ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
109-185 |
109-310 |
0-125 |
0.4% |
108-220 |
| High |
110-040 |
110-030 |
-0-010 |
0.0% |
109-085 |
| Low |
109-175 |
109-120 |
-0-055 |
-0.2% |
108-105 |
| Close |
109-300 |
109-150 |
-0-150 |
-0.4% |
108-125 |
| Range |
0-185 |
0-230 |
0-045 |
24.3% |
0-300 |
| ATR |
0-246 |
0-245 |
-0-001 |
-0.5% |
0-000 |
| Volume |
597,861 |
80,902 |
-516,959 |
-86.5% |
10,530,710 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-257 |
111-113 |
109-276 |
|
| R3 |
111-027 |
110-203 |
109-213 |
|
| R2 |
110-117 |
110-117 |
109-192 |
|
| R1 |
109-293 |
109-293 |
109-171 |
109-250 |
| PP |
109-207 |
109-207 |
109-207 |
109-185 |
| S1 |
109-063 |
109-063 |
109-129 |
109-020 |
| S2 |
108-297 |
108-297 |
109-108 |
|
| S3 |
108-067 |
108-153 |
109-087 |
|
| S4 |
107-157 |
107-243 |
109-024 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-152 |
110-278 |
108-290 |
|
| R3 |
110-172 |
109-298 |
108-208 |
|
| R2 |
109-192 |
109-192 |
108-180 |
|
| R1 |
108-318 |
108-318 |
108-152 |
108-265 |
| PP |
108-212 |
108-212 |
108-212 |
108-185 |
| S1 |
108-018 |
108-018 |
108-098 |
107-285 |
| S2 |
107-232 |
107-232 |
108-070 |
|
| S3 |
106-252 |
107-038 |
108-042 |
|
| S4 |
105-272 |
106-058 |
107-280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-040 |
108-060 |
1-300 |
1.8% |
0-231 |
0.7% |
66% |
False |
False |
2,013,847 |
| 10 |
110-040 |
108-060 |
1-300 |
1.8% |
0-209 |
0.6% |
66% |
False |
False |
2,172,624 |
| 20 |
110-040 |
107-000 |
3-040 |
2.9% |
0-248 |
0.7% |
79% |
False |
False |
2,126,865 |
| 40 |
110-040 |
105-105 |
4-255 |
4.4% |
0-256 |
0.7% |
86% |
False |
False |
2,041,638 |
| 60 |
110-105 |
105-105 |
5-000 |
4.6% |
0-238 |
0.7% |
83% |
False |
False |
1,904,899 |
| 80 |
112-140 |
105-105 |
7-035 |
6.5% |
0-232 |
0.7% |
58% |
False |
False |
1,674,578 |
| 100 |
114-030 |
105-105 |
8-245 |
8.0% |
0-232 |
0.7% |
47% |
False |
False |
1,340,597 |
| 120 |
114-100 |
105-105 |
8-315 |
8.2% |
0-229 |
0.7% |
46% |
False |
False |
1,117,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-048 |
|
2.618 |
111-312 |
|
1.618 |
111-082 |
|
1.000 |
110-260 |
|
0.618 |
110-172 |
|
HIGH |
110-030 |
|
0.618 |
109-262 |
|
0.500 |
109-235 |
|
0.382 |
109-208 |
|
LOW |
109-120 |
|
0.618 |
108-298 |
|
1.000 |
108-210 |
|
1.618 |
108-068 |
|
2.618 |
107-158 |
|
4.250 |
106-102 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-235 |
109-149 |
| PP |
109-207 |
109-148 |
| S1 |
109-178 |
109-148 |
|