ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-215 |
107-060 |
-0-155 |
-0.4% |
107-040 |
| High |
107-225 |
107-080 |
-0-145 |
-0.4% |
108-160 |
| Low |
107-040 |
106-035 |
-1-005 |
-0.9% |
107-025 |
| Close |
107-065 |
106-070 |
-0-315 |
-0.9% |
107-230 |
| Range |
0-185 |
1-045 |
0-180 |
97.3% |
1-135 |
| ATR |
0-248 |
0-256 |
0-008 |
3.4% |
0-000 |
| Volume |
1,268,212 |
2,149,715 |
881,503 |
69.5% |
8,565,894 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-303 |
109-072 |
106-271 |
|
| R3 |
108-258 |
108-027 |
106-170 |
|
| R2 |
107-213 |
107-213 |
106-137 |
|
| R1 |
106-302 |
106-302 |
106-103 |
106-235 |
| PP |
106-168 |
106-168 |
106-168 |
106-135 |
| S1 |
105-257 |
105-257 |
106-037 |
105-190 |
| S2 |
105-123 |
105-123 |
106-003 |
|
| S3 |
104-078 |
104-212 |
105-290 |
|
| S4 |
103-033 |
103-167 |
105-189 |
|
|
| 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 |
106-035 |
2-125 |
2.3% |
0-288 |
0.8% |
5% |
False |
True |
1,849,124 |
| 10 |
108-160 |
106-035 |
2-125 |
2.3% |
0-280 |
0.8% |
5% |
False |
True |
1,865,994 |
| 20 |
109-170 |
106-035 |
3-135 |
3.2% |
0-254 |
0.7% |
3% |
False |
True |
1,894,714 |
| 40 |
111-125 |
106-035 |
5-090 |
5.0% |
0-218 |
0.6% |
2% |
False |
True |
1,696,928 |
| 60 |
112-260 |
106-035 |
6-225 |
6.3% |
0-224 |
0.7% |
2% |
False |
True |
1,141,642 |
| 80 |
114-030 |
106-035 |
7-315 |
7.5% |
0-221 |
0.6% |
1% |
False |
True |
856,502 |
| 100 |
115-075 |
106-035 |
9-040 |
8.6% |
0-205 |
0.6% |
1% |
False |
True |
685,205 |
| 120 |
117-265 |
106-035 |
11-230 |
11.0% |
0-172 |
0.5% |
1% |
False |
True |
571,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-031 |
|
2.618 |
110-076 |
|
1.618 |
109-031 |
|
1.000 |
108-125 |
|
0.618 |
107-306 |
|
HIGH |
107-080 |
|
0.618 |
106-261 |
|
0.500 |
106-218 |
|
0.382 |
106-174 |
|
LOW |
106-035 |
|
0.618 |
105-129 |
|
1.000 |
104-310 |
|
1.618 |
104-084 |
|
2.618 |
103-039 |
|
4.250 |
101-084 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-218 |
107-018 |
| PP |
106-168 |
106-248 |
| S1 |
106-119 |
106-159 |
|