ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
110-020 |
110-000 |
-0-020 |
-0.1% |
110-160 |
| High |
110-035 |
110-005 |
-0-030 |
-0.1% |
110-200 |
| Low |
109-230 |
109-280 |
0-050 |
0.1% |
109-230 |
| Close |
110-005 |
110-005 |
0-000 |
0.0% |
110-005 |
| Range |
0-125 |
0-045 |
-0-080 |
-64.0% |
0-290 |
| ATR |
0-123 |
0-118 |
-0-006 |
-4.5% |
0-000 |
| Volume |
9 |
4 |
-5 |
-55.6% |
164 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-125 |
110-110 |
110-030 |
|
| R3 |
110-080 |
110-065 |
110-017 |
|
| R2 |
110-035 |
110-035 |
110-013 |
|
| R1 |
110-020 |
110-020 |
110-009 |
110-028 |
| PP |
109-310 |
109-310 |
109-310 |
109-314 |
| S1 |
109-295 |
109-295 |
110-001 |
109-302 |
| S2 |
109-265 |
109-265 |
109-317 |
|
| S3 |
109-220 |
109-250 |
109-313 |
|
| S4 |
109-175 |
109-205 |
109-300 |
|
|
| 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 |
False |
33 |
| 10 |
110-260 |
109-230 |
1-030 |
1.0% |
0-078 |
0.2% |
27% |
False |
False |
17 |
| 20 |
111-220 |
109-230 |
1-310 |
1.8% |
0-065 |
0.2% |
15% |
False |
False |
10 |
| 40 |
113-120 |
109-230 |
3-210 |
3.3% |
0-041 |
0.1% |
8% |
False |
False |
5 |
| 60 |
114-165 |
109-230 |
4-255 |
4.4% |
0-033 |
0.1% |
6% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-196 |
|
2.618 |
110-123 |
|
1.618 |
110-078 |
|
1.000 |
110-050 |
|
0.618 |
110-033 |
|
HIGH |
110-005 |
|
0.618 |
109-308 |
|
0.500 |
109-302 |
|
0.382 |
109-297 |
|
LOW |
109-280 |
|
0.618 |
109-252 |
|
1.000 |
109-235 |
|
1.618 |
109-207 |
|
2.618 |
109-162 |
|
4.250 |
109-089 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-318 |
110-045 |
| PP |
109-310 |
110-032 |
| S1 |
109-302 |
110-018 |
|