ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
108-250 |
107-255 |
-0-315 |
-0.9% |
108-200 |
| High |
108-290 |
108-085 |
-0-205 |
-0.6% |
108-290 |
| Low |
107-245 |
107-200 |
-0-045 |
-0.1% |
107-200 |
| Close |
107-285 |
107-250 |
-0-035 |
-0.1% |
107-250 |
| Range |
1-045 |
0-205 |
-0-160 |
-43.8% |
1-090 |
| ATR |
0-262 |
0-258 |
-0-004 |
-1.6% |
0-000 |
| Volume |
19,641 |
27,695 |
8,054 |
41.0% |
78,389 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-260 |
109-140 |
108-043 |
|
| R3 |
109-055 |
108-255 |
107-306 |
|
| R2 |
108-170 |
108-170 |
107-288 |
|
| R1 |
108-050 |
108-050 |
107-269 |
108-008 |
| PP |
107-285 |
107-285 |
107-285 |
107-264 |
| S1 |
107-165 |
107-165 |
107-231 |
107-122 |
| S2 |
107-080 |
107-080 |
107-212 |
|
| S3 |
106-195 |
106-280 |
107-194 |
|
| S4 |
105-310 |
106-075 |
107-137 |
|
|
| 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 |
107-200 |
1-090 |
1.2% |
0-241 |
0.7% |
12% |
False |
True |
15,677 |
| 10 |
109-040 |
106-050 |
2-310 |
2.8% |
0-272 |
0.8% |
55% |
False |
False |
11,100 |
| 20 |
109-040 |
105-215 |
3-145 |
3.2% |
0-255 |
0.7% |
61% |
False |
False |
6,063 |
| 40 |
110-005 |
105-215 |
4-110 |
4.0% |
0-238 |
0.7% |
49% |
False |
False |
3,145 |
| 60 |
111-220 |
105-215 |
6-005 |
5.6% |
0-179 |
0.5% |
35% |
False |
False |
2,100 |
| 80 |
113-155 |
105-215 |
7-260 |
7.2% |
0-139 |
0.4% |
27% |
False |
False |
1,575 |
| 100 |
114-165 |
105-215 |
8-270 |
8.2% |
0-114 |
0.3% |
24% |
False |
False |
1,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-316 |
|
2.618 |
109-302 |
|
1.618 |
109-097 |
|
1.000 |
108-290 |
|
0.618 |
108-212 |
|
HIGH |
108-085 |
|
0.618 |
108-007 |
|
0.500 |
107-302 |
|
0.382 |
107-278 |
|
LOW |
107-200 |
|
0.618 |
107-073 |
|
1.000 |
106-315 |
|
1.618 |
106-188 |
|
2.618 |
105-303 |
|
4.250 |
104-289 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-302 |
108-085 |
| PP |
107-285 |
108-033 |
| S1 |
107-268 |
107-302 |
|