ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106-225 |
106-245 |
0-020 |
0.1% |
107-315 |
| High |
106-310 |
106-275 |
-0-035 |
-0.1% |
107-315 |
| Low |
106-135 |
105-290 |
-0-165 |
-0.5% |
105-215 |
| Close |
106-215 |
105-315 |
-0-220 |
-0.6% |
106-100 |
| Range |
0-175 |
0-305 |
0-130 |
74.3% |
2-100 |
| ATR |
0-230 |
0-236 |
0-005 |
2.3% |
0-000 |
| Volume |
666 |
585 |
-81 |
-12.2% |
2,538 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-035 |
108-160 |
106-163 |
|
| R3 |
108-050 |
107-175 |
106-079 |
|
| R2 |
107-065 |
107-065 |
106-051 |
|
| R1 |
106-190 |
106-190 |
106-023 |
106-135 |
| PP |
106-080 |
106-080 |
106-080 |
106-052 |
| S1 |
105-205 |
105-205 |
105-287 |
105-150 |
| S2 |
105-095 |
105-095 |
105-259 |
|
| S3 |
104-110 |
104-220 |
105-231 |
|
| S4 |
103-125 |
103-235 |
105-147 |
|
|
| 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% |
0-246 |
0.7% |
24% |
False |
False |
570 |
| 10 |
108-240 |
105-215 |
3-025 |
2.9% |
0-258 |
0.8% |
10% |
False |
False |
484 |
| 20 |
108-265 |
105-215 |
3-050 |
3.0% |
0-248 |
0.7% |
10% |
False |
False |
407 |
| 40 |
111-220 |
105-215 |
6-005 |
5.7% |
0-184 |
0.5% |
5% |
False |
False |
221 |
| 60 |
112-235 |
105-215 |
7-020 |
6.7% |
0-130 |
0.4% |
4% |
False |
False |
148 |
| 80 |
114-100 |
105-215 |
8-205 |
8.2% |
0-104 |
0.3% |
4% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-291 |
|
2.618 |
109-113 |
|
1.618 |
108-128 |
|
1.000 |
107-260 |
|
0.618 |
107-143 |
|
HIGH |
106-275 |
|
0.618 |
106-158 |
|
0.500 |
106-122 |
|
0.382 |
106-087 |
|
LOW |
105-290 |
|
0.618 |
105-102 |
|
1.000 |
104-305 |
|
1.618 |
104-117 |
|
2.618 |
103-132 |
|
4.250 |
101-274 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-122 |
106-110 |
| PP |
106-080 |
106-072 |
| S1 |
106-038 |
106-033 |
|