ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-305 |
106-185 |
0-200 |
0.6% |
106-045 |
| High |
106-225 |
106-260 |
0-035 |
0.1% |
106-310 |
| Low |
105-265 |
106-130 |
0-185 |
0.5% |
105-230 |
| Close |
106-205 |
106-230 |
0-025 |
0.1% |
106-230 |
| Range |
0-280 |
0-130 |
-0-150 |
-53.6% |
1-080 |
| ATR |
0-239 |
0-231 |
-0-008 |
-3.3% |
0-000 |
| Volume |
4,794 |
1,363 |
-3,431 |
-71.6% |
7,726 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-277 |
107-223 |
106-302 |
|
| R3 |
107-147 |
107-093 |
106-266 |
|
| R2 |
107-017 |
107-017 |
106-254 |
|
| R1 |
106-283 |
106-283 |
106-242 |
106-310 |
| PP |
106-207 |
106-207 |
106-207 |
106-220 |
| S1 |
106-153 |
106-153 |
106-218 |
106-180 |
| S2 |
106-077 |
106-077 |
106-206 |
|
| S3 |
105-267 |
106-023 |
106-194 |
|
| S4 |
105-137 |
105-213 |
106-158 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-070 |
109-230 |
107-130 |
|
| R3 |
108-310 |
108-150 |
107-020 |
|
| R2 |
107-230 |
107-230 |
106-303 |
|
| R1 |
107-070 |
107-070 |
106-267 |
107-150 |
| PP |
106-150 |
106-150 |
106-150 |
106-190 |
| S1 |
105-310 |
105-310 |
106-193 |
106-070 |
| S2 |
105-070 |
105-070 |
106-157 |
|
| S3 |
103-310 |
104-230 |
106-120 |
|
| S4 |
102-230 |
103-150 |
106-010 |
|
|
| 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% |
0-246 |
0.7% |
80% |
False |
False |
1,545 |
| 10 |
107-315 |
105-215 |
2-100 |
2.2% |
0-238 |
0.7% |
45% |
False |
False |
1,026 |
| 20 |
108-240 |
105-215 |
3-025 |
2.9% |
0-248 |
0.7% |
34% |
False |
False |
689 |
| 40 |
111-220 |
105-215 |
6-005 |
5.6% |
0-192 |
0.6% |
17% |
False |
False |
375 |
| 60 |
112-235 |
105-215 |
7-020 |
6.6% |
0-136 |
0.4% |
15% |
False |
False |
250 |
| 80 |
114-100 |
105-215 |
8-205 |
8.1% |
0-107 |
0.3% |
12% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-172 |
|
2.618 |
107-280 |
|
1.618 |
107-150 |
|
1.000 |
107-070 |
|
0.618 |
107-020 |
|
HIGH |
106-260 |
|
0.618 |
106-210 |
|
0.500 |
106-195 |
|
0.382 |
106-180 |
|
LOW |
106-130 |
|
0.618 |
106-050 |
|
1.000 |
106-000 |
|
1.618 |
105-240 |
|
2.618 |
105-110 |
|
4.250 |
104-218 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-218 |
106-190 |
| PP |
106-207 |
106-150 |
| S1 |
106-195 |
106-110 |
|