ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106-045 |
105-260 |
-0-105 |
-0.3% |
107-315 |
| High |
106-080 |
106-145 |
0-065 |
0.2% |
107-315 |
| Low |
105-215 |
105-240 |
0-025 |
0.1% |
105-215 |
| Close |
105-235 |
106-100 |
0-185 |
0.5% |
106-100 |
| Range |
0-185 |
0-225 |
0-040 |
21.6% |
2-100 |
| ATR |
0-226 |
0-227 |
0-000 |
0.1% |
0-000 |
| Volume |
793 |
490 |
-303 |
-38.2% |
2,538 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-090 |
108-000 |
106-224 |
|
| R3 |
107-185 |
107-095 |
106-162 |
|
| R2 |
106-280 |
106-280 |
106-141 |
|
| R1 |
106-190 |
106-190 |
106-121 |
106-235 |
| PP |
106-055 |
106-055 |
106-055 |
106-078 |
| S1 |
105-285 |
105-285 |
106-079 |
106-010 |
| S2 |
105-150 |
105-150 |
106-059 |
|
| S3 |
104-245 |
105-060 |
106-038 |
|
| S4 |
104-020 |
104-155 |
105-296 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-190 |
112-085 |
107-187 |
|
| R3 |
111-090 |
109-305 |
106-304 |
|
| R2 |
108-310 |
108-310 |
106-236 |
|
| R1 |
107-205 |
107-205 |
106-168 |
107-048 |
| PP |
106-210 |
106-210 |
106-210 |
106-131 |
| S1 |
105-105 |
105-105 |
106-032 |
104-268 |
| S2 |
104-110 |
104-110 |
105-284 |
|
| S3 |
102-010 |
103-005 |
105-216 |
|
| S4 |
99-230 |
100-225 |
105-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-315 |
105-215 |
2-100 |
2.2% |
0-230 |
0.7% |
28% |
False |
False |
507 |
| 10 |
108-240 |
105-215 |
3-025 |
2.9% |
0-242 |
0.7% |
21% |
False |
False |
405 |
| 20 |
109-050 |
105-215 |
3-155 |
3.3% |
0-240 |
0.7% |
18% |
False |
False |
343 |
| 40 |
111-220 |
105-215 |
6-005 |
5.7% |
0-170 |
0.5% |
11% |
False |
False |
182 |
| 60 |
113-000 |
105-215 |
7-105 |
6.9% |
0-118 |
0.3% |
9% |
False |
False |
121 |
| 80 |
114-100 |
105-215 |
8-205 |
8.1% |
0-093 |
0.3% |
7% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-141 |
|
2.618 |
108-094 |
|
1.618 |
107-189 |
|
1.000 |
107-050 |
|
0.618 |
106-284 |
|
HIGH |
106-145 |
|
0.618 |
106-059 |
|
0.500 |
106-032 |
|
0.382 |
106-006 |
|
LOW |
105-240 |
|
0.618 |
105-101 |
|
1.000 |
105-015 |
|
1.618 |
104-196 |
|
2.618 |
103-291 |
|
4.250 |
102-244 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-078 |
106-091 |
| PP |
106-055 |
106-082 |
| S1 |
106-032 |
106-072 |
|