ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
110-180 |
110-020 |
-0-160 |
-0.5% |
110-160 |
| High |
110-180 |
110-035 |
-0-145 |
-0.4% |
110-200 |
| Low |
110-080 |
109-230 |
-0-170 |
-0.5% |
109-230 |
| Close |
110-095 |
110-005 |
-0-090 |
-0.3% |
110-005 |
| Range |
0-100 |
0-125 |
0-025 |
25.0% |
0-290 |
| ATR |
0-118 |
0-123 |
0-005 |
4.0% |
0-000 |
| Volume |
7 |
9 |
2 |
28.6% |
164 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-038 |
110-307 |
110-074 |
|
| R3 |
110-233 |
110-182 |
110-039 |
|
| R2 |
110-108 |
110-108 |
110-028 |
|
| R1 |
110-057 |
110-057 |
110-016 |
110-020 |
| PP |
109-303 |
109-303 |
109-303 |
109-285 |
| S1 |
109-252 |
109-252 |
109-314 |
109-215 |
| S2 |
109-178 |
109-178 |
109-302 |
|
| S3 |
109-053 |
109-127 |
109-291 |
|
| S4 |
108-248 |
109-002 |
109-256 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-268 |
112-107 |
110-164 |
|
| R3 |
111-298 |
111-137 |
110-085 |
|
| R2 |
111-008 |
111-008 |
110-058 |
|
| R1 |
110-167 |
110-167 |
110-032 |
110-102 |
| PP |
110-038 |
110-038 |
110-038 |
110-006 |
| S1 |
109-197 |
109-197 |
109-298 |
109-132 |
| S2 |
109-068 |
109-068 |
109-272 |
|
| S3 |
108-098 |
108-227 |
109-245 |
|
| S4 |
107-128 |
107-257 |
109-166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-200 |
109-230 |
0-290 |
0.8% |
0-102 |
0.3% |
33% |
False |
True |
32 |
| 10 |
111-220 |
109-230 |
1-310 |
1.8% |
0-090 |
0.3% |
15% |
False |
True |
18 |
| 20 |
111-220 |
109-230 |
1-310 |
1.8% |
0-062 |
0.2% |
15% |
False |
True |
10 |
| 40 |
113-155 |
109-230 |
3-245 |
3.4% |
0-040 |
0.1% |
8% |
False |
True |
5 |
| 60 |
114-165 |
109-230 |
4-255 |
4.4% |
0-032 |
0.1% |
6% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-246 |
|
2.618 |
111-042 |
|
1.618 |
110-237 |
|
1.000 |
110-160 |
|
0.618 |
110-112 |
|
HIGH |
110-035 |
|
0.618 |
109-307 |
|
0.500 |
109-292 |
|
0.382 |
109-278 |
|
LOW |
109-230 |
|
0.618 |
109-153 |
|
1.000 |
109-105 |
|
1.618 |
109-028 |
|
2.618 |
108-223 |
|
4.250 |
108-019 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-314 |
110-055 |
| PP |
109-303 |
110-038 |
| S1 |
109-292 |
110-022 |
|