ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
110-000 |
109-180 |
-0-140 |
-0.4% |
110-160 |
| High |
110-000 |
109-295 |
-0-025 |
-0.1% |
110-200 |
| Low |
109-175 |
109-100 |
-0-075 |
-0.2% |
109-230 |
| Close |
109-200 |
109-230 |
0-030 |
0.1% |
110-005 |
| Range |
0-145 |
0-195 |
0-050 |
34.5% |
0-290 |
| ATR |
0-120 |
0-125 |
0-005 |
4.5% |
0-000 |
| Volume |
9 |
25 |
16 |
177.8% |
164 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-153 |
111-067 |
110-017 |
|
| R3 |
110-278 |
110-192 |
109-284 |
|
| R2 |
110-083 |
110-083 |
109-266 |
|
| R1 |
109-317 |
109-317 |
109-248 |
110-040 |
| PP |
109-208 |
109-208 |
109-208 |
109-230 |
| S1 |
109-122 |
109-122 |
109-212 |
109-165 |
| S2 |
109-013 |
109-013 |
109-194 |
|
| S3 |
108-138 |
108-247 |
109-176 |
|
| S4 |
107-263 |
108-052 |
109-123 |
|
|
| 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 |
110-180 |
109-100 |
1-080 |
1.1% |
0-122 |
0.3% |
33% |
False |
True |
10 |
| 10 |
110-260 |
109-100 |
1-160 |
1.4% |
0-112 |
0.3% |
27% |
False |
True |
20 |
| 20 |
111-220 |
109-100 |
2-120 |
2.2% |
0-082 |
0.2% |
17% |
False |
True |
11 |
| 40 |
113-120 |
109-100 |
4-020 |
3.7% |
0-050 |
0.1% |
10% |
False |
True |
6 |
| 60 |
114-165 |
109-100 |
5-065 |
4.7% |
0-038 |
0.1% |
8% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-164 |
|
2.618 |
111-166 |
|
1.618 |
110-291 |
|
1.000 |
110-170 |
|
0.618 |
110-096 |
|
HIGH |
109-295 |
|
0.618 |
109-221 |
|
0.500 |
109-198 |
|
0.382 |
109-174 |
|
LOW |
109-100 |
|
0.618 |
108-299 |
|
1.000 |
108-225 |
|
1.618 |
108-104 |
|
2.618 |
107-229 |
|
4.250 |
106-231 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-219 |
109-224 |
| PP |
109-208 |
109-218 |
| S1 |
109-198 |
109-212 |
|