ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-200 |
107-020 |
-0-180 |
-0.5% |
108-300 |
| High |
107-255 |
107-170 |
-0-085 |
-0.2% |
109-050 |
| Low |
106-305 |
106-140 |
-0-165 |
-0.5% |
107-230 |
| Close |
107-005 |
107-150 |
0-145 |
0.4% |
108-150 |
| Range |
0-270 |
1-030 |
0-080 |
29.6% |
1-140 |
| ATR |
0-180 |
0-192 |
0-012 |
6.8% |
0-000 |
| Volume |
1,103 |
207 |
-896 |
-81.2% |
816 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-137 |
110-013 |
108-022 |
|
| R3 |
109-107 |
108-303 |
107-246 |
|
| R2 |
108-077 |
108-077 |
107-214 |
|
| R1 |
107-273 |
107-273 |
107-182 |
108-015 |
| PP |
107-047 |
107-047 |
107-047 |
107-078 |
| S1 |
106-243 |
106-243 |
107-118 |
106-305 |
| S2 |
106-017 |
106-017 |
107-086 |
|
| S3 |
104-307 |
105-213 |
107-054 |
|
| S4 |
103-277 |
104-183 |
106-278 |
|
|
| 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 |
108-265 |
106-140 |
2-125 |
2.2% |
0-254 |
0.7% |
43% |
False |
True |
416 |
| 10 |
109-100 |
106-140 |
2-280 |
2.7% |
0-229 |
0.7% |
36% |
False |
True |
257 |
| 20 |
110-260 |
106-140 |
4-120 |
4.1% |
0-170 |
0.5% |
24% |
False |
True |
138 |
| 40 |
112-235 |
106-140 |
6-095 |
5.9% |
0-102 |
0.3% |
16% |
False |
True |
70 |
| 60 |
114-100 |
106-140 |
7-280 |
7.3% |
0-074 |
0.2% |
13% |
False |
True |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-058 |
|
2.618 |
110-126 |
|
1.618 |
109-096 |
|
1.000 |
108-200 |
|
0.618 |
108-066 |
|
HIGH |
107-170 |
|
0.618 |
107-036 |
|
0.500 |
106-315 |
|
0.382 |
106-274 |
|
LOW |
106-140 |
|
0.618 |
105-244 |
|
1.000 |
105-110 |
|
1.618 |
104-214 |
|
2.618 |
103-184 |
|
4.250 |
101-252 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-098 |
107-140 |
| PP |
107-047 |
107-130 |
| S1 |
106-315 |
107-120 |
|