ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106-185 |
106-130 |
-0-055 |
-0.2% |
106-045 |
| High |
106-235 |
106-295 |
0-060 |
0.2% |
106-310 |
| Low |
106-080 |
106-060 |
-0-020 |
-0.1% |
105-230 |
| Close |
106-165 |
106-145 |
-0-020 |
-0.1% |
106-230 |
| Range |
0-155 |
0-235 |
0-080 |
51.6% |
1-080 |
| ATR |
0-226 |
0-226 |
0-001 |
0.3% |
0-000 |
| Volume |
3,670 |
1,869 |
-1,801 |
-49.1% |
7,726 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-232 |
108-103 |
106-274 |
|
| R3 |
107-317 |
107-188 |
106-210 |
|
| R2 |
107-082 |
107-082 |
106-188 |
|
| R1 |
106-273 |
106-273 |
106-167 |
107-018 |
| PP |
106-167 |
106-167 |
106-167 |
106-199 |
| S1 |
106-038 |
106-038 |
106-123 |
106-102 |
| S2 |
105-252 |
105-252 |
106-102 |
|
| S3 |
105-017 |
105-123 |
106-080 |
|
| S4 |
104-102 |
104-208 |
106-016 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-070 |
109-230 |
107-130 |
|
| R3 |
108-310 |
108-150 |
107-020 |
|
| R2 |
107-230 |
107-230 |
106-303 |
|
| R1 |
107-070 |
107-070 |
106-267 |
107-150 |
| PP |
106-150 |
106-150 |
106-150 |
106-190 |
| S1 |
105-310 |
105-310 |
106-193 |
106-070 |
| S2 |
105-070 |
105-070 |
106-157 |
|
| S3 |
103-310 |
104-230 |
106-120 |
|
| S4 |
102-230 |
103-150 |
106-010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-295 |
105-265 |
1-030 |
1.0% |
0-221 |
0.6% |
57% |
True |
False |
2,456 |
| 10 |
106-310 |
105-215 |
1-095 |
1.2% |
0-226 |
0.7% |
60% |
False |
False |
1,504 |
| 20 |
108-240 |
105-215 |
3-025 |
2.9% |
0-242 |
0.7% |
25% |
False |
False |
898 |
| 40 |
110-260 |
105-215 |
5-045 |
4.8% |
0-198 |
0.6% |
15% |
False |
False |
513 |
| 60 |
112-235 |
105-215 |
7-020 |
6.6% |
0-143 |
0.4% |
11% |
False |
False |
342 |
| 80 |
114-100 |
105-215 |
8-205 |
8.1% |
0-112 |
0.3% |
9% |
False |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-014 |
|
2.618 |
108-270 |
|
1.618 |
108-035 |
|
1.000 |
107-210 |
|
0.618 |
107-120 |
|
HIGH |
106-295 |
|
0.618 |
106-205 |
|
0.500 |
106-178 |
|
0.382 |
106-150 |
|
LOW |
106-060 |
|
0.618 |
105-235 |
|
1.000 |
105-145 |
|
1.618 |
105-000 |
|
2.618 |
104-085 |
|
4.250 |
103-021 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-178 |
106-178 |
| PP |
106-167 |
106-167 |
| S1 |
106-156 |
106-156 |
|