ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106-200 |
106-045 |
-0-155 |
-0.5% |
107-190 |
| High |
106-250 |
106-080 |
-0-170 |
-0.5% |
108-240 |
| Low |
106-025 |
105-215 |
-0-130 |
-0.4% |
107-155 |
| Close |
106-055 |
105-235 |
-0-140 |
-0.4% |
108-030 |
| Range |
0-225 |
0-185 |
-0-040 |
-17.8% |
1-085 |
| ATR |
0-230 |
0-226 |
-0-003 |
-1.4% |
0-000 |
| Volume |
501 |
793 |
292 |
58.3% |
1,513 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-198 |
107-082 |
106-017 |
|
| R3 |
107-013 |
106-217 |
105-286 |
|
| R2 |
106-148 |
106-148 |
105-269 |
|
| R1 |
106-032 |
106-032 |
105-252 |
105-318 |
| PP |
105-283 |
105-283 |
105-283 |
105-266 |
| S1 |
105-167 |
105-167 |
105-218 |
105-132 |
| S2 |
105-098 |
105-098 |
105-201 |
|
| S3 |
104-233 |
104-302 |
105-184 |
|
| S4 |
104-048 |
104-117 |
105-133 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-290 |
111-085 |
108-253 |
|
| R3 |
110-205 |
110-000 |
108-141 |
|
| R2 |
109-120 |
109-120 |
108-104 |
|
| R1 |
108-235 |
108-235 |
108-067 |
109-018 |
| PP |
108-035 |
108-035 |
108-035 |
108-086 |
| S1 |
107-150 |
107-150 |
107-313 |
107-252 |
| S2 |
106-270 |
106-270 |
107-276 |
|
| S3 |
105-185 |
106-065 |
107-239 |
|
| S4 |
104-100 |
104-300 |
107-127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-115 |
105-215 |
2-220 |
2.5% |
0-229 |
0.7% |
2% |
False |
True |
439 |
| 10 |
108-240 |
105-215 |
3-025 |
2.9% |
0-254 |
0.7% |
2% |
False |
True |
387 |
| 20 |
109-080 |
105-215 |
3-185 |
3.4% |
0-236 |
0.7% |
2% |
False |
True |
319 |
| 40 |
111-220 |
105-215 |
6-005 |
5.7% |
0-164 |
0.5% |
1% |
False |
True |
170 |
| 60 |
113-000 |
105-215 |
7-105 |
6.9% |
0-116 |
0.3% |
1% |
False |
True |
113 |
| 80 |
114-165 |
105-215 |
8-270 |
8.4% |
0-091 |
0.3% |
1% |
False |
True |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-226 |
|
2.618 |
107-244 |
|
1.618 |
107-059 |
|
1.000 |
106-265 |
|
0.618 |
106-194 |
|
HIGH |
106-080 |
|
0.618 |
106-009 |
|
0.500 |
105-308 |
|
0.382 |
105-286 |
|
LOW |
105-215 |
|
0.618 |
105-101 |
|
1.000 |
105-030 |
|
1.618 |
104-236 |
|
2.618 |
104-051 |
|
4.250 |
103-069 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-308 |
106-200 |
| PP |
105-283 |
106-105 |
| S1 |
105-259 |
106-010 |
|