ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
108-200 |
108-035 |
-0-165 |
-0.5% |
106-185 |
| High |
108-200 |
108-215 |
0-015 |
0.0% |
109-040 |
| Low |
107-300 |
108-005 |
0-025 |
0.1% |
106-050 |
| Close |
107-310 |
108-160 |
0-170 |
0.5% |
108-235 |
| Range |
0-220 |
0-210 |
-0-010 |
-4.5% |
2-310 |
| ATR |
0-261 |
0-258 |
-0-003 |
-1.0% |
0-000 |
| Volume |
4,874 |
11,707 |
6,833 |
140.2% |
32,616 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-117 |
110-028 |
108-276 |
|
| R3 |
109-227 |
109-138 |
108-218 |
|
| R2 |
109-017 |
109-017 |
108-198 |
|
| R1 |
108-248 |
108-248 |
108-179 |
108-292 |
| PP |
108-127 |
108-127 |
108-127 |
108-149 |
| S1 |
108-038 |
108-038 |
108-141 |
108-082 |
| S2 |
107-237 |
107-237 |
108-122 |
|
| S3 |
107-027 |
107-148 |
108-102 |
|
| S4 |
106-137 |
106-258 |
108-044 |
|
|
| 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% |
0-310 |
0.9% |
79% |
False |
False |
8,731 |
| 10 |
109-040 |
105-265 |
3-095 |
3.0% |
0-266 |
0.8% |
81% |
False |
False |
5,593 |
| 20 |
109-040 |
105-215 |
3-145 |
3.2% |
0-256 |
0.7% |
82% |
False |
False |
3,028 |
| 40 |
110-200 |
105-215 |
4-305 |
4.6% |
0-229 |
0.7% |
57% |
False |
False |
1,604 |
| 60 |
111-220 |
105-215 |
6-005 |
5.5% |
0-166 |
0.5% |
47% |
False |
False |
1,070 |
| 80 |
114-090 |
105-215 |
8-195 |
7.9% |
0-129 |
0.4% |
33% |
False |
False |
803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-148 |
|
2.618 |
110-125 |
|
1.618 |
109-235 |
|
1.000 |
109-105 |
|
0.618 |
109-025 |
|
HIGH |
108-215 |
|
0.618 |
108-135 |
|
0.500 |
108-110 |
|
0.382 |
108-085 |
|
LOW |
108-005 |
|
0.618 |
107-195 |
|
1.000 |
107-115 |
|
1.618 |
106-305 |
|
2.618 |
106-095 |
|
4.250 |
105-072 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-143 |
108-152 |
| PP |
108-127 |
108-145 |
| S1 |
108-110 |
108-138 |
|