ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
108-190 |
109-090 |
0-220 |
0.6% |
107-215 |
| High |
109-095 |
109-200 |
0-105 |
0.3% |
109-200 |
| Low |
108-190 |
108-310 |
0-120 |
0.3% |
107-115 |
| Close |
109-075 |
109-040 |
-0-035 |
-0.1% |
109-040 |
| Range |
0-225 |
0-210 |
-0-015 |
-6.7% |
2-085 |
| ATR |
0-269 |
0-265 |
-0-004 |
-1.6% |
0-000 |
| Volume |
58,380 |
64,366 |
5,986 |
10.3% |
210,413 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-067 |
110-263 |
109-156 |
|
| R3 |
110-177 |
110-053 |
109-098 |
|
| R2 |
109-287 |
109-287 |
109-078 |
|
| R1 |
109-163 |
109-163 |
109-059 |
109-120 |
| PP |
109-077 |
109-077 |
109-077 |
109-055 |
| S1 |
108-273 |
108-273 |
109-021 |
108-230 |
| S2 |
108-187 |
108-187 |
109-002 |
|
| S3 |
107-297 |
108-063 |
108-302 |
|
| S4 |
107-087 |
107-173 |
108-244 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-160 |
114-185 |
110-119 |
|
| R3 |
113-075 |
112-100 |
109-239 |
|
| R2 |
110-310 |
110-310 |
109-173 |
|
| R1 |
110-015 |
110-015 |
109-106 |
110-162 |
| PP |
108-225 |
108-225 |
108-225 |
108-299 |
| S1 |
107-250 |
107-250 |
108-294 |
108-078 |
| S2 |
106-140 |
106-140 |
108-227 |
|
| S3 |
104-055 |
105-165 |
108-161 |
|
| S4 |
101-290 |
103-080 |
107-281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-200 |
107-115 |
2-085 |
2.1% |
0-283 |
0.8% |
78% |
True |
False |
42,082 |
| 10 |
109-200 |
107-115 |
2-085 |
2.1% |
0-262 |
0.8% |
78% |
True |
False |
28,880 |
| 20 |
109-200 |
105-230 |
3-290 |
3.6% |
0-268 |
0.8% |
87% |
True |
False |
16,457 |
| 40 |
109-200 |
105-215 |
3-305 |
3.6% |
0-254 |
0.7% |
87% |
True |
False |
8,400 |
| 60 |
111-220 |
105-215 |
6-005 |
5.5% |
0-203 |
0.6% |
57% |
False |
False |
5,607 |
| 80 |
113-000 |
105-215 |
7-105 |
6.7% |
0-156 |
0.4% |
47% |
False |
False |
4,205 |
| 100 |
114-100 |
105-215 |
8-205 |
7.9% |
0-128 |
0.4% |
40% |
False |
False |
3,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-132 |
|
2.618 |
111-110 |
|
1.618 |
110-220 |
|
1.000 |
110-090 |
|
0.618 |
110-010 |
|
HIGH |
109-200 |
|
0.618 |
109-120 |
|
0.500 |
109-095 |
|
0.382 |
109-070 |
|
LOW |
108-310 |
|
0.618 |
108-180 |
|
1.000 |
108-100 |
|
1.618 |
107-290 |
|
2.618 |
107-080 |
|
4.250 |
106-058 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-095 |
109-030 |
| PP |
109-077 |
109-020 |
| S1 |
109-058 |
109-010 |
|