ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-030 |
105-290 |
-0-060 |
-0.2% |
105-250 |
| High |
106-210 |
107-065 |
0-175 |
0.5% |
106-220 |
| Low |
105-280 |
105-275 |
-0-005 |
0.0% |
105-125 |
| Close |
106-055 |
106-275 |
0-220 |
0.6% |
106-135 |
| Range |
0-250 |
1-110 |
0-180 |
72.0% |
1-095 |
| ATR |
0-246 |
0-260 |
0-013 |
5.3% |
0-000 |
| Volume |
2,355,214 |
2,733,810 |
378,596 |
16.1% |
10,057,395 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-215 |
110-035 |
107-192 |
|
| R3 |
109-105 |
108-245 |
107-073 |
|
| R2 |
107-315 |
107-315 |
107-034 |
|
| R1 |
107-135 |
107-135 |
106-314 |
107-225 |
| PP |
106-205 |
106-205 |
106-205 |
106-250 |
| S1 |
106-025 |
106-025 |
106-236 |
106-115 |
| S2 |
105-095 |
105-095 |
106-196 |
|
| S3 |
103-305 |
104-235 |
106-157 |
|
| S4 |
102-195 |
103-125 |
106-038 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-018 |
109-172 |
107-043 |
|
| R3 |
108-243 |
108-077 |
106-249 |
|
| R2 |
107-148 |
107-148 |
106-211 |
|
| R1 |
106-302 |
106-302 |
106-173 |
107-065 |
| PP |
106-053 |
106-053 |
106-053 |
106-095 |
| S1 |
105-207 |
105-207 |
106-097 |
105-290 |
| S2 |
104-278 |
104-278 |
106-059 |
|
| S3 |
103-183 |
104-112 |
106-021 |
|
| S4 |
102-088 |
103-017 |
105-227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-065 |
105-150 |
1-235 |
1.6% |
0-257 |
0.8% |
80% |
True |
False |
2,159,928 |
| 10 |
107-065 |
105-105 |
1-280 |
1.8% |
0-260 |
0.8% |
82% |
True |
False |
2,105,757 |
| 20 |
108-160 |
105-105 |
3-055 |
3.0% |
0-264 |
0.8% |
48% |
False |
False |
1,956,411 |
| 40 |
110-105 |
105-105 |
5-000 |
4.7% |
0-233 |
0.7% |
31% |
False |
False |
1,793,916 |
| 60 |
112-140 |
105-105 |
7-035 |
6.7% |
0-226 |
0.7% |
22% |
False |
False |
1,523,816 |
| 80 |
114-030 |
105-105 |
8-245 |
8.2% |
0-228 |
0.7% |
17% |
False |
False |
1,144,030 |
| 100 |
114-100 |
105-105 |
8-315 |
8.4% |
0-225 |
0.7% |
17% |
False |
False |
915,262 |
| 120 |
116-225 |
105-105 |
11-120 |
10.6% |
0-195 |
0.6% |
13% |
False |
False |
762,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-292 |
|
2.618 |
110-231 |
|
1.618 |
109-121 |
|
1.000 |
108-175 |
|
0.618 |
108-011 |
|
HIGH |
107-065 |
|
0.618 |
106-221 |
|
0.500 |
106-170 |
|
0.382 |
106-119 |
|
LOW |
105-275 |
|
0.618 |
105-009 |
|
1.000 |
104-165 |
|
1.618 |
103-219 |
|
2.618 |
102-109 |
|
4.250 |
100-048 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-240 |
106-240 |
| PP |
106-205 |
106-205 |
| S1 |
106-170 |
106-170 |
|