ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-260 |
105-145 |
-0-115 |
-0.3% |
107-215 |
| High |
105-305 |
106-060 |
0-075 |
0.2% |
107-225 |
| Low |
105-105 |
105-135 |
0-030 |
0.1% |
105-105 |
| Close |
105-135 |
106-000 |
0-185 |
0.5% |
106-000 |
| Range |
0-200 |
0-245 |
0-045 |
22.5% |
2-120 |
| ATR |
0-251 |
0-250 |
0-000 |
-0.2% |
0-000 |
| Volume |
2,395,898 |
1,968,824 |
-427,074 |
-17.8% |
9,730,919 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-053 |
107-272 |
106-135 |
|
| R3 |
107-128 |
107-027 |
106-067 |
|
| R2 |
106-203 |
106-203 |
106-045 |
|
| R1 |
106-102 |
106-102 |
106-022 |
106-152 |
| PP |
105-278 |
105-278 |
105-278 |
105-304 |
| S1 |
105-177 |
105-177 |
105-298 |
105-228 |
| S2 |
105-033 |
105-033 |
105-275 |
|
| S3 |
104-108 |
104-252 |
105-253 |
|
| S4 |
103-183 |
104-007 |
105-185 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-150 |
112-035 |
107-098 |
|
| R3 |
111-030 |
109-235 |
106-209 |
|
| R2 |
108-230 |
108-230 |
106-139 |
|
| R1 |
107-115 |
107-115 |
106-070 |
106-272 |
| PP |
106-110 |
106-110 |
106-110 |
106-029 |
| S1 |
104-315 |
104-315 |
105-250 |
104-152 |
| S2 |
103-310 |
103-310 |
105-181 |
|
| S3 |
101-190 |
102-195 |
105-111 |
|
| S4 |
99-070 |
100-075 |
104-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-225 |
105-105 |
2-120 |
2.2% |
0-246 |
0.7% |
28% |
False |
False |
1,946,183 |
| 10 |
108-160 |
105-105 |
3-055 |
3.0% |
0-261 |
0.8% |
21% |
False |
False |
1,829,681 |
| 20 |
108-255 |
105-105 |
3-150 |
3.3% |
0-258 |
0.8% |
19% |
False |
False |
1,951,324 |
| 40 |
111-125 |
105-105 |
6-020 |
5.7% |
0-220 |
0.6% |
11% |
False |
False |
1,774,101 |
| 60 |
112-140 |
105-105 |
7-035 |
6.7% |
0-224 |
0.7% |
9% |
False |
False |
1,246,706 |
| 80 |
114-030 |
105-105 |
8-245 |
8.3% |
0-224 |
0.7% |
8% |
False |
False |
935,407 |
| 100 |
115-075 |
105-105 |
9-290 |
9.3% |
0-210 |
0.6% |
7% |
False |
False |
748,335 |
| 120 |
117-265 |
105-105 |
12-160 |
11.8% |
0-178 |
0.5% |
5% |
False |
False |
623,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-141 |
|
2.618 |
108-061 |
|
1.618 |
107-136 |
|
1.000 |
106-305 |
|
0.618 |
106-211 |
|
HIGH |
106-060 |
|
0.618 |
105-286 |
|
0.500 |
105-258 |
|
0.382 |
105-229 |
|
LOW |
105-135 |
|
0.618 |
104-304 |
|
1.000 |
104-210 |
|
1.618 |
104-059 |
|
2.618 |
103-134 |
|
4.250 |
102-054 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-299 |
105-310 |
| PP |
105-278 |
105-300 |
| S1 |
105-258 |
105-290 |
|