ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-130 |
106-060 |
-0-070 |
-0.2% |
106-045 |
| High |
106-295 |
107-165 |
0-190 |
0.6% |
106-310 |
| Low |
106-060 |
106-050 |
-0-010 |
0.0% |
105-230 |
| Close |
106-145 |
107-055 |
0-230 |
0.7% |
106-230 |
| Range |
0-235 |
1-115 |
0-200 |
85.1% |
1-080 |
| ATR |
0-226 |
0-241 |
0-015 |
6.6% |
0-000 |
| Volume |
1,869 |
7,013 |
5,144 |
275.2% |
7,726 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-008 |
110-147 |
107-294 |
|
| R3 |
109-213 |
109-032 |
107-175 |
|
| R2 |
108-098 |
108-098 |
107-135 |
|
| R1 |
107-237 |
107-237 |
107-095 |
108-008 |
| PP |
106-303 |
106-303 |
106-303 |
107-029 |
| S1 |
106-122 |
106-122 |
107-015 |
106-212 |
| S2 |
105-188 |
105-188 |
106-295 |
|
| S3 |
104-073 |
105-007 |
106-255 |
|
| S4 |
102-278 |
103-212 |
106-136 |
|
|
| 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 |
107-165 |
105-265 |
1-220 |
1.6% |
0-247 |
0.7% |
80% |
True |
False |
3,741 |
| 10 |
107-165 |
105-215 |
1-270 |
1.7% |
0-246 |
0.7% |
81% |
True |
False |
2,156 |
| 20 |
108-240 |
105-215 |
3-025 |
2.9% |
0-247 |
0.7% |
49% |
False |
False |
1,238 |
| 40 |
110-260 |
105-215 |
5-045 |
4.8% |
0-209 |
0.6% |
29% |
False |
False |
688 |
| 60 |
112-235 |
105-215 |
7-020 |
6.6% |
0-150 |
0.4% |
21% |
False |
False |
459 |
| 80 |
114-100 |
105-215 |
8-205 |
8.1% |
0-117 |
0.3% |
17% |
False |
False |
345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-094 |
|
2.618 |
111-024 |
|
1.618 |
109-229 |
|
1.000 |
108-280 |
|
0.618 |
108-114 |
|
HIGH |
107-165 |
|
0.618 |
106-319 |
|
0.500 |
106-268 |
|
0.382 |
106-216 |
|
LOW |
106-050 |
|
0.618 |
105-101 |
|
1.000 |
104-255 |
|
1.618 |
103-306 |
|
2.618 |
102-191 |
|
4.250 |
100-121 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-019 |
107-019 |
| PP |
106-303 |
106-303 |
| S1 |
106-268 |
106-268 |
|