ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
108-030 |
108-155 |
0-125 |
0.4% |
108-050 |
| High |
108-215 |
108-240 |
0-025 |
0.1% |
108-100 |
| Low |
108-015 |
107-170 |
-0-165 |
-0.5% |
106-140 |
| Close |
108-095 |
107-195 |
-0-220 |
-0.6% |
107-065 |
| Range |
0-200 |
1-070 |
0-190 |
95.0% |
1-280 |
| ATR |
0-208 |
0-221 |
0-013 |
6.3% |
0-000 |
| Volume |
379 |
586 |
207 |
54.6% |
2,007 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-198 |
110-267 |
108-090 |
|
| R3 |
110-128 |
109-197 |
107-302 |
|
| R2 |
109-058 |
109-058 |
107-266 |
|
| R1 |
108-127 |
108-127 |
107-231 |
108-058 |
| PP |
107-308 |
107-308 |
107-308 |
107-274 |
| S1 |
107-057 |
107-057 |
107-159 |
106-308 |
| S2 |
106-238 |
106-238 |
107-124 |
|
| S3 |
105-168 |
105-307 |
107-088 |
|
| S4 |
104-098 |
104-237 |
106-300 |
|
|
| 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 |
108-240 |
106-185 |
2-055 |
2.0% |
0-278 |
0.8% |
47% |
True |
False |
334 |
| 10 |
108-265 |
106-140 |
2-125 |
2.2% |
0-256 |
0.7% |
49% |
False |
False |
373 |
| 20 |
110-035 |
106-140 |
3-215 |
3.4% |
0-216 |
0.6% |
32% |
False |
False |
221 |
| 40 |
111-220 |
106-140 |
5-080 |
4.9% |
0-136 |
0.4% |
22% |
False |
False |
115 |
| 60 |
113-155 |
106-140 |
7-015 |
6.5% |
0-096 |
0.3% |
17% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-298 |
|
2.618 |
111-301 |
|
1.618 |
110-231 |
|
1.000 |
109-310 |
|
0.618 |
109-161 |
|
HIGH |
108-240 |
|
0.618 |
108-091 |
|
0.500 |
108-045 |
|
0.382 |
107-319 |
|
LOW |
107-170 |
|
0.618 |
106-249 |
|
1.000 |
106-100 |
|
1.618 |
105-179 |
|
2.618 |
104-109 |
|
4.250 |
102-112 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-045 |
108-045 |
| PP |
107-308 |
107-308 |
| S1 |
107-252 |
107-252 |
|