ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-290 |
107-065 |
1-095 |
1.2% |
105-250 |
| High |
107-065 |
107-280 |
0-215 |
0.6% |
106-220 |
| Low |
105-275 |
107-025 |
1-070 |
1.2% |
105-125 |
| Close |
106-275 |
107-155 |
0-200 |
0.6% |
106-135 |
| Range |
1-110 |
0-255 |
-0-175 |
-40.7% |
1-095 |
| ATR |
0-260 |
0-264 |
0-005 |
1.8% |
0-000 |
| Volume |
2,733,810 |
2,451,045 |
-282,765 |
-10.3% |
10,057,395 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-278 |
109-152 |
107-295 |
|
| R3 |
109-023 |
108-217 |
107-225 |
|
| R2 |
108-088 |
108-088 |
107-202 |
|
| R1 |
107-282 |
107-282 |
107-178 |
108-025 |
| PP |
107-153 |
107-153 |
107-153 |
107-185 |
| S1 |
107-027 |
107-027 |
107-132 |
107-090 |
| S2 |
106-218 |
106-218 |
107-108 |
|
| S3 |
105-283 |
106-092 |
107-085 |
|
| S4 |
105-028 |
105-157 |
107-015 |
|
|
| 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 |
107-280 |
105-275 |
2-005 |
1.9% |
0-248 |
0.7% |
81% |
True |
False |
2,164,685 |
| 10 |
107-280 |
105-125 |
2-155 |
2.3% |
0-266 |
0.8% |
84% |
True |
False |
2,111,272 |
| 20 |
108-160 |
105-105 |
3-055 |
3.0% |
0-269 |
0.8% |
68% |
False |
False |
1,987,788 |
| 40 |
110-105 |
105-105 |
5-000 |
4.7% |
0-236 |
0.7% |
43% |
False |
False |
1,824,840 |
| 60 |
112-140 |
105-105 |
7-035 |
6.6% |
0-229 |
0.7% |
30% |
False |
False |
1,564,488 |
| 80 |
114-030 |
105-105 |
8-245 |
8.2% |
0-227 |
0.7% |
25% |
False |
False |
1,174,663 |
| 100 |
114-100 |
105-105 |
8-315 |
8.4% |
0-226 |
0.7% |
24% |
False |
False |
939,772 |
| 120 |
116-160 |
105-105 |
11-055 |
10.4% |
0-197 |
0.6% |
19% |
False |
False |
783,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-084 |
|
2.618 |
109-308 |
|
1.618 |
109-053 |
|
1.000 |
108-215 |
|
0.618 |
108-118 |
|
HIGH |
107-280 |
|
0.618 |
107-183 |
|
0.500 |
107-152 |
|
0.382 |
107-122 |
|
LOW |
107-025 |
|
0.618 |
106-187 |
|
1.000 |
106-090 |
|
1.618 |
105-252 |
|
2.618 |
104-317 |
|
4.250 |
103-221 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-154 |
107-089 |
| PP |
107-153 |
107-023 |
| S1 |
107-152 |
106-278 |
|