ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
108-050 |
107-200 |
-0-170 |
-0.5% |
108-300 |
| High |
108-100 |
107-255 |
-0-165 |
-0.5% |
109-050 |
| Low |
107-200 |
106-305 |
-0-215 |
-0.6% |
107-230 |
| Close |
107-230 |
107-005 |
-0-225 |
-0.7% |
108-150 |
| Range |
0-220 |
0-270 |
0-050 |
22.7% |
1-140 |
| ATR |
0-173 |
0-180 |
0-007 |
4.0% |
0-000 |
| Volume |
251 |
1,103 |
852 |
339.4% |
816 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-252 |
109-078 |
107-154 |
|
| R3 |
108-302 |
108-128 |
107-079 |
|
| R2 |
108-032 |
108-032 |
107-054 |
|
| R1 |
107-178 |
107-178 |
107-030 |
107-130 |
| PP |
107-082 |
107-082 |
107-082 |
107-058 |
| S1 |
106-228 |
106-228 |
106-300 |
106-180 |
| S2 |
106-132 |
106-132 |
106-276 |
|
| S3 |
105-182 |
105-278 |
106-251 |
|
| S4 |
104-232 |
105-008 |
106-176 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-243 |
112-017 |
109-083 |
|
| R3 |
111-103 |
110-197 |
108-276 |
|
| R2 |
109-283 |
109-283 |
108-234 |
|
| R1 |
109-057 |
109-057 |
108-192 |
108-260 |
| PP |
108-143 |
108-143 |
108-143 |
108-085 |
| S1 |
107-237 |
107-237 |
108-108 |
107-120 |
| S2 |
107-003 |
107-003 |
108-066 |
|
| S3 |
105-183 |
106-097 |
108-024 |
|
| S4 |
104-043 |
104-277 |
107-217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-305 |
106-305 |
2-000 |
1.9% |
0-250 |
0.7% |
3% |
False |
True |
420 |
| 10 |
109-295 |
106-305 |
2-310 |
2.8% |
0-214 |
0.6% |
2% |
False |
True |
239 |
| 20 |
110-260 |
106-305 |
3-275 |
3.6% |
0-153 |
0.4% |
2% |
False |
True |
128 |
| 40 |
112-235 |
106-305 |
5-250 |
5.4% |
0-093 |
0.3% |
1% |
False |
True |
65 |
| 60 |
114-100 |
106-305 |
7-115 |
6.9% |
0-068 |
0.2% |
1% |
False |
True |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-122 |
|
2.618 |
110-002 |
|
1.618 |
109-052 |
|
1.000 |
108-205 |
|
0.618 |
108-102 |
|
HIGH |
107-255 |
|
0.618 |
107-152 |
|
0.500 |
107-120 |
|
0.382 |
107-088 |
|
LOW |
106-305 |
|
0.618 |
106-138 |
|
1.000 |
106-035 |
|
1.618 |
105-188 |
|
2.618 |
104-238 |
|
4.250 |
103-118 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-120 |
107-285 |
| PP |
107-082 |
107-192 |
| S1 |
107-043 |
107-098 |
|