ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106-185 |
106-185 |
0-000 |
0.0% |
106-045 |
| High |
106-260 |
106-235 |
-0-025 |
-0.1% |
106-310 |
| Low |
106-130 |
106-080 |
-0-050 |
-0.1% |
105-230 |
| Close |
106-230 |
106-165 |
-0-065 |
-0.2% |
106-230 |
| Range |
0-130 |
0-155 |
0-025 |
19.2% |
1-080 |
| ATR |
0-231 |
0-226 |
-0-005 |
-2.4% |
0-000 |
| Volume |
1,363 |
3,670 |
2,307 |
169.3% |
7,726 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-305 |
107-230 |
106-250 |
|
| R3 |
107-150 |
107-075 |
106-208 |
|
| R2 |
106-315 |
106-315 |
106-193 |
|
| R1 |
106-240 |
106-240 |
106-179 |
106-200 |
| PP |
106-160 |
106-160 |
106-160 |
106-140 |
| S1 |
106-085 |
106-085 |
106-151 |
106-045 |
| S2 |
106-005 |
106-005 |
106-137 |
|
| S3 |
105-170 |
105-250 |
106-122 |
|
| S4 |
105-015 |
105-095 |
106-080 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-070 |
109-230 |
107-130 |
|
| R3 |
108-310 |
108-150 |
107-020 |
|
| R2 |
107-230 |
107-230 |
106-303 |
|
| R1 |
107-070 |
107-070 |
106-267 |
107-150 |
| PP |
106-150 |
106-150 |
106-150 |
106-190 |
| S1 |
105-310 |
105-310 |
106-193 |
106-070 |
| S2 |
105-070 |
105-070 |
106-157 |
|
| S3 |
103-310 |
104-230 |
106-120 |
|
| S4 |
102-230 |
103-150 |
106-010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-310 |
105-265 |
1-045 |
1.1% |
0-209 |
0.6% |
60% |
False |
False |
2,215 |
| 10 |
107-185 |
105-215 |
1-290 |
1.8% |
0-238 |
0.7% |
44% |
False |
False |
1,383 |
| 20 |
108-240 |
105-215 |
3-025 |
2.9% |
0-244 |
0.7% |
27% |
False |
False |
860 |
| 40 |
110-260 |
105-215 |
5-045 |
4.8% |
0-192 |
0.6% |
16% |
False |
False |
466 |
| 60 |
112-235 |
105-215 |
7-020 |
6.6% |
0-139 |
0.4% |
12% |
False |
False |
311 |
| 80 |
114-100 |
105-215 |
8-205 |
8.1% |
0-109 |
0.3% |
10% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-254 |
|
2.618 |
108-001 |
|
1.618 |
107-166 |
|
1.000 |
107-070 |
|
0.618 |
107-011 |
|
HIGH |
106-235 |
|
0.618 |
106-176 |
|
0.500 |
106-158 |
|
0.382 |
106-139 |
|
LOW |
106-080 |
|
0.618 |
105-304 |
|
1.000 |
105-245 |
|
1.618 |
105-149 |
|
2.618 |
104-314 |
|
4.250 |
104-061 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-162 |
106-144 |
| PP |
106-160 |
106-123 |
| S1 |
106-158 |
106-102 |
|