ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106-140 |
105-210 |
-0-250 |
-0.7% |
107-215 |
| High |
106-180 |
106-130 |
-0-050 |
-0.1% |
107-225 |
| Low |
105-180 |
105-150 |
-0-030 |
-0.1% |
105-105 |
| Close |
105-215 |
106-110 |
0-215 |
0.6% |
106-000 |
| Range |
1-000 |
0-300 |
-0-020 |
-6.3% |
2-120 |
| ATR |
0-258 |
0-261 |
0-003 |
1.2% |
0-000 |
| Volume |
1,960,891 |
2,427,261 |
466,370 |
23.8% |
9,730,919 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-283 |
108-177 |
106-275 |
|
| R3 |
107-303 |
107-197 |
106-192 |
|
| R2 |
107-003 |
107-003 |
106-165 |
|
| R1 |
106-217 |
106-217 |
106-138 |
106-270 |
| PP |
106-023 |
106-023 |
106-023 |
106-050 |
| S1 |
105-237 |
105-237 |
106-082 |
105-290 |
| S2 |
105-043 |
105-043 |
106-055 |
|
| S3 |
104-063 |
104-257 |
106-028 |
|
| S4 |
103-083 |
103-277 |
105-265 |
|
|
| 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 |
106-220 |
105-125 |
1-095 |
1.2% |
0-283 |
0.8% |
73% |
False |
False |
2,057,859 |
| 10 |
108-000 |
105-105 |
2-215 |
2.5% |
0-263 |
0.8% |
38% |
False |
False |
1,970,848 |
| 20 |
108-160 |
105-105 |
3-055 |
3.0% |
0-268 |
0.8% |
32% |
False |
False |
2,006,892 |
| 40 |
111-125 |
105-105 |
6-020 |
5.7% |
0-228 |
0.7% |
17% |
False |
False |
1,750,892 |
| 60 |
112-140 |
105-105 |
7-035 |
6.7% |
0-228 |
0.7% |
14% |
False |
False |
1,384,974 |
| 80 |
114-030 |
105-105 |
8-245 |
8.2% |
0-227 |
0.7% |
12% |
False |
False |
1,039,411 |
| 100 |
114-155 |
105-105 |
9-050 |
8.6% |
0-221 |
0.6% |
11% |
False |
False |
831,540 |
| 120 |
117-145 |
105-105 |
12-040 |
11.4% |
0-188 |
0.6% |
8% |
False |
False |
692,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-125 |
|
2.618 |
108-275 |
|
1.618 |
107-295 |
|
1.000 |
107-110 |
|
0.618 |
106-315 |
|
HIGH |
106-130 |
|
0.618 |
106-015 |
|
0.500 |
105-300 |
|
0.382 |
105-265 |
|
LOW |
105-150 |
|
0.618 |
104-285 |
|
1.000 |
104-170 |
|
1.618 |
103-305 |
|
2.618 |
103-005 |
|
4.250 |
101-155 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-067 |
106-082 |
| PP |
106-023 |
106-053 |
| S1 |
105-300 |
106-025 |
|