ECBOT 10 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 27-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
109-080 |
108-255 |
-0-145 |
-0.4% |
109-030 |
High |
109-115 |
109-135 |
0-020 |
0.1% |
109-210 |
Low |
108-225 |
108-185 |
-0-040 |
-0.1% |
108-225 |
Close |
108-250 |
109-120 |
0-190 |
0.5% |
108-250 |
Range |
0-210 |
0-270 |
0-060 |
28.6% |
0-305 |
ATR |
0-242 |
0-244 |
0-002 |
0.8% |
0-000 |
Volume |
1,461,977 |
3,755,792 |
2,293,815 |
156.9% |
5,582,144 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-210 |
111-115 |
109-268 |
|
R3 |
110-260 |
110-165 |
109-194 |
|
R2 |
109-310 |
109-310 |
109-170 |
|
R1 |
109-215 |
109-215 |
109-145 |
109-262 |
PP |
109-040 |
109-040 |
109-040 |
109-064 |
S1 |
108-265 |
108-265 |
109-095 |
108-312 |
S2 |
108-090 |
108-090 |
109-070 |
|
S3 |
107-140 |
107-315 |
109-046 |
|
S4 |
106-190 |
107-045 |
108-292 |
|
|
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 |
108-185 |
1-025 |
1.0% |
0-192 |
0.5% |
74% |
False |
True |
1,867,587 |
10 |
109-210 |
107-115 |
2-095 |
2.1% |
0-238 |
0.7% |
88% |
False |
False |
954,834 |
20 |
109-210 |
106-050 |
3-160 |
3.2% |
0-254 |
0.7% |
92% |
False |
False |
482,967 |
40 |
109-210 |
105-215 |
3-315 |
3.6% |
0-251 |
0.7% |
93% |
False |
False |
241,828 |
60 |
111-220 |
105-215 |
6-005 |
5.5% |
0-213 |
0.6% |
62% |
False |
False |
161,239 |
80 |
112-235 |
105-215 |
7-020 |
6.5% |
0-166 |
0.5% |
52% |
False |
False |
120,929 |
100 |
114-100 |
105-215 |
8-205 |
7.9% |
0-137 |
0.4% |
43% |
False |
False |
96,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-002 |
2.618 |
111-202 |
1.618 |
110-252 |
1.000 |
110-085 |
0.618 |
109-302 |
HIGH |
109-135 |
0.618 |
109-032 |
0.500 |
109-000 |
0.382 |
108-288 |
LOW |
108-185 |
0.618 |
108-018 |
1.000 |
107-235 |
1.618 |
107-068 |
2.618 |
106-118 |
4.250 |
104-318 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
109-080 |
109-092 |
PP |
109-040 |
109-065 |
S1 |
109-000 |
109-038 |
|