ECBOT 10 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 28-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
108-255 |
109-120 |
0-185 |
0.5% |
109-030 |
High |
109-135 |
109-310 |
0-175 |
0.5% |
109-210 |
Low |
108-185 |
109-055 |
0-190 |
0.5% |
108-225 |
Close |
109-120 |
109-285 |
0-165 |
0.5% |
108-250 |
Range |
0-270 |
0-255 |
-0-015 |
-5.6% |
0-305 |
ATR |
0-244 |
0-245 |
0-001 |
0.3% |
0-000 |
Volume |
3,755,792 |
2,945,633 |
-810,159 |
-21.6% |
5,582,144 |
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-022 |
111-248 |
110-105 |
|
R3 |
111-087 |
110-313 |
110-035 |
|
R2 |
110-152 |
110-152 |
110-012 |
|
R1 |
110-058 |
110-058 |
109-308 |
110-105 |
PP |
109-217 |
109-217 |
109-217 |
109-240 |
S1 |
109-123 |
109-123 |
109-262 |
109-170 |
S2 |
108-282 |
108-282 |
109-238 |
|
S3 |
108-027 |
108-188 |
109-215 |
|
S4 |
107-092 |
107-253 |
109-145 |
|
|
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 |
109-310 |
108-185 |
1-125 |
1.3% |
0-212 |
0.6% |
94% |
True |
False |
2,404,098 |
10 |
109-310 |
107-215 |
2-095 |
2.1% |
0-248 |
0.7% |
97% |
True |
False |
1,247,749 |
20 |
109-310 |
106-050 |
3-260 |
3.5% |
0-260 |
0.7% |
98% |
True |
False |
630,065 |
40 |
109-310 |
105-215 |
4-095 |
3.9% |
0-252 |
0.7% |
98% |
True |
False |
315,463 |
60 |
110-260 |
105-215 |
5-045 |
4.7% |
0-214 |
0.6% |
82% |
False |
False |
210,333 |
80 |
112-235 |
105-215 |
7-020 |
6.4% |
0-169 |
0.5% |
60% |
False |
False |
157,750 |
100 |
114-100 |
105-215 |
8-205 |
7.9% |
0-139 |
0.4% |
49% |
False |
False |
126,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-114 |
2.618 |
112-018 |
1.618 |
111-083 |
1.000 |
110-245 |
0.618 |
110-148 |
HIGH |
109-310 |
0.618 |
109-213 |
0.500 |
109-182 |
0.382 |
109-152 |
LOW |
109-055 |
0.618 |
108-217 |
1.000 |
108-120 |
1.618 |
107-282 |
2.618 |
107-027 |
4.250 |
105-251 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
109-251 |
109-219 |
PP |
109-217 |
109-153 |
S1 |
109-182 |
109-088 |
|