ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
108-185 |
108-200 |
0-015 |
0.0% |
110-000 |
| High |
108-310 |
108-305 |
-0-005 |
0.0% |
110-005 |
| Low |
108-165 |
107-295 |
-0-190 |
-0.5% |
108-200 |
| Close |
108-180 |
108-000 |
-0-180 |
-0.5% |
109-045 |
| Range |
0-145 |
1-010 |
0-185 |
127.6% |
1-125 |
| ATR |
0-144 |
0-158 |
0-013 |
9.2% |
0-000 |
| Volume |
31 |
225 |
194 |
625.8% |
233 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-123 |
110-232 |
108-182 |
|
| R3 |
110-113 |
109-222 |
108-091 |
|
| R2 |
109-103 |
109-103 |
108-060 |
|
| R1 |
108-212 |
108-212 |
108-030 |
108-152 |
| PP |
108-093 |
108-093 |
108-093 |
108-064 |
| S1 |
107-202 |
107-202 |
107-290 |
107-142 |
| S2 |
107-083 |
107-083 |
107-260 |
|
| S3 |
106-073 |
106-192 |
107-229 |
|
| S4 |
105-063 |
105-182 |
107-138 |
|
|
| 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 |
109-100 |
107-295 |
1-125 |
1.3% |
0-204 |
0.6% |
6% |
False |
True |
97 |
| 10 |
110-180 |
107-295 |
2-205 |
2.4% |
0-163 |
0.5% |
3% |
False |
True |
54 |
| 20 |
111-220 |
107-295 |
3-245 |
3.5% |
0-120 |
0.3% |
2% |
False |
True |
36 |
| 40 |
112-235 |
107-295 |
4-260 |
4.5% |
0-070 |
0.2% |
2% |
False |
True |
18 |
| 60 |
114-100 |
107-295 |
6-125 |
5.9% |
0-055 |
0.2% |
1% |
False |
True |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-108 |
|
2.618 |
111-209 |
|
1.618 |
110-199 |
|
1.000 |
109-315 |
|
0.618 |
109-189 |
|
HIGH |
108-305 |
|
0.618 |
108-179 |
|
0.500 |
108-140 |
|
0.382 |
108-101 |
|
LOW |
107-295 |
|
0.618 |
107-091 |
|
1.000 |
106-285 |
|
1.618 |
106-081 |
|
2.618 |
105-071 |
|
4.250 |
103-172 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-140 |
108-172 |
| PP |
108-093 |
108-115 |
| S1 |
108-047 |
108-058 |
|