ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-105 |
107-215 |
0-110 |
0.3% |
107-040 |
| High |
108-000 |
107-225 |
-0-095 |
-0.3% |
108-160 |
| Low |
107-090 |
107-040 |
-0-050 |
-0.1% |
107-025 |
| Close |
107-230 |
107-065 |
-0-165 |
-0.5% |
107-230 |
| Range |
0-230 |
0-185 |
-0-045 |
-19.6% |
1-135 |
| ATR |
0-252 |
0-248 |
-0-004 |
-1.8% |
0-000 |
| Volume |
1,657,099 |
1,268,212 |
-388,887 |
-23.5% |
8,565,894 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-025 |
108-230 |
107-167 |
|
| R3 |
108-160 |
108-045 |
107-116 |
|
| R2 |
107-295 |
107-295 |
107-099 |
|
| R1 |
107-180 |
107-180 |
107-082 |
107-145 |
| PP |
107-110 |
107-110 |
107-110 |
107-092 |
| S1 |
106-315 |
106-315 |
107-048 |
106-280 |
| S2 |
106-245 |
106-245 |
107-031 |
|
| S3 |
106-060 |
106-130 |
107-014 |
|
| S4 |
105-195 |
105-265 |
106-283 |
|
|
| 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 |
107-040 |
1-120 |
1.3% |
0-257 |
0.7% |
6% |
False |
True |
1,802,252 |
| 10 |
108-160 |
106-035 |
2-125 |
2.2% |
0-271 |
0.8% |
46% |
False |
False |
1,909,249 |
| 20 |
109-200 |
106-035 |
3-165 |
3.3% |
0-244 |
0.7% |
31% |
False |
False |
1,850,764 |
| 40 |
111-125 |
106-035 |
5-090 |
4.9% |
0-215 |
0.6% |
21% |
False |
False |
1,649,345 |
| 60 |
113-045 |
106-035 |
7-010 |
6.6% |
0-222 |
0.6% |
16% |
False |
False |
1,105,854 |
| 80 |
114-030 |
106-035 |
7-315 |
7.4% |
0-219 |
0.6% |
14% |
False |
False |
829,630 |
| 100 |
115-075 |
106-035 |
9-040 |
8.5% |
0-202 |
0.6% |
12% |
False |
False |
663,708 |
| 120 |
117-265 |
106-035 |
11-230 |
10.9% |
0-169 |
0.5% |
9% |
False |
False |
553,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-051 |
|
2.618 |
109-069 |
|
1.618 |
108-204 |
|
1.000 |
108-090 |
|
0.618 |
108-019 |
|
HIGH |
107-225 |
|
0.618 |
107-154 |
|
0.500 |
107-132 |
|
0.382 |
107-111 |
|
LOW |
107-040 |
|
0.618 |
106-246 |
|
1.000 |
106-175 |
|
1.618 |
106-061 |
|
2.618 |
105-196 |
|
4.250 |
104-214 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-132 |
107-260 |
| PP |
107-110 |
107-195 |
| S1 |
107-088 |
107-130 |
|