ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-210 |
106-095 |
0-205 |
0.6% |
105-250 |
| High |
106-130 |
106-170 |
0-040 |
0.1% |
106-220 |
| Low |
105-150 |
106-030 |
0-200 |
0.6% |
105-125 |
| Close |
106-110 |
106-135 |
0-025 |
0.1% |
106-135 |
| Range |
0-300 |
0-140 |
-0-160 |
-53.3% |
1-095 |
| ATR |
0-261 |
0-252 |
-0-009 |
-3.3% |
0-000 |
| Volume |
2,427,261 |
1,736,924 |
-690,337 |
-28.4% |
10,057,395 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-212 |
107-153 |
106-212 |
|
| R3 |
107-072 |
107-013 |
106-174 |
|
| R2 |
106-252 |
106-252 |
106-161 |
|
| R1 |
106-193 |
106-193 |
106-148 |
106-222 |
| PP |
106-112 |
106-112 |
106-112 |
106-126 |
| S1 |
106-053 |
106-053 |
106-122 |
106-082 |
| S2 |
105-292 |
105-292 |
106-109 |
|
| S3 |
105-152 |
105-233 |
106-096 |
|
| S4 |
105-012 |
105-093 |
106-058 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-018 |
109-172 |
107-043 |
|
| R3 |
108-243 |
108-077 |
106-249 |
|
| R2 |
107-148 |
107-148 |
106-211 |
|
| R1 |
106-302 |
106-302 |
106-173 |
107-065 |
| PP |
106-053 |
106-053 |
106-053 |
106-095 |
| S1 |
105-207 |
105-207 |
106-097 |
105-290 |
| S2 |
104-278 |
104-278 |
106-059 |
|
| S3 |
103-183 |
104-112 |
106-021 |
|
| S4 |
102-088 |
103-017 |
105-227 |
|
|
| 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% |
0-262 |
0.8% |
80% |
False |
False |
2,011,479 |
| 10 |
107-225 |
105-105 |
2-120 |
2.2% |
0-254 |
0.7% |
46% |
False |
False |
1,978,831 |
| 20 |
108-160 |
105-105 |
3-055 |
3.0% |
0-264 |
0.8% |
34% |
False |
False |
1,962,112 |
| 40 |
111-125 |
105-105 |
6-020 |
5.7% |
0-229 |
0.7% |
18% |
False |
False |
1,746,613 |
| 60 |
112-140 |
105-105 |
7-035 |
6.7% |
0-227 |
0.7% |
15% |
False |
False |
1,413,688 |
| 80 |
114-030 |
105-105 |
8-245 |
8.2% |
0-224 |
0.7% |
12% |
False |
False |
1,061,119 |
| 100 |
114-155 |
105-105 |
9-050 |
8.6% |
0-222 |
0.7% |
12% |
False |
False |
848,909 |
| 120 |
117-145 |
105-105 |
12-040 |
11.4% |
0-189 |
0.6% |
9% |
False |
False |
707,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-125 |
|
2.618 |
107-217 |
|
1.618 |
107-077 |
|
1.000 |
106-310 |
|
0.618 |
106-257 |
|
HIGH |
106-170 |
|
0.618 |
106-117 |
|
0.500 |
106-100 |
|
0.382 |
106-083 |
|
LOW |
106-030 |
|
0.618 |
105-263 |
|
1.000 |
105-210 |
|
1.618 |
105-123 |
|
2.618 |
104-303 |
|
4.250 |
104-075 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-123 |
106-092 |
| PP |
106-112 |
106-048 |
| S1 |
106-100 |
106-005 |
|