ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
109-080 |
109-130 |
0-050 |
0.1% |
107-215 |
| High |
109-155 |
109-210 |
0-055 |
0.2% |
109-200 |
| Low |
109-040 |
109-000 |
-0-040 |
-0.1% |
107-115 |
| Close |
109-100 |
109-065 |
-0-035 |
-0.1% |
109-040 |
| Range |
0-115 |
0-210 |
0-095 |
82.6% |
2-085 |
| ATR |
0-247 |
0-245 |
-0-003 |
-1.1% |
0-000 |
| Volume |
1,576,041 |
2,281,051 |
705,010 |
44.7% |
210,413 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-082 |
110-283 |
109-180 |
|
| R3 |
110-192 |
110-073 |
109-123 |
|
| R2 |
109-302 |
109-302 |
109-104 |
|
| R1 |
109-183 |
109-183 |
109-084 |
109-138 |
| PP |
109-092 |
109-092 |
109-092 |
109-069 |
| S1 |
108-293 |
108-293 |
109-046 |
108-248 |
| S2 |
108-202 |
108-202 |
109-026 |
|
| S3 |
107-312 |
108-083 |
109-007 |
|
| S4 |
107-102 |
107-193 |
108-270 |
|
|
| 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 |
109-210 |
108-190 |
1-020 |
1.0% |
0-183 |
0.5% |
57% |
True |
False |
848,582 |
| 10 |
109-210 |
107-115 |
2-095 |
2.1% |
0-246 |
0.7% |
80% |
True |
False |
437,791 |
| 20 |
109-210 |
105-265 |
3-265 |
3.5% |
0-251 |
0.7% |
88% |
True |
False |
222,387 |
| 40 |
109-210 |
105-215 |
3-315 |
3.6% |
0-250 |
0.7% |
89% |
True |
False |
111,397 |
| 60 |
111-220 |
105-215 |
6-005 |
5.5% |
0-206 |
0.6% |
59% |
False |
False |
74,276 |
| 80 |
112-235 |
105-215 |
7-020 |
6.5% |
0-160 |
0.5% |
50% |
False |
False |
55,707 |
| 100 |
114-100 |
105-215 |
8-205 |
7.9% |
0-133 |
0.4% |
41% |
False |
False |
44,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-142 |
|
2.618 |
111-120 |
|
1.618 |
110-230 |
|
1.000 |
110-100 |
|
0.618 |
110-020 |
|
HIGH |
109-210 |
|
0.618 |
109-130 |
|
0.500 |
109-105 |
|
0.382 |
109-080 |
|
LOW |
109-000 |
|
0.618 |
108-190 |
|
1.000 |
108-110 |
|
1.618 |
107-300 |
|
2.618 |
107-090 |
|
4.250 |
106-068 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-105 |
109-078 |
| PP |
109-092 |
109-073 |
| S1 |
109-078 |
109-069 |
|