ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
108-300 |
108-185 |
-0-115 |
-0.3% |
110-000 |
| High |
109-050 |
108-310 |
-0-060 |
-0.2% |
110-005 |
| Low |
108-200 |
108-165 |
-0-035 |
-0.1% |
108-200 |
| Close |
108-205 |
108-180 |
-0-025 |
-0.1% |
109-045 |
| Range |
0-170 |
0-145 |
-0-025 |
-14.7% |
1-125 |
| ATR |
0-144 |
0-144 |
0-000 |
0.0% |
0-000 |
| Volume |
37 |
31 |
-6 |
-16.2% |
233 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-013 |
109-242 |
108-260 |
|
| R3 |
109-188 |
109-097 |
108-220 |
|
| R2 |
109-043 |
109-043 |
108-207 |
|
| R1 |
108-272 |
108-272 |
108-193 |
108-245 |
| PP |
108-218 |
108-218 |
108-218 |
108-205 |
| S1 |
108-127 |
108-127 |
108-167 |
108-100 |
| S2 |
108-073 |
108-073 |
108-153 |
|
| S3 |
107-248 |
107-302 |
108-140 |
|
| S4 |
107-103 |
107-157 |
108-100 |
|
|
| 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 |
109-295 |
108-165 |
1-130 |
1.3% |
0-177 |
0.5% |
3% |
False |
True |
57 |
| 10 |
110-200 |
108-165 |
2-035 |
1.9% |
0-150 |
0.4% |
2% |
False |
True |
45 |
| 20 |
111-220 |
108-165 |
3-055 |
2.9% |
0-115 |
0.3% |
1% |
False |
True |
25 |
| 40 |
112-235 |
108-165 |
4-070 |
3.9% |
0-062 |
0.2% |
1% |
False |
True |
12 |
| 60 |
114-100 |
108-165 |
5-255 |
5.3% |
0-050 |
0.1% |
1% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-286 |
|
2.618 |
110-050 |
|
1.618 |
109-225 |
|
1.000 |
109-135 |
|
0.618 |
109-080 |
|
HIGH |
108-310 |
|
0.618 |
108-255 |
|
0.500 |
108-238 |
|
0.382 |
108-220 |
|
LOW |
108-165 |
|
0.618 |
108-075 |
|
1.000 |
108-020 |
|
1.618 |
107-250 |
|
2.618 |
107-105 |
|
4.250 |
106-189 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-238 |
108-282 |
| PP |
108-218 |
108-248 |
| S1 |
108-199 |
108-214 |
|