ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106-095 |
106-140 |
0-045 |
0.1% |
105-250 |
| High |
106-170 |
106-145 |
-0-025 |
-0.1% |
106-220 |
| Low |
106-030 |
105-300 |
-0-050 |
-0.1% |
105-125 |
| Close |
106-135 |
106-070 |
-0-065 |
-0.2% |
106-135 |
| Range |
0-140 |
0-165 |
0-025 |
17.9% |
1-095 |
| ATR |
0-252 |
0-246 |
-0-006 |
-2.5% |
0-000 |
| Volume |
1,736,924 |
1,546,433 |
-190,491 |
-11.0% |
10,057,395 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-240 |
107-160 |
106-161 |
|
| R3 |
107-075 |
106-315 |
106-115 |
|
| R2 |
106-230 |
106-230 |
106-100 |
|
| R1 |
106-150 |
106-150 |
106-085 |
106-108 |
| PP |
106-065 |
106-065 |
106-065 |
106-044 |
| S1 |
105-305 |
105-305 |
106-055 |
105-262 |
| S2 |
105-220 |
105-220 |
106-040 |
|
| S3 |
105-055 |
105-140 |
106-025 |
|
| S4 |
104-210 |
104-295 |
105-299 |
|
|
| 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 |
105-150 |
1-070 |
1.1% |
0-224 |
0.7% |
62% |
False |
False |
1,902,239 |
| 10 |
107-080 |
105-105 |
1-295 |
1.8% |
0-252 |
0.7% |
46% |
False |
False |
2,006,653 |
| 20 |
108-160 |
105-105 |
3-055 |
3.0% |
0-262 |
0.8% |
28% |
False |
False |
1,957,951 |
| 40 |
110-170 |
105-105 |
5-065 |
4.9% |
0-225 |
0.7% |
17% |
False |
False |
1,740,432 |
| 60 |
112-140 |
105-105 |
7-035 |
6.7% |
0-221 |
0.7% |
13% |
False |
False |
1,439,271 |
| 80 |
114-030 |
105-105 |
8-245 |
8.3% |
0-224 |
0.7% |
10% |
False |
False |
1,080,435 |
| 100 |
114-100 |
105-105 |
8-315 |
8.5% |
0-221 |
0.7% |
10% |
False |
False |
864,372 |
| 120 |
117-145 |
105-105 |
12-040 |
11.4% |
0-189 |
0.6% |
7% |
False |
False |
720,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-206 |
|
2.618 |
107-257 |
|
1.618 |
107-092 |
|
1.000 |
106-310 |
|
0.618 |
106-247 |
|
HIGH |
106-145 |
|
0.618 |
106-082 |
|
0.500 |
106-062 |
|
0.382 |
106-043 |
|
LOW |
105-300 |
|
0.618 |
105-198 |
|
1.000 |
105-135 |
|
1.618 |
105-033 |
|
2.618 |
104-188 |
|
4.250 |
103-239 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-068 |
106-047 |
| PP |
106-065 |
106-023 |
| S1 |
106-062 |
106-000 |
|