ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
108-200 |
108-060 |
-0-140 |
-0.4% |
110-000 |
| High |
108-305 |
108-135 |
-0-170 |
-0.5% |
110-005 |
| Low |
107-295 |
107-230 |
-0-065 |
-0.2% |
108-200 |
| Close |
108-000 |
108-095 |
0-095 |
0.3% |
109-045 |
| Range |
1-010 |
0-225 |
-0-105 |
-31.8% |
1-125 |
| ATR |
0-158 |
0-162 |
0-005 |
3.1% |
0-000 |
| Volume |
225 |
156 |
-69 |
-30.7% |
233 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-082 |
109-313 |
108-219 |
|
| R3 |
109-177 |
109-088 |
108-157 |
|
| R2 |
108-272 |
108-272 |
108-136 |
|
| R1 |
108-183 |
108-183 |
108-116 |
108-228 |
| PP |
108-047 |
108-047 |
108-047 |
108-069 |
| S1 |
107-278 |
107-278 |
108-074 |
108-002 |
| S2 |
107-142 |
107-142 |
108-054 |
|
| S3 |
106-237 |
107-053 |
108-033 |
|
| S4 |
106-012 |
106-148 |
107-291 |
|
|
| 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 |
109-080 |
107-230 |
1-170 |
1.4% |
0-205 |
0.6% |
38% |
False |
True |
90 |
| 10 |
110-035 |
107-230 |
2-125 |
2.2% |
0-176 |
0.5% |
24% |
False |
True |
69 |
| 20 |
111-220 |
107-230 |
3-310 |
3.7% |
0-129 |
0.4% |
15% |
False |
True |
44 |
| 40 |
112-235 |
107-230 |
5-005 |
4.6% |
0-076 |
0.2% |
12% |
False |
True |
22 |
| 60 |
114-100 |
107-230 |
6-190 |
6.1% |
0-059 |
0.2% |
9% |
False |
True |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-131 |
|
2.618 |
110-084 |
|
1.618 |
109-179 |
|
1.000 |
109-040 |
|
0.618 |
108-274 |
|
HIGH |
108-135 |
|
0.618 |
108-049 |
|
0.500 |
108-022 |
|
0.382 |
107-316 |
|
LOW |
107-230 |
|
0.618 |
107-091 |
|
1.000 |
107-005 |
|
1.618 |
106-186 |
|
2.618 |
105-281 |
|
4.250 |
104-234 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-071 |
108-110 |
| PP |
108-047 |
108-105 |
| S1 |
108-022 |
108-100 |
|