ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
109-130 |
109-080 |
-0-050 |
-0.1% |
109-030 |
| High |
109-210 |
109-115 |
-0-095 |
-0.3% |
109-210 |
| Low |
109-000 |
108-225 |
-0-095 |
-0.3% |
108-225 |
| Close |
109-065 |
108-250 |
-0-135 |
-0.4% |
108-250 |
| Range |
0-210 |
0-210 |
0-000 |
0.0% |
0-305 |
| ATR |
0-245 |
0-242 |
-0-002 |
-1.0% |
0-000 |
| Volume |
2,281,051 |
1,461,977 |
-819,074 |
-35.9% |
5,582,144 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-293 |
110-162 |
109-046 |
|
| R3 |
110-083 |
109-272 |
108-308 |
|
| R2 |
109-193 |
109-193 |
108-288 |
|
| R1 |
109-062 |
109-062 |
108-269 |
109-022 |
| PP |
108-303 |
108-303 |
108-303 |
108-284 |
| S1 |
108-172 |
108-172 |
108-231 |
108-132 |
| S2 |
108-093 |
108-093 |
108-212 |
|
| S3 |
107-203 |
107-282 |
108-192 |
|
| S4 |
106-313 |
107-072 |
108-134 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-290 |
111-095 |
109-098 |
|
| R3 |
110-305 |
110-110 |
109-014 |
|
| R2 |
110-000 |
110-000 |
108-306 |
|
| R1 |
109-125 |
109-125 |
108-278 |
109-070 |
| PP |
109-015 |
109-015 |
109-015 |
108-308 |
| S1 |
108-140 |
108-140 |
108-222 |
108-085 |
| S2 |
108-030 |
108-030 |
108-194 |
|
| S3 |
107-045 |
107-155 |
108-166 |
|
| S4 |
106-060 |
106-170 |
108-082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-210 |
108-225 |
0-305 |
0.9% |
0-180 |
0.5% |
8% |
False |
True |
1,129,302 |
| 10 |
109-210 |
107-115 |
2-095 |
2.1% |
0-231 |
0.7% |
62% |
False |
False |
582,025 |
| 20 |
109-210 |
106-050 |
3-160 |
3.2% |
0-248 |
0.7% |
75% |
False |
False |
295,246 |
| 40 |
109-210 |
105-215 |
3-315 |
3.7% |
0-249 |
0.7% |
78% |
False |
False |
147,942 |
| 60 |
111-220 |
105-215 |
6-005 |
5.5% |
0-209 |
0.6% |
52% |
False |
False |
98,643 |
| 80 |
112-235 |
105-215 |
7-020 |
6.5% |
0-163 |
0.5% |
44% |
False |
False |
73,982 |
| 100 |
114-100 |
105-215 |
8-205 |
7.9% |
0-135 |
0.4% |
36% |
False |
False |
59,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-048 |
|
2.618 |
111-025 |
|
1.618 |
110-135 |
|
1.000 |
110-005 |
|
0.618 |
109-245 |
|
HIGH |
109-115 |
|
0.618 |
109-035 |
|
0.500 |
109-010 |
|
0.382 |
108-305 |
|
LOW |
108-225 |
|
0.618 |
108-095 |
|
1.000 |
108-015 |
|
1.618 |
107-205 |
|
2.618 |
106-315 |
|
4.250 |
105-292 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-010 |
109-058 |
| PP |
108-303 |
109-015 |
| S1 |
108-277 |
108-292 |
|