ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-130 |
107-180 |
0-050 |
0.1% |
108-050 |
| High |
107-215 |
107-200 |
-0-015 |
0.0% |
108-100 |
| Low |
107-095 |
106-185 |
-0-230 |
-0.7% |
106-140 |
| Close |
107-205 |
107-065 |
-0-140 |
-0.4% |
107-065 |
| Range |
0-120 |
1-015 |
0-215 |
179.2% |
1-280 |
| ATR |
0-187 |
0-198 |
0-011 |
5.9% |
0-000 |
| Volume |
137 |
309 |
172 |
125.5% |
2,007 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-088 |
109-252 |
107-249 |
|
| R3 |
109-073 |
108-237 |
107-157 |
|
| R2 |
108-058 |
108-058 |
107-126 |
|
| R1 |
107-222 |
107-222 |
107-096 |
107-132 |
| PP |
107-043 |
107-043 |
107-043 |
106-319 |
| S1 |
106-207 |
106-207 |
107-034 |
106-118 |
| S2 |
106-028 |
106-028 |
107-004 |
|
| S3 |
105-013 |
105-192 |
106-293 |
|
| S4 |
103-318 |
104-177 |
106-201 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-302 |
111-303 |
108-075 |
|
| R3 |
111-022 |
110-023 |
107-230 |
|
| R2 |
109-062 |
109-062 |
107-175 |
|
| R1 |
108-063 |
108-063 |
107-120 |
107-242 |
| PP |
107-102 |
107-102 |
107-102 |
107-031 |
| S1 |
106-103 |
106-103 |
107-010 |
105-282 |
| S2 |
105-142 |
105-142 |
106-275 |
|
| S3 |
103-182 |
104-143 |
106-220 |
|
| S4 |
101-222 |
102-183 |
106-055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-100 |
106-140 |
1-280 |
1.7% |
0-259 |
0.8% |
41% |
False |
False |
401 |
| 10 |
109-050 |
106-140 |
2-230 |
2.5% |
0-237 |
0.7% |
28% |
False |
False |
282 |
| 20 |
110-200 |
106-140 |
4-060 |
3.9% |
0-182 |
0.5% |
18% |
False |
False |
161 |
| 40 |
111-220 |
106-140 |
5-080 |
4.9% |
0-112 |
0.3% |
15% |
False |
False |
81 |
| 60 |
114-090 |
106-140 |
7-270 |
7.3% |
0-079 |
0.2% |
10% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-024 |
|
2.618 |
110-117 |
|
1.618 |
109-102 |
|
1.000 |
108-215 |
|
0.618 |
108-087 |
|
HIGH |
107-200 |
|
0.618 |
107-072 |
|
0.500 |
107-032 |
|
0.382 |
106-313 |
|
LOW |
106-185 |
|
0.618 |
105-298 |
|
1.000 |
105-170 |
|
1.618 |
104-283 |
|
2.618 |
103-268 |
|
4.250 |
102-041 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-054 |
107-049 |
| PP |
107-043 |
107-033 |
| S1 |
107-032 |
107-018 |
|