ECBOT 10 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
109-100 |
108-270 |
-0-150 |
-0.4% |
110-000 |
High |
109-100 |
109-080 |
-0-020 |
-0.1% |
110-005 |
Low |
108-200 |
108-245 |
0-045 |
0.1% |
108-200 |
Close |
108-285 |
109-045 |
0-080 |
0.2% |
109-045 |
Range |
0-220 |
0-155 |
-0-065 |
-29.5% |
1-125 |
ATR |
0-141 |
0-142 |
0-001 |
0.7% |
0-000 |
Volume |
190 |
5 |
-185 |
-97.4% |
233 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-162 |
110-098 |
109-130 |
|
R3 |
110-007 |
109-263 |
109-088 |
|
R2 |
109-172 |
109-172 |
109-073 |
|
R1 |
109-108 |
109-108 |
109-059 |
109-140 |
PP |
109-017 |
109-017 |
109-017 |
109-032 |
S1 |
108-273 |
108-273 |
109-031 |
108-305 |
S2 |
108-182 |
108-182 |
109-017 |
|
S3 |
108-027 |
108-118 |
109-002 |
|
S4 |
107-192 |
107-283 |
108-280 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-138 |
112-217 |
109-290 |
|
R3 |
112-013 |
111-092 |
109-167 |
|
R2 |
110-208 |
110-208 |
109-127 |
|
R1 |
109-287 |
109-287 |
109-086 |
109-185 |
PP |
109-083 |
109-083 |
109-083 |
109-032 |
S1 |
108-162 |
108-162 |
109-004 |
108-060 |
S2 |
107-278 |
107-278 |
108-283 |
|
S3 |
106-153 |
107-037 |
108-243 |
|
S4 |
105-028 |
105-232 |
108-120 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-005 |
108-200 |
1-125 |
1.3% |
0-152 |
0.4% |
37% |
False |
False |
46 |
10 |
110-200 |
108-200 |
2-000 |
1.8% |
0-127 |
0.4% |
26% |
False |
False |
39 |
20 |
111-220 |
108-200 |
3-020 |
2.8% |
0-100 |
0.3% |
17% |
False |
False |
21 |
40 |
113-000 |
108-200 |
4-120 |
4.0% |
0-058 |
0.2% |
12% |
False |
False |
11 |
60 |
114-100 |
108-200 |
5-220 |
5.2% |
0-045 |
0.1% |
9% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-099 |
2.618 |
110-166 |
1.618 |
110-011 |
1.000 |
109-235 |
0.618 |
109-176 |
HIGH |
109-080 |
0.618 |
109-021 |
0.500 |
109-002 |
0.382 |
108-304 |
LOW |
108-245 |
0.618 |
108-149 |
1.000 |
108-090 |
1.618 |
107-314 |
2.618 |
107-159 |
4.250 |
106-226 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
109-031 |
109-088 |
PP |
109-017 |
109-073 |
S1 |
109-002 |
109-059 |
|