ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-040 |
107-250 |
0-210 |
0.6% |
107-280 |
| High |
107-305 |
107-315 |
0-010 |
0.0% |
107-295 |
| Low |
107-025 |
107-105 |
0-080 |
0.2% |
106-035 |
| Close |
107-270 |
107-230 |
-0-040 |
-0.1% |
106-270 |
| Range |
0-280 |
0-210 |
-0-070 |
-25.0% |
1-260 |
| ATR |
0-242 |
0-240 |
-0-002 |
-0.9% |
0-000 |
| Volume |
822,843 |
1,915,354 |
1,092,511 |
132.8% |
10,888,039 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-207 |
109-108 |
108-026 |
|
| R3 |
108-317 |
108-218 |
107-288 |
|
| R2 |
108-107 |
108-107 |
107-268 |
|
| R1 |
108-008 |
108-008 |
107-249 |
107-272 |
| PP |
107-217 |
107-217 |
107-217 |
107-189 |
| S1 |
107-118 |
107-118 |
107-211 |
107-062 |
| S2 |
107-007 |
107-007 |
107-192 |
|
| S3 |
106-117 |
106-228 |
107-172 |
|
| S4 |
105-227 |
106-018 |
107-114 |
|
|
| 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 |
107-315 |
106-035 |
1-280 |
1.7% |
0-271 |
0.8% |
86% |
True |
False |
1,882,864 |
| 10 |
108-170 |
106-035 |
2-135 |
2.2% |
0-266 |
0.8% |
66% |
False |
False |
2,057,453 |
| 20 |
110-075 |
106-035 |
4-040 |
3.8% |
0-230 |
0.7% |
39% |
False |
False |
1,762,895 |
| 40 |
111-125 |
106-035 |
5-090 |
4.9% |
0-209 |
0.6% |
30% |
False |
False |
1,477,679 |
| 60 |
114-030 |
106-035 |
7-315 |
7.4% |
0-218 |
0.6% |
20% |
False |
False |
987,783 |
| 80 |
114-050 |
106-035 |
8-015 |
7.5% |
0-215 |
0.6% |
20% |
False |
False |
740,933 |
| 100 |
115-075 |
106-035 |
9-040 |
8.5% |
0-191 |
0.6% |
18% |
False |
False |
592,749 |
| 120 |
117-265 |
106-035 |
11-230 |
10.9% |
0-160 |
0.5% |
14% |
False |
False |
493,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-248 |
|
2.618 |
109-225 |
|
1.618 |
109-015 |
|
1.000 |
108-205 |
|
0.618 |
108-125 |
|
HIGH |
107-315 |
|
0.618 |
107-235 |
|
0.500 |
107-210 |
|
0.382 |
107-185 |
|
LOW |
107-105 |
|
0.618 |
106-295 |
|
1.000 |
106-215 |
|
1.618 |
106-085 |
|
2.618 |
105-195 |
|
4.250 |
104-172 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-223 |
107-163 |
| PP |
107-217 |
107-097 |
| S1 |
107-210 |
107-030 |
|