ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
110-000 |
110-000 |
0-000 |
0.0% |
110-160 |
| High |
110-005 |
110-000 |
-0-005 |
0.0% |
110-200 |
| Low |
109-280 |
109-175 |
-0-105 |
-0.3% |
109-230 |
| Close |
110-005 |
109-200 |
-0-125 |
-0.4% |
110-005 |
| Range |
0-045 |
0-145 |
0-100 |
222.2% |
0-290 |
| ATR |
0-118 |
0-120 |
0-002 |
2.0% |
0-000 |
| Volume |
4 |
9 |
5 |
125.0% |
164 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-027 |
110-258 |
109-280 |
|
| R3 |
110-202 |
110-113 |
109-240 |
|
| R2 |
110-057 |
110-057 |
109-227 |
|
| R1 |
109-288 |
109-288 |
109-213 |
109-260 |
| PP |
109-232 |
109-232 |
109-232 |
109-218 |
| S1 |
109-143 |
109-143 |
109-187 |
109-115 |
| S2 |
109-087 |
109-087 |
109-173 |
|
| S3 |
108-262 |
108-318 |
109-160 |
|
| S4 |
108-117 |
108-173 |
109-120 |
|
|
| 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 |
109-175 |
1-025 |
1.0% |
0-123 |
0.4% |
7% |
False |
True |
32 |
| 10 |
110-260 |
109-175 |
1-085 |
1.2% |
0-092 |
0.3% |
6% |
False |
True |
18 |
| 20 |
111-220 |
109-175 |
2-045 |
2.0% |
0-072 |
0.2% |
4% |
False |
True |
10 |
| 40 |
113-120 |
109-175 |
3-265 |
3.5% |
0-045 |
0.1% |
2% |
False |
True |
5 |
| 60 |
114-165 |
109-175 |
4-310 |
4.5% |
0-035 |
0.1% |
2% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-296 |
|
2.618 |
111-060 |
|
1.618 |
110-235 |
|
1.000 |
110-145 |
|
0.618 |
110-090 |
|
HIGH |
110-000 |
|
0.618 |
109-265 |
|
0.500 |
109-248 |
|
0.382 |
109-230 |
|
LOW |
109-175 |
|
0.618 |
109-085 |
|
1.000 |
109-030 |
|
1.618 |
108-260 |
|
2.618 |
108-115 |
|
4.250 |
107-199 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-248 |
109-265 |
| PP |
109-232 |
109-243 |
| S1 |
109-216 |
109-222 |
|