ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106-045 |
106-225 |
0-180 |
0.5% |
107-315 |
| High |
106-250 |
106-310 |
0-060 |
0.2% |
107-315 |
| Low |
105-230 |
106-135 |
0-225 |
0.7% |
105-215 |
| Close |
106-250 |
106-215 |
-0-035 |
-0.1% |
106-100 |
| Range |
1-020 |
0-175 |
-0-165 |
-48.5% |
2-100 |
| ATR |
0-235 |
0-230 |
-0-004 |
-1.8% |
0-000 |
| Volume |
318 |
666 |
348 |
109.4% |
2,538 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-105 |
108-015 |
106-311 |
|
| R3 |
107-250 |
107-160 |
106-263 |
|
| R2 |
107-075 |
107-075 |
106-247 |
|
| R1 |
106-305 |
106-305 |
106-231 |
106-262 |
| PP |
106-220 |
106-220 |
106-220 |
106-199 |
| S1 |
106-130 |
106-130 |
106-199 |
106-088 |
| S2 |
106-045 |
106-045 |
106-183 |
|
| S3 |
105-190 |
105-275 |
106-167 |
|
| S4 |
105-015 |
105-100 |
106-119 |
|
|
| 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 |
106-310 |
105-215 |
1-095 |
1.2% |
0-230 |
0.7% |
77% |
True |
False |
553 |
| 10 |
108-240 |
105-215 |
3-025 |
2.9% |
0-248 |
0.7% |
32% |
False |
False |
463 |
| 20 |
108-305 |
105-215 |
3-090 |
3.1% |
0-250 |
0.7% |
30% |
False |
False |
389 |
| 40 |
111-220 |
105-215 |
6-005 |
5.6% |
0-182 |
0.5% |
17% |
False |
False |
207 |
| 60 |
112-235 |
105-215 |
7-020 |
6.6% |
0-124 |
0.4% |
14% |
False |
False |
138 |
| 80 |
114-100 |
105-215 |
8-205 |
8.1% |
0-100 |
0.3% |
12% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-094 |
|
2.618 |
108-128 |
|
1.618 |
107-273 |
|
1.000 |
107-165 |
|
0.618 |
107-098 |
|
HIGH |
106-310 |
|
0.618 |
106-243 |
|
0.500 |
106-222 |
|
0.382 |
106-202 |
|
LOW |
106-135 |
|
0.618 |
106-027 |
|
1.000 |
105-280 |
|
1.618 |
105-172 |
|
2.618 |
104-317 |
|
4.250 |
104-031 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-222 |
106-180 |
| PP |
106-220 |
106-145 |
| S1 |
106-218 |
106-110 |
|