ECBOT 10 Year T-Note Future March 2024
| 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 |
106-060 |
107-160 |
1-100 |
1.2% |
106-045 |
| High |
107-165 |
108-055 |
0-210 |
0.6% |
106-310 |
| Low |
106-050 |
107-135 |
1-085 |
1.2% |
105-230 |
| Close |
107-055 |
107-260 |
0-205 |
0.6% |
106-230 |
| Range |
1-115 |
0-240 |
-0-195 |
-44.8% |
1-080 |
| ATR |
0-241 |
0-247 |
0-006 |
2.3% |
0-000 |
| Volume |
7,013 |
7,450 |
437 |
6.2% |
7,726 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-017 |
109-218 |
108-072 |
|
| R3 |
109-097 |
108-298 |
108-006 |
|
| R2 |
108-177 |
108-177 |
107-304 |
|
| R1 |
108-058 |
108-058 |
107-282 |
108-118 |
| PP |
107-257 |
107-257 |
107-257 |
107-286 |
| S1 |
107-138 |
107-138 |
107-238 |
107-198 |
| S2 |
107-017 |
107-017 |
107-216 |
|
| S3 |
106-097 |
106-218 |
107-194 |
|
| S4 |
105-177 |
105-298 |
107-128 |
|
|
| 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 |
108-055 |
106-050 |
2-005 |
1.9% |
0-239 |
0.7% |
82% |
True |
False |
4,273 |
| 10 |
108-055 |
105-230 |
2-145 |
2.3% |
0-252 |
0.7% |
85% |
True |
False |
2,821 |
| 20 |
108-240 |
105-215 |
3-025 |
2.9% |
0-253 |
0.7% |
70% |
False |
False |
1,604 |
| 40 |
110-260 |
105-215 |
5-045 |
4.8% |
0-212 |
0.6% |
42% |
False |
False |
875 |
| 60 |
111-315 |
105-215 |
6-100 |
5.9% |
0-153 |
0.4% |
34% |
False |
False |
583 |
| 80 |
114-100 |
105-215 |
8-205 |
8.0% |
0-118 |
0.3% |
25% |
False |
False |
438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-115 |
|
2.618 |
110-043 |
|
1.618 |
109-123 |
|
1.000 |
108-295 |
|
0.618 |
108-203 |
|
HIGH |
108-055 |
|
0.618 |
107-283 |
|
0.500 |
107-255 |
|
0.382 |
107-227 |
|
LOW |
107-135 |
|
0.618 |
106-307 |
|
1.000 |
106-215 |
|
1.618 |
106-067 |
|
2.618 |
105-147 |
|
4.250 |
104-075 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-258 |
107-191 |
| PP |
107-257 |
107-122 |
| S1 |
107-255 |
107-052 |
|