ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
108-035 |
107-105 |
-0-250 |
-0.7% |
107-040 |
| High |
108-160 |
108-000 |
-0-160 |
-0.5% |
108-160 |
| Low |
107-040 |
107-090 |
0-050 |
0.1% |
107-025 |
| Close |
107-075 |
107-230 |
0-155 |
0.5% |
107-230 |
| Range |
1-120 |
0-230 |
-0-210 |
-47.7% |
1-135 |
| ATR |
0-253 |
0-252 |
-0-001 |
-0.2% |
0-000 |
| Volume |
2,136,548 |
1,657,099 |
-479,449 |
-22.4% |
8,565,894 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-263 |
109-157 |
108-036 |
|
| R3 |
109-033 |
108-247 |
107-293 |
|
| R2 |
108-123 |
108-123 |
107-272 |
|
| R1 |
108-017 |
108-017 |
107-251 |
108-070 |
| PP |
107-213 |
107-213 |
107-213 |
107-240 |
| S1 |
107-107 |
107-107 |
107-209 |
107-160 |
| S2 |
106-303 |
106-303 |
107-188 |
|
| S3 |
106-073 |
106-197 |
107-167 |
|
| S4 |
105-163 |
105-287 |
107-104 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-010 |
111-095 |
108-160 |
|
| R3 |
110-195 |
109-280 |
108-035 |
|
| R2 |
109-060 |
109-060 |
107-313 |
|
| R1 |
108-145 |
108-145 |
107-272 |
108-262 |
| PP |
107-245 |
107-245 |
107-245 |
107-304 |
| S1 |
107-010 |
107-010 |
107-188 |
107-128 |
| S2 |
106-110 |
106-110 |
107-147 |
|
| S3 |
104-295 |
105-195 |
107-105 |
|
| S4 |
103-160 |
104-060 |
106-300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-160 |
107-025 |
1-135 |
1.3% |
0-276 |
0.8% |
45% |
False |
False |
1,713,178 |
| 10 |
108-160 |
106-035 |
2-125 |
2.2% |
0-275 |
0.8% |
67% |
False |
False |
1,945,393 |
| 20 |
109-200 |
106-035 |
3-165 |
3.3% |
0-241 |
0.7% |
46% |
False |
False |
1,835,976 |
| 40 |
111-125 |
106-035 |
5-090 |
4.9% |
0-214 |
0.6% |
30% |
False |
False |
1,618,734 |
| 60 |
113-045 |
106-035 |
7-010 |
6.5% |
0-220 |
0.6% |
23% |
False |
False |
1,084,731 |
| 80 |
114-030 |
106-035 |
7-315 |
7.4% |
0-219 |
0.6% |
20% |
False |
False |
813,778 |
| 100 |
115-075 |
106-035 |
9-040 |
8.5% |
0-200 |
0.6% |
18% |
False |
False |
651,026 |
| 120 |
117-265 |
106-035 |
11-230 |
10.9% |
0-168 |
0.5% |
14% |
False |
False |
542,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-018 |
|
2.618 |
109-282 |
|
1.618 |
109-052 |
|
1.000 |
108-230 |
|
0.618 |
108-142 |
|
HIGH |
108-000 |
|
0.618 |
107-232 |
|
0.500 |
107-205 |
|
0.382 |
107-178 |
|
LOW |
107-090 |
|
0.618 |
106-268 |
|
1.000 |
106-180 |
|
1.618 |
106-038 |
|
2.618 |
105-128 |
|
4.250 |
104-072 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-222 |
107-260 |
| PP |
107-213 |
107-250 |
| S1 |
107-205 |
107-240 |
|