ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106-245 |
105-305 |
-0-260 |
-0.8% |
107-315 |
| High |
106-275 |
106-225 |
-0-050 |
-0.1% |
107-315 |
| Low |
105-290 |
105-265 |
-0-025 |
-0.1% |
105-215 |
| Close |
105-315 |
106-205 |
0-210 |
0.6% |
106-100 |
| Range |
0-305 |
0-280 |
-0-025 |
-8.2% |
2-100 |
| ATR |
0-236 |
0-239 |
0-003 |
1.3% |
0-000 |
| Volume |
585 |
4,794 |
4,209 |
719.5% |
2,538 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-005 |
108-225 |
107-039 |
|
| R3 |
108-045 |
107-265 |
106-282 |
|
| R2 |
107-085 |
107-085 |
106-256 |
|
| R1 |
106-305 |
106-305 |
106-231 |
107-035 |
| PP |
106-125 |
106-125 |
106-125 |
106-150 |
| S1 |
106-025 |
106-025 |
106-179 |
106-075 |
| S2 |
105-165 |
105-165 |
106-154 |
|
| S3 |
104-205 |
105-065 |
106-128 |
|
| S4 |
103-245 |
104-105 |
106-051 |
|
|
| 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 |
105-230 |
1-080 |
1.2% |
0-265 |
0.8% |
74% |
False |
False |
1,370 |
| 10 |
108-115 |
105-215 |
2-220 |
2.5% |
0-247 |
0.7% |
36% |
False |
False |
905 |
| 20 |
108-265 |
105-215 |
3-050 |
3.0% |
0-251 |
0.7% |
31% |
False |
False |
639 |
| 40 |
111-220 |
105-215 |
6-005 |
5.6% |
0-190 |
0.6% |
16% |
False |
False |
341 |
| 60 |
112-235 |
105-215 |
7-020 |
6.6% |
0-134 |
0.4% |
14% |
False |
False |
227 |
| 80 |
114-100 |
105-215 |
8-205 |
8.1% |
0-107 |
0.3% |
11% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-135 |
|
2.618 |
108-318 |
|
1.618 |
108-038 |
|
1.000 |
107-185 |
|
0.618 |
107-078 |
|
HIGH |
106-225 |
|
0.618 |
106-118 |
|
0.500 |
106-085 |
|
0.382 |
106-052 |
|
LOW |
105-265 |
|
0.618 |
105-092 |
|
1.000 |
104-305 |
|
1.618 |
104-132 |
|
2.618 |
103-172 |
|
4.250 |
102-035 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-165 |
106-179 |
| PP |
106-125 |
106-153 |
| S1 |
106-085 |
106-128 |
|