ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-145 |
105-250 |
0-105 |
0.3% |
107-215 |
| High |
106-060 |
106-160 |
0-100 |
0.3% |
107-225 |
| Low |
105-135 |
105-125 |
-0-010 |
0.0% |
105-105 |
| Close |
106-000 |
106-155 |
0-155 |
0.5% |
106-000 |
| Range |
0-245 |
1-035 |
0-110 |
44.9% |
2-120 |
| ATR |
0-250 |
0-258 |
0-007 |
3.0% |
0-000 |
| Volume |
1,968,824 |
2,092,633 |
123,809 |
6.3% |
9,730,919 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-145 |
109-025 |
107-030 |
|
| R3 |
108-110 |
107-310 |
106-253 |
|
| R2 |
107-075 |
107-075 |
106-220 |
|
| R1 |
106-275 |
106-275 |
106-188 |
107-015 |
| PP |
106-040 |
106-040 |
106-040 |
106-070 |
| S1 |
105-240 |
105-240 |
106-122 |
105-300 |
| S2 |
105-005 |
105-005 |
106-090 |
|
| S3 |
103-290 |
104-205 |
106-057 |
|
| S4 |
102-255 |
103-170 |
105-280 |
|
|
| 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 |
107-080 |
105-105 |
1-295 |
1.8% |
0-280 |
0.8% |
60% |
False |
False |
2,111,068 |
| 10 |
108-160 |
105-105 |
3-055 |
3.0% |
0-268 |
0.8% |
36% |
False |
False |
1,956,660 |
| 20 |
108-170 |
105-105 |
3-065 |
3.0% |
0-265 |
0.8% |
36% |
False |
False |
1,991,481 |
| 40 |
111-125 |
105-105 |
6-020 |
5.7% |
0-224 |
0.7% |
19% |
False |
False |
1,757,127 |
| 60 |
112-140 |
105-105 |
7-035 |
6.7% |
0-225 |
0.7% |
16% |
False |
False |
1,281,524 |
| 80 |
114-030 |
105-105 |
8-245 |
8.2% |
0-225 |
0.7% |
13% |
False |
False |
961,564 |
| 100 |
115-075 |
105-105 |
9-290 |
9.3% |
0-214 |
0.6% |
12% |
False |
False |
769,262 |
| 120 |
117-265 |
105-105 |
12-160 |
11.7% |
0-181 |
0.5% |
9% |
False |
False |
641,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-069 |
|
2.618 |
109-129 |
|
1.618 |
108-094 |
|
1.000 |
107-195 |
|
0.618 |
107-059 |
|
HIGH |
106-160 |
|
0.618 |
106-024 |
|
0.500 |
105-302 |
|
0.382 |
105-261 |
|
LOW |
105-125 |
|
0.618 |
104-226 |
|
1.000 |
104-090 |
|
1.618 |
103-191 |
|
2.618 |
102-156 |
|
4.250 |
100-216 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-098 |
106-094 |
| PP |
106-040 |
106-033 |
| S1 |
105-302 |
105-292 |
|