ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-085 |
107-040 |
-0-045 |
-0.1% |
107-280 |
| High |
107-100 |
107-305 |
0-205 |
0.6% |
107-295 |
| Low |
106-065 |
107-025 |
0-280 |
0.8% |
106-035 |
| Close |
106-270 |
107-270 |
1-000 |
0.9% |
106-270 |
| Range |
1-035 |
0-280 |
-0-075 |
-21.1% |
1-260 |
| ATR |
0-233 |
0-242 |
0-009 |
3.7% |
0-000 |
| Volume |
2,315,058 |
822,843 |
-1,492,215 |
-64.5% |
10,888,039 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-080 |
109-295 |
108-104 |
|
| R3 |
109-120 |
109-015 |
108-027 |
|
| R2 |
108-160 |
108-160 |
108-001 |
|
| R1 |
108-055 |
108-055 |
107-296 |
108-108 |
| PP |
107-200 |
107-200 |
107-200 |
107-226 |
| S1 |
107-095 |
107-095 |
107-244 |
107-148 |
| S2 |
106-240 |
106-240 |
107-219 |
|
| S3 |
105-280 |
106-135 |
107-193 |
|
| S4 |
105-000 |
105-175 |
107-116 |
|
|
| 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 |
107-305 |
106-035 |
1-270 |
1.7% |
0-285 |
0.8% |
94% |
True |
False |
2,016,245 |
| 10 |
108-170 |
106-035 |
2-135 |
2.2% |
0-261 |
0.8% |
72% |
False |
False |
2,026,303 |
| 20 |
110-075 |
106-035 |
4-040 |
3.8% |
0-222 |
0.6% |
42% |
False |
False |
1,717,627 |
| 40 |
111-125 |
106-035 |
5-090 |
4.9% |
0-208 |
0.6% |
33% |
False |
False |
1,430,427 |
| 60 |
114-030 |
106-035 |
7-315 |
7.4% |
0-217 |
0.6% |
22% |
False |
False |
955,868 |
| 80 |
114-050 |
106-035 |
8-015 |
7.5% |
0-215 |
0.6% |
22% |
False |
False |
716,991 |
| 100 |
115-265 |
106-035 |
9-230 |
9.0% |
0-189 |
0.5% |
18% |
False |
False |
573,596 |
| 120 |
117-265 |
106-035 |
11-230 |
10.9% |
0-158 |
0.5% |
15% |
False |
False |
477,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-215 |
|
2.618 |
110-078 |
|
1.618 |
109-118 |
|
1.000 |
108-265 |
|
0.618 |
108-158 |
|
HIGH |
107-305 |
|
0.618 |
107-198 |
|
0.500 |
107-165 |
|
0.382 |
107-132 |
|
LOW |
107-025 |
|
0.618 |
106-172 |
|
1.000 |
106-065 |
|
1.618 |
105-212 |
|
2.618 |
104-252 |
|
4.250 |
103-115 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-235 |
107-188 |
| PP |
107-200 |
107-107 |
| S1 |
107-165 |
107-025 |
|