ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
107-255 |
107-215 |
-0-040 |
-0.1% |
108-200 |
| High |
108-085 |
107-265 |
-0-140 |
-0.4% |
108-290 |
| Low |
107-200 |
107-115 |
-0-085 |
-0.2% |
107-200 |
| Close |
107-250 |
107-255 |
0-005 |
0.0% |
107-250 |
| Range |
0-205 |
0-150 |
-0-055 |
-26.8% |
1-090 |
| ATR |
0-258 |
0-250 |
-0-008 |
-3.0% |
0-000 |
| Volume |
27,695 |
16,483 |
-11,212 |
-40.5% |
78,389 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-022 |
108-288 |
108-018 |
|
| R3 |
108-192 |
108-138 |
107-296 |
|
| R2 |
108-042 |
108-042 |
107-282 |
|
| R1 |
107-308 |
107-308 |
107-269 |
108-015 |
| PP |
107-212 |
107-212 |
107-212 |
107-225 |
| S1 |
107-158 |
107-158 |
107-241 |
107-185 |
| S2 |
107-062 |
107-062 |
107-228 |
|
| S3 |
106-232 |
107-008 |
107-214 |
|
| S4 |
106-082 |
106-178 |
107-172 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-303 |
111-047 |
108-156 |
|
| R3 |
110-213 |
109-277 |
108-043 |
|
| R2 |
109-123 |
109-123 |
108-005 |
|
| R1 |
108-187 |
108-187 |
107-288 |
108-110 |
| PP |
108-033 |
108-033 |
108-033 |
107-315 |
| S1 |
107-097 |
107-097 |
107-212 |
107-020 |
| S2 |
106-263 |
106-263 |
107-175 |
|
| S3 |
105-173 |
106-007 |
107-137 |
|
| S4 |
104-083 |
104-237 |
107-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-290 |
107-115 |
1-175 |
1.4% |
0-227 |
0.7% |
28% |
False |
True |
17,999 |
| 10 |
109-040 |
106-050 |
2-310 |
2.8% |
0-271 |
0.8% |
55% |
False |
False |
12,381 |
| 20 |
109-040 |
105-215 |
3-145 |
3.2% |
0-254 |
0.7% |
62% |
False |
False |
6,882 |
| 40 |
110-000 |
105-215 |
4-105 |
4.0% |
0-240 |
0.7% |
49% |
False |
False |
3,557 |
| 60 |
111-220 |
105-215 |
6-005 |
5.6% |
0-182 |
0.5% |
35% |
False |
False |
2,375 |
| 80 |
113-120 |
105-215 |
7-225 |
7.1% |
0-141 |
0.4% |
28% |
False |
False |
1,781 |
| 100 |
114-165 |
105-215 |
8-270 |
8.2% |
0-116 |
0.3% |
24% |
False |
False |
1,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-262 |
|
2.618 |
109-018 |
|
1.618 |
108-188 |
|
1.000 |
108-095 |
|
0.618 |
108-038 |
|
HIGH |
107-265 |
|
0.618 |
107-208 |
|
0.500 |
107-190 |
|
0.382 |
107-172 |
|
LOW |
107-115 |
|
0.618 |
107-022 |
|
1.000 |
106-285 |
|
1.618 |
106-192 |
|
2.618 |
106-042 |
|
4.250 |
105-118 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-233 |
108-042 |
| PP |
107-212 |
108-007 |
| S1 |
107-190 |
107-291 |
|