ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
107-160 |
107-280 |
0-120 |
0.3% |
106-185 |
| High |
108-055 |
109-040 |
0-305 |
0.9% |
109-040 |
| Low |
107-135 |
107-235 |
0-100 |
0.3% |
106-050 |
| Close |
107-260 |
108-235 |
0-295 |
0.9% |
108-235 |
| Range |
0-240 |
1-125 |
0-205 |
85.4% |
2-310 |
| ATR |
0-247 |
0-261 |
0-014 |
5.7% |
0-000 |
| Volume |
7,450 |
12,614 |
5,164 |
69.3% |
32,616 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-225 |
112-035 |
109-160 |
|
| R3 |
111-100 |
110-230 |
109-037 |
|
| R2 |
109-295 |
109-295 |
108-317 |
|
| R1 |
109-105 |
109-105 |
108-276 |
109-200 |
| PP |
108-170 |
108-170 |
108-170 |
108-218 |
| S1 |
107-300 |
107-300 |
108-194 |
108-075 |
| S2 |
107-045 |
107-045 |
108-153 |
|
| S3 |
105-240 |
106-175 |
108-113 |
|
| S4 |
104-115 |
105-050 |
107-310 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-292 |
115-253 |
110-118 |
|
| R3 |
113-302 |
112-263 |
109-176 |
|
| R2 |
110-312 |
110-312 |
109-089 |
|
| R1 |
109-273 |
109-273 |
109-002 |
110-132 |
| PP |
108-002 |
108-002 |
108-002 |
108-091 |
| S1 |
106-283 |
106-283 |
108-148 |
107-142 |
| S2 |
105-012 |
105-012 |
108-061 |
|
| S3 |
102-022 |
103-293 |
107-294 |
|
| S4 |
99-032 |
100-303 |
107-032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-040 |
106-050 |
2-310 |
2.7% |
0-302 |
0.9% |
87% |
True |
False |
6,523 |
| 10 |
109-040 |
105-230 |
3-130 |
3.1% |
0-274 |
0.8% |
89% |
True |
False |
4,034 |
| 20 |
109-040 |
105-215 |
3-145 |
3.2% |
0-258 |
0.7% |
89% |
True |
False |
2,219 |
| 40 |
110-200 |
105-215 |
4-305 |
4.6% |
0-220 |
0.6% |
62% |
False |
False |
1,190 |
| 60 |
111-220 |
105-215 |
6-005 |
5.5% |
0-160 |
0.5% |
51% |
False |
False |
794 |
| 80 |
114-090 |
105-215 |
8-195 |
7.9% |
0-124 |
0.4% |
36% |
False |
False |
595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-011 |
|
2.618 |
112-245 |
|
1.618 |
111-120 |
|
1.000 |
110-165 |
|
0.618 |
109-315 |
|
HIGH |
109-040 |
|
0.618 |
108-190 |
|
0.500 |
108-138 |
|
0.382 |
108-085 |
|
LOW |
107-235 |
|
0.618 |
106-280 |
|
1.000 |
106-110 |
|
1.618 |
105-155 |
|
2.618 |
104-030 |
|
4.250 |
101-264 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-202 |
108-118 |
| PP |
108-170 |
108-002 |
| S1 |
108-138 |
107-205 |
|