ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-230 |
108-035 |
0-125 |
0.4% |
107-280 |
| High |
108-110 |
108-160 |
0-050 |
0.1% |
107-295 |
| Low |
107-210 |
107-040 |
-0-170 |
-0.5% |
106-035 |
| Close |
107-300 |
107-075 |
-0-225 |
-0.7% |
106-270 |
| Range |
0-220 |
1-120 |
0-220 |
100.0% |
1-260 |
| ATR |
0-238 |
0-253 |
0-014 |
6.0% |
0-000 |
| Volume |
2,034,050 |
2,136,548 |
102,498 |
5.0% |
10,888,039 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-238 |
110-277 |
107-317 |
|
| R3 |
110-118 |
109-157 |
107-196 |
|
| R2 |
108-318 |
108-318 |
107-156 |
|
| R1 |
108-037 |
108-037 |
107-115 |
107-278 |
| PP |
107-198 |
107-198 |
107-198 |
107-159 |
| S1 |
106-237 |
106-237 |
107-035 |
106-158 |
| S2 |
106-078 |
106-078 |
106-314 |
|
| S3 |
104-278 |
105-117 |
106-274 |
|
| S4 |
103-158 |
103-317 |
106-153 |
|
|
| 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 |
108-160 |
106-065 |
2-095 |
2.1% |
0-301 |
0.9% |
45% |
True |
False |
1,844,770 |
| 10 |
108-160 |
106-035 |
2-125 |
2.2% |
0-272 |
0.8% |
47% |
True |
False |
2,042,935 |
| 20 |
109-285 |
106-035 |
3-250 |
3.5% |
0-237 |
0.7% |
30% |
False |
False |
1,817,704 |
| 40 |
111-125 |
106-035 |
5-090 |
4.9% |
0-212 |
0.6% |
21% |
False |
False |
1,578,877 |
| 60 |
113-185 |
106-035 |
7-150 |
7.0% |
0-221 |
0.6% |
15% |
False |
False |
1,057,199 |
| 80 |
114-030 |
106-035 |
7-315 |
7.4% |
0-218 |
0.6% |
14% |
False |
False |
793,065 |
| 100 |
115-075 |
106-035 |
9-040 |
8.5% |
0-197 |
0.6% |
12% |
False |
False |
634,455 |
| 120 |
117-265 |
106-035 |
11-230 |
10.9% |
0-166 |
0.5% |
10% |
False |
False |
528,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-110 |
|
2.618 |
112-032 |
|
1.618 |
110-232 |
|
1.000 |
109-280 |
|
0.618 |
109-112 |
|
HIGH |
108-160 |
|
0.618 |
107-312 |
|
0.500 |
107-260 |
|
0.382 |
107-208 |
|
LOW |
107-040 |
|
0.618 |
106-088 |
|
1.000 |
105-240 |
|
1.618 |
104-288 |
|
2.618 |
103-168 |
|
4.250 |
101-090 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-260 |
107-260 |
| PP |
107-198 |
107-198 |
| S1 |
107-137 |
107-137 |
|