ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
107-215 |
107-240 |
0-025 |
0.1% |
108-200 |
| High |
107-265 |
109-100 |
1-155 |
1.4% |
108-290 |
| Low |
107-115 |
107-215 |
0-100 |
0.3% |
107-200 |
| Close |
107-255 |
109-085 |
1-150 |
1.4% |
107-250 |
| Range |
0-150 |
1-205 |
1-055 |
250.0% |
1-090 |
| ATR |
0-250 |
0-270 |
0-020 |
7.8% |
0-000 |
| Volume |
16,483 |
38,791 |
22,308 |
135.3% |
78,389 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-215 |
113-035 |
110-054 |
|
| R3 |
112-010 |
111-150 |
109-229 |
|
| R2 |
110-125 |
110-125 |
109-181 |
|
| R1 |
109-265 |
109-265 |
109-133 |
110-035 |
| PP |
108-240 |
108-240 |
108-240 |
108-285 |
| S1 |
108-060 |
108-060 |
109-037 |
108-150 |
| S2 |
107-035 |
107-035 |
108-309 |
|
| S3 |
105-150 |
106-175 |
108-261 |
|
| S4 |
103-265 |
104-290 |
108-116 |
|
|
| 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 |
109-100 |
107-115 |
1-305 |
1.8% |
0-290 |
0.8% |
98% |
True |
False |
23,416 |
| 10 |
109-100 |
106-050 |
3-050 |
2.9% |
0-300 |
0.9% |
99% |
True |
False |
16,074 |
| 20 |
109-100 |
105-215 |
3-205 |
3.3% |
0-263 |
0.8% |
99% |
True |
False |
8,789 |
| 40 |
109-295 |
105-215 |
4-080 |
3.9% |
0-250 |
0.7% |
85% |
False |
False |
4,527 |
| 60 |
111-220 |
105-215 |
6-005 |
5.5% |
0-190 |
0.5% |
60% |
False |
False |
3,021 |
| 80 |
113-120 |
105-215 |
7-225 |
7.0% |
0-147 |
0.4% |
47% |
False |
False |
2,266 |
| 100 |
114-165 |
105-215 |
8-270 |
8.1% |
0-121 |
0.3% |
41% |
False |
False |
1,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-091 |
|
2.618 |
113-194 |
|
1.618 |
111-309 |
|
1.000 |
110-305 |
|
0.618 |
110-104 |
|
HIGH |
109-100 |
|
0.618 |
108-219 |
|
0.500 |
108-158 |
|
0.382 |
108-096 |
|
LOW |
107-215 |
|
0.618 |
106-211 |
|
1.000 |
106-010 |
|
1.618 |
105-006 |
|
2.618 |
103-121 |
|
4.250 |
100-224 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-002 |
108-306 |
| PP |
108-240 |
108-207 |
| S1 |
108-158 |
108-108 |
|