ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
109-055 |
108-190 |
-0-185 |
-0.5% |
108-200 |
| High |
109-125 |
109-095 |
-0-030 |
-0.1% |
108-290 |
| Low |
108-140 |
108-190 |
0-050 |
0.1% |
107-200 |
| Close |
108-185 |
109-075 |
0-210 |
0.6% |
107-250 |
| Range |
0-305 |
0-225 |
-0-080 |
-26.2% |
1-090 |
| ATR |
0-272 |
0-269 |
-0-003 |
-1.1% |
0-000 |
| Volume |
32,393 |
58,380 |
25,987 |
80.2% |
78,389 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-048 |
110-287 |
109-199 |
|
| R3 |
110-143 |
110-062 |
109-137 |
|
| R2 |
109-238 |
109-238 |
109-116 |
|
| R1 |
109-157 |
109-157 |
109-096 |
109-198 |
| PP |
109-013 |
109-013 |
109-013 |
109-034 |
| S1 |
108-252 |
108-252 |
109-054 |
108-292 |
| S2 |
108-108 |
108-108 |
109-034 |
|
| S3 |
107-203 |
108-027 |
109-013 |
|
| S4 |
106-298 |
107-122 |
108-271 |
|
|
| 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% |
0-282 |
0.8% |
92% |
False |
False |
34,748 |
| 10 |
109-125 |
107-115 |
2-010 |
1.9% |
0-286 |
0.8% |
92% |
False |
False |
23,705 |
| 20 |
109-125 |
105-230 |
3-215 |
3.4% |
0-269 |
0.8% |
96% |
False |
False |
13,263 |
| 40 |
109-125 |
105-215 |
3-230 |
3.4% |
0-252 |
0.7% |
96% |
False |
False |
6,791 |
| 60 |
111-220 |
105-215 |
6-005 |
5.5% |
0-199 |
0.6% |
59% |
False |
False |
4,534 |
| 80 |
113-000 |
105-215 |
7-105 |
6.7% |
0-154 |
0.4% |
49% |
False |
False |
3,401 |
| 100 |
114-165 |
105-215 |
8-270 |
8.1% |
0-126 |
0.4% |
40% |
False |
False |
2,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-091 |
|
2.618 |
111-044 |
|
1.618 |
110-139 |
|
1.000 |
110-000 |
|
0.618 |
109-234 |
|
HIGH |
109-095 |
|
0.618 |
109-009 |
|
0.500 |
108-302 |
|
0.382 |
108-276 |
|
LOW |
108-190 |
|
0.618 |
108-051 |
|
1.000 |
107-285 |
|
1.618 |
107-146 |
|
2.618 |
106-241 |
|
4.250 |
105-194 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-044 |
109-000 |
| PP |
109-013 |
108-245 |
| S1 |
108-302 |
108-170 |
|