-255 |
106-035 |
2-220 |
2.5% |
0-254 |
0.7% |
27% |
False |
False |
2,072,968 |
| 20 |
110-075 |
106-035 |
4-040 |
3.9% |
0-213 |
0.6% |
18% |
False |
False |
1,724,883 |
| 40 |
111-135 |
106-035 |
5-100 |
5.0% |
0-207 |
0.6% |
14% |
False |
False |
1,410,325 |
| 60 |
114-030 |
106-035 |
7-315 |
7.5% |
0-215 |
0.6% |
9% |
False |
False |
942,162 |
| 80 |
114-050 |
106-035 |
8-015 |
7.5% |
0-216 |
0.6% |
9% |
False |
False |
706,706 |
| 100 |
116-055 |
106-035 |
10-020 |
9.4% |
0-186 |
0.5% |
7% |
False |
False |
565,367 |
| 120 |
117-265 |
106-035 |
11-230 |
11.0% |
0-156 |
0.5% |
6% |
False |
False |
471,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-009 |
|
2.618 |
110-069 |
|
1.618 |
109-034 |
|
1.000 |
108-135 |
|
0.618 |
107-319 |
|
HIGH |
107-100 |
|
0.618 |
106-284 |
|
0.500 |
106-242 |
|
0.382 |
106-201 |
|
LOW |
106-065 |
|
0.618 |
105-166 |
|
1.000 |
105-030 |
|
1.618 |
104-131 |
|
2.618 |
103-096 |
|
4.250 |
101-156 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-261 |
106-260 |
| PP |
106-252 |
106-250 |
| S1 |
106-242 |
106-240 |
|