ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
108-035 |
108-170 |
0-135 |
0.4% |
106-185 |
| High |
108-215 |
108-270 |
0-055 |
0.2% |
109-040 |
| Low |
108-005 |
108-065 |
0-060 |
0.2% |
106-050 |
| Close |
108-160 |
108-225 |
0-065 |
0.2% |
108-235 |
| Range |
0-210 |
0-205 |
-0-005 |
-2.4% |
2-310 |
| ATR |
0-258 |
0-254 |
-0-004 |
-1.5% |
0-000 |
| Volume |
11,707 |
14,472 |
2,765 |
23.6% |
32,616 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-162 |
110-078 |
109-018 |
|
| R3 |
109-277 |
109-193 |
108-281 |
|
| R2 |
109-072 |
109-072 |
108-263 |
|
| R1 |
108-308 |
108-308 |
108-244 |
109-030 |
| PP |
108-187 |
108-187 |
108-187 |
108-208 |
| S1 |
108-103 |
108-103 |
108-206 |
108-145 |
| S2 |
107-302 |
107-302 |
108-187 |
|
| S3 |
107-097 |
107-218 |
108-169 |
|
| S4 |
106-212 |
107-013 |
108-112 |
|
|
| 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 |
107-135 |
1-225 |
1.6% |
0-264 |
0.8% |
75% |
False |
False |
10,223 |
| 10 |
109-040 |
105-265 |
3-095 |
3.0% |
0-256 |
0.7% |
87% |
False |
False |
6,982 |
| 20 |
109-040 |
105-215 |
3-145 |
3.2% |
0-257 |
0.7% |
88% |
False |
False |
3,733 |
| 40 |
110-180 |
105-215 |
4-285 |
4.5% |
0-229 |
0.7% |
62% |
False |
False |
1,962 |
| 60 |
111-220 |
105-215 |
6-005 |
5.5% |
0-170 |
0.5% |
50% |
False |
False |
1,311 |
| 80 |
114-090 |
105-215 |
8-195 |
7.9% |
0-132 |
0.4% |
35% |
False |
False |
983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-181 |
|
2.618 |
110-167 |
|
1.618 |
109-282 |
|
1.000 |
109-155 |
|
0.618 |
109-077 |
|
HIGH |
108-270 |
|
0.618 |
108-192 |
|
0.500 |
108-168 |
|
0.382 |
108-143 |
|
LOW |
108-065 |
|
0.618 |
107-258 |
|
1.000 |
107-180 |
|
1.618 |
107-053 |
|
2.618 |
106-168 |
|
4.250 |
105-154 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-206 |
108-192 |
| PP |
108-187 |
108-158 |
| S1 |
108-168 |
108-125 |
|