ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
107-240 |
109-055 |
1-135 |
1.3% |
108-200 |
| High |
109-100 |
109-125 |
0-025 |
0.1% |
108-290 |
| Low |
107-215 |
108-140 |
0-245 |
0.7% |
107-200 |
| Close |
109-085 |
108-185 |
-0-220 |
-0.6% |
107-250 |
| Range |
1-205 |
0-305 |
-0-220 |
-41.9% |
1-090 |
| ATR |
0-270 |
0-272 |
0-003 |
0.9% |
0-000 |
| Volume |
38,791 |
32,393 |
-6,398 |
-16.5% |
78,389 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-212 |
111-023 |
109-033 |
|
| R3 |
110-227 |
110-038 |
108-269 |
|
| R2 |
109-242 |
109-242 |
108-241 |
|
| R1 |
109-053 |
109-053 |
108-213 |
108-315 |
| PP |
108-257 |
108-257 |
108-257 |
108-228 |
| S1 |
108-068 |
108-068 |
108-157 |
108-010 |
| S2 |
107-272 |
107-272 |
108-129 |
|
| S3 |
106-287 |
107-083 |
108-101 |
|
| S4 |
105-302 |
106-098 |
108-017 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-303 |
111-047 |
108-156 |
|
| R3 |
110-213 |
109-277 |
108-043 |
|
| R2 |
109-123 |
109-123 |
108-005 |
|
| R1 |
108-187 |
108-187 |
107-288 |
108-110 |
| PP |
108-033 |
108-033 |
108-033 |
107-315 |
| S1 |
107-097 |
107-097 |
107-212 |
107-020 |
| S2 |
106-263 |
106-263 |
107-175 |
|
| S3 |
105-173 |
106-007 |
107-137 |
|
| S4 |
104-083 |
104-237 |
107-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-125 |
107-115 |
2-010 |
1.9% |
0-310 |
0.9% |
60% |
True |
False |
27,000 |
| 10 |
109-125 |
107-115 |
2-010 |
1.9% |
0-287 |
0.8% |
60% |
True |
False |
18,612 |
| 20 |
109-125 |
105-215 |
3-230 |
3.4% |
0-267 |
0.8% |
78% |
True |
False |
10,384 |
| 40 |
109-125 |
105-215 |
3-230 |
3.4% |
0-252 |
0.7% |
78% |
True |
False |
5,336 |
| 60 |
111-220 |
105-215 |
6-005 |
5.5% |
0-196 |
0.6% |
48% |
False |
False |
3,561 |
| 80 |
113-120 |
105-215 |
7-225 |
7.1% |
0-151 |
0.4% |
38% |
False |
False |
2,671 |
| 100 |
114-165 |
105-215 |
8-270 |
8.1% |
0-124 |
0.4% |
33% |
False |
False |
2,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-141 |
|
2.618 |
111-283 |
|
1.618 |
110-298 |
|
1.000 |
110-110 |
|
0.618 |
109-313 |
|
HIGH |
109-125 |
|
0.618 |
109-008 |
|
0.500 |
108-292 |
|
0.382 |
108-257 |
|
LOW |
108-140 |
|
0.618 |
107-272 |
|
1.000 |
107-155 |
|
1.618 |
106-287 |
|
2.618 |
105-302 |
|
4.250 |
104-124 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-292 |
108-163 |
| PP |
108-257 |
108-142 |
| S1 |
108-221 |
108-120 |
|