ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
107-280 |
108-200 |
0-240 |
0.7% |
106-185 |
| High |
109-040 |
108-200 |
-0-160 |
-0.5% |
109-040 |
| Low |
107-235 |
107-300 |
0-065 |
0.2% |
106-050 |
| Close |
108-235 |
107-310 |
-0-245 |
-0.7% |
108-235 |
| Range |
1-125 |
0-220 |
-0-225 |
-50.6% |
2-310 |
| ATR |
0-261 |
0-261 |
0-000 |
-0.2% |
0-000 |
| Volume |
12,614 |
4,874 |
-7,740 |
-61.4% |
32,616 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-077 |
109-253 |
108-111 |
|
| R3 |
109-177 |
109-033 |
108-050 |
|
| R2 |
108-277 |
108-277 |
108-030 |
|
| R1 |
108-133 |
108-133 |
108-010 |
108-095 |
| PP |
108-057 |
108-057 |
108-057 |
108-038 |
| S1 |
107-233 |
107-233 |
107-290 |
107-195 |
| S2 |
107-157 |
107-157 |
107-270 |
|
| S3 |
106-257 |
107-013 |
107-250 |
|
| S4 |
106-037 |
106-113 |
107-189 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-292 |
115-253 |
110-118 |
|
| R3 |
113-302 |
112-263 |
109-176 |
|
| R2 |
110-312 |
110-312 |
109-089 |
|
| R1 |
109-273 |
109-273 |
109-002 |
110-132 |
| PP |
108-002 |
108-002 |
108-002 |
108-091 |
| S1 |
106-283 |
106-283 |
108-148 |
107-142 |
| S2 |
105-012 |
105-012 |
108-061 |
|
| S3 |
102-022 |
103-293 |
107-294 |
|
| S4 |
99-032 |
100-303 |
107-032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-040 |
106-050 |
2-310 |
2.7% |
0-315 |
0.9% |
61% |
False |
False |
6,764 |
| 10 |
109-040 |
105-265 |
3-095 |
3.1% |
0-262 |
0.8% |
65% |
False |
False |
4,489 |
| 20 |
109-040 |
105-215 |
3-145 |
3.2% |
0-256 |
0.7% |
67% |
False |
False |
2,451 |
| 40 |
110-200 |
105-215 |
4-305 |
4.6% |
0-224 |
0.6% |
46% |
False |
False |
1,312 |
| 60 |
111-220 |
105-215 |
6-005 |
5.6% |
0-164 |
0.5% |
38% |
False |
False |
875 |
| 80 |
114-090 |
105-215 |
8-195 |
8.0% |
0-126 |
0.4% |
27% |
False |
False |
656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-175 |
|
2.618 |
110-136 |
|
1.618 |
109-236 |
|
1.000 |
109-100 |
|
0.618 |
109-016 |
|
HIGH |
108-200 |
|
0.618 |
108-116 |
|
0.500 |
108-090 |
|
0.382 |
108-064 |
|
LOW |
107-300 |
|
0.618 |
107-164 |
|
1.000 |
107-080 |
|
1.618 |
106-264 |
|
2.618 |
106-044 |
|
4.250 |
105-005 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-090 |
108-088 |
| PP |
108-057 |
108-055 |
| S1 |
108-023 |
108-022 |
|