ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
108-170 |
108-250 |
0-080 |
0.2% |
106-185 |
| High |
108-270 |
108-290 |
0-020 |
0.1% |
109-040 |
| Low |
108-065 |
107-245 |
-0-140 |
-0.4% |
106-050 |
| Close |
108-225 |
107-285 |
-0-260 |
-0.7% |
108-235 |
| Range |
0-205 |
1-045 |
0-160 |
78.0% |
2-310 |
| ATR |
0-254 |
0-262 |
0-008 |
3.1% |
0-000 |
| Volume |
14,472 |
19,641 |
5,169 |
35.7% |
32,616 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-195 |
110-285 |
108-166 |
|
| R3 |
110-150 |
109-240 |
108-065 |
|
| R2 |
109-105 |
109-105 |
108-032 |
|
| R1 |
108-195 |
108-195 |
107-318 |
108-128 |
| PP |
108-060 |
108-060 |
108-060 |
108-026 |
| S1 |
107-150 |
107-150 |
107-252 |
107-082 |
| S2 |
107-015 |
107-015 |
107-218 |
|
| S3 |
105-290 |
106-105 |
107-185 |
|
| S4 |
104-245 |
105-060 |
107-084 |
|
|
| 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 |
107-235 |
1-125 |
1.3% |
0-289 |
0.8% |
11% |
False |
False |
12,661 |
| 10 |
109-040 |
106-050 |
2-310 |
2.8% |
0-264 |
0.8% |
58% |
False |
False |
8,467 |
| 20 |
109-040 |
105-215 |
3-145 |
3.2% |
0-256 |
0.7% |
64% |
False |
False |
4,686 |
| 40 |
110-035 |
105-215 |
4-140 |
4.1% |
0-236 |
0.7% |
50% |
False |
False |
2,453 |
| 60 |
111-220 |
105-215 |
6-005 |
5.6% |
0-176 |
0.5% |
37% |
False |
False |
1,639 |
| 80 |
113-155 |
105-215 |
7-260 |
7.2% |
0-136 |
0.4% |
28% |
False |
False |
1,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-241 |
|
2.618 |
111-286 |
|
1.618 |
110-241 |
|
1.000 |
110-015 |
|
0.618 |
109-196 |
|
HIGH |
108-290 |
|
0.618 |
108-151 |
|
0.500 |
108-108 |
|
0.382 |
108-064 |
|
LOW |
107-245 |
|
0.618 |
107-019 |
|
1.000 |
106-200 |
|
1.618 |
105-294 |
|
2.618 |
104-249 |
|
4.250 |
102-294 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-108 |
108-108 |
| PP |
108-060 |
108-060 |
| S1 |
108-012 |
108-012 |
|