ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
109-090 |
109-030 |
-0-060 |
-0.2% |
107-215 |
| High |
109-200 |
109-100 |
-0-100 |
-0.3% |
109-200 |
| Low |
108-310 |
108-265 |
-0-045 |
-0.1% |
107-115 |
| Close |
109-040 |
109-070 |
0-030 |
0.1% |
109-040 |
| Range |
0-210 |
0-155 |
-0-055 |
-26.2% |
2-085 |
| ATR |
0-265 |
0-257 |
-0-008 |
-3.0% |
0-000 |
| Volume |
64,366 |
263,075 |
198,709 |
308.7% |
210,413 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-183 |
110-122 |
109-155 |
|
| R3 |
110-028 |
109-287 |
109-113 |
|
| R2 |
109-193 |
109-193 |
109-098 |
|
| R1 |
109-132 |
109-132 |
109-084 |
109-162 |
| PP |
109-038 |
109-038 |
109-038 |
109-054 |
| S1 |
108-297 |
108-297 |
109-056 |
109-008 |
| S2 |
108-203 |
108-203 |
109-042 |
|
| S3 |
108-048 |
108-142 |
109-027 |
|
| S4 |
107-213 |
107-307 |
108-305 |
|
|
| 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 |
107-215 |
1-305 |
1.8% |
0-284 |
0.8% |
79% |
False |
False |
91,401 |
| 10 |
109-200 |
107-115 |
2-085 |
2.1% |
0-256 |
0.7% |
82% |
False |
False |
54,700 |
| 20 |
109-200 |
105-265 |
3-255 |
3.5% |
0-259 |
0.7% |
89% |
False |
False |
29,595 |
| 40 |
109-200 |
105-215 |
3-305 |
3.6% |
0-254 |
0.7% |
90% |
False |
False |
14,976 |
| 60 |
111-220 |
105-215 |
6-005 |
5.5% |
0-205 |
0.6% |
59% |
False |
False |
9,992 |
| 80 |
113-000 |
105-215 |
7-105 |
6.7% |
0-158 |
0.5% |
48% |
False |
False |
7,494 |
| 100 |
114-100 |
105-215 |
8-205 |
7.9% |
0-130 |
0.4% |
41% |
False |
False |
5,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-119 |
|
2.618 |
110-186 |
|
1.618 |
110-031 |
|
1.000 |
109-255 |
|
0.618 |
109-196 |
|
HIGH |
109-100 |
|
0.618 |
109-041 |
|
0.500 |
109-022 |
|
0.382 |
109-004 |
|
LOW |
108-265 |
|
0.618 |
108-169 |
|
1.000 |
108-110 |
|
1.618 |
108-014 |
|
2.618 |
107-179 |
|
4.250 |
106-246 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-054 |
109-058 |
| PP |
109-038 |
109-047 |
| S1 |
109-022 |
109-035 |
|