ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
107-065 |
107-175 |
0-110 |
0.3% |
106-140 |
| High |
107-280 |
108-250 |
0-290 |
0.8% |
108-250 |
| Low |
107-025 |
107-125 |
0-100 |
0.3% |
105-275 |
| Close |
107-155 |
108-115 |
0-280 |
0.8% |
108-115 |
| Range |
0-255 |
1-125 |
0-190 |
74.5% |
2-295 |
| ATR |
0-264 |
0-277 |
0-013 |
4.9% |
0-000 |
| Volume |
2,451,045 |
2,877,522 |
426,477 |
17.4% |
11,964,024 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-112 |
111-238 |
109-040 |
|
| R3 |
110-307 |
110-113 |
108-237 |
|
| R2 |
109-182 |
109-182 |
108-197 |
|
| R1 |
108-308 |
108-308 |
108-156 |
109-085 |
| PP |
108-057 |
108-057 |
108-057 |
108-105 |
| S1 |
107-183 |
107-183 |
108-074 |
107-280 |
| S2 |
106-252 |
106-252 |
108-033 |
|
| S3 |
105-127 |
106-058 |
107-313 |
|
| S4 |
104-002 |
104-253 |
107-190 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-138 |
115-102 |
109-309 |
|
| R3 |
113-163 |
112-127 |
109-052 |
|
| R2 |
110-188 |
110-188 |
108-286 |
|
| R1 |
109-152 |
109-152 |
108-201 |
110-010 |
| PP |
107-213 |
107-213 |
107-213 |
107-302 |
| S1 |
106-177 |
106-177 |
108-029 |
107-035 |
| S2 |
104-238 |
104-238 |
107-264 |
|
| S3 |
101-263 |
103-202 |
107-178 |
|
| S4 |
98-288 |
100-227 |
106-241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-250 |
105-275 |
2-295 |
2.7% |
0-309 |
0.9% |
86% |
True |
False |
2,392,804 |
| 10 |
108-250 |
105-125 |
3-125 |
3.1% |
0-286 |
0.8% |
88% |
True |
False |
2,202,141 |
| 20 |
108-250 |
105-105 |
3-145 |
3.2% |
0-273 |
0.8% |
88% |
True |
False |
2,015,911 |
| 40 |
110-075 |
105-105 |
4-290 |
4.5% |
0-243 |
0.7% |
62% |
False |
False |
1,870,397 |
| 60 |
111-135 |
105-105 |
6-030 |
5.6% |
0-229 |
0.7% |
50% |
False |
False |
1,612,187 |
| 80 |
114-030 |
105-105 |
8-245 |
8.1% |
0-230 |
0.7% |
35% |
False |
False |
1,210,599 |
| 100 |
114-050 |
105-105 |
8-265 |
8.1% |
0-227 |
0.7% |
34% |
False |
False |
968,547 |
| 120 |
116-055 |
105-105 |
10-270 |
10.0% |
0-200 |
0.6% |
28% |
False |
False |
807,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-221 |
|
2.618 |
112-135 |
|
1.618 |
111-010 |
|
1.000 |
110-055 |
|
0.618 |
109-205 |
|
HIGH |
108-250 |
|
0.618 |
108-080 |
|
0.500 |
108-028 |
|
0.382 |
107-295 |
|
LOW |
107-125 |
|
0.618 |
106-170 |
|
1.000 |
106-000 |
|
1.618 |
105-045 |
|
2.618 |
103-240 |
|
4.250 |
101-154 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-086 |
108-004 |
| PP |
108-057 |
107-213 |
| S1 |
108-028 |
107-102 |
|