ECBOT 10 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 21-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
109-030 |
109-080 |
0-050 |
0.1% |
107-215 |
High |
109-100 |
109-155 |
0-055 |
0.2% |
109-200 |
Low |
108-265 |
109-040 |
0-095 |
0.3% |
107-115 |
Close |
109-070 |
109-100 |
0-030 |
0.1% |
109-040 |
Range |
0-155 |
0-115 |
-0-040 |
-25.8% |
2-085 |
ATR |
0-257 |
0-247 |
-0-010 |
-4.0% |
0-000 |
Volume |
263,075 |
1,576,041 |
1,312,966 |
499.1% |
210,413 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-123 |
110-067 |
109-163 |
|
R3 |
110-008 |
109-272 |
109-132 |
|
R2 |
109-213 |
109-213 |
109-121 |
|
R1 |
109-157 |
109-157 |
109-111 |
109-185 |
PP |
109-098 |
109-098 |
109-098 |
109-112 |
S1 |
109-042 |
109-042 |
109-089 |
109-070 |
S2 |
108-303 |
108-303 |
109-079 |
|
S3 |
108-188 |
108-247 |
109-068 |
|
S4 |
108-073 |
108-132 |
109-037 |
|
|
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 |
108-140 |
1-060 |
1.1% |
0-202 |
0.6% |
74% |
False |
False |
398,851 |
10 |
109-200 |
107-115 |
2-085 |
2.1% |
0-246 |
0.7% |
86% |
False |
False |
211,133 |
20 |
109-200 |
105-265 |
3-255 |
3.5% |
0-256 |
0.7% |
92% |
False |
False |
108,363 |
40 |
109-200 |
105-215 |
3-305 |
3.6% |
0-253 |
0.7% |
92% |
False |
False |
54,376 |
60 |
111-220 |
105-215 |
6-005 |
5.5% |
0-207 |
0.6% |
61% |
False |
False |
36,259 |
80 |
112-235 |
105-215 |
7-020 |
6.5% |
0-157 |
0.4% |
52% |
False |
False |
27,194 |
100 |
114-100 |
105-215 |
8-205 |
7.9% |
0-131 |
0.4% |
42% |
False |
False |
21,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-004 |
2.618 |
110-136 |
1.618 |
110-021 |
1.000 |
109-270 |
0.618 |
109-226 |
HIGH |
109-155 |
0.618 |
109-111 |
0.500 |
109-098 |
0.382 |
109-084 |
LOW |
109-040 |
0.618 |
108-289 |
1.000 |
108-245 |
1.618 |
108-174 |
2.618 |
108-059 |
4.250 |
107-191 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
109-099 |
109-091 |
PP |
109-098 |
109-082 |
S1 |
109-098 |
109-072 |
|