ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
109-120 |
109-300 |
0-180 |
0.5% |
109-030 |
| High |
109-310 |
110-155 |
0-165 |
0.5% |
109-210 |
| Low |
109-055 |
109-290 |
0-235 |
0.7% |
108-225 |
| Close |
109-285 |
110-100 |
0-135 |
0.4% |
108-250 |
| Range |
0-255 |
0-185 |
-0-070 |
-27.5% |
0-305 |
| ATR |
0-245 |
0-241 |
-0-004 |
-1.6% |
0-000 |
| Volume |
2,945,633 |
2,548,373 |
-397,260 |
-13.5% |
5,582,144 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-310 |
111-230 |
110-202 |
|
| R3 |
111-125 |
111-045 |
110-151 |
|
| R2 |
110-260 |
110-260 |
110-134 |
|
| R1 |
110-180 |
110-180 |
110-117 |
110-220 |
| PP |
110-075 |
110-075 |
110-075 |
110-095 |
| S1 |
109-315 |
109-315 |
110-083 |
110-035 |
| S2 |
109-210 |
109-210 |
110-066 |
|
| S3 |
109-025 |
109-130 |
110-049 |
|
| S4 |
108-160 |
108-265 |
109-318 |
|
|
| 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 |
110-155 |
108-185 |
1-290 |
1.7% |
0-226 |
0.6% |
91% |
True |
False |
2,598,565 |
| 10 |
110-155 |
108-140 |
2-015 |
1.9% |
0-214 |
0.6% |
92% |
True |
False |
1,498,708 |
| 20 |
110-155 |
106-050 |
4-105 |
3.9% |
0-257 |
0.7% |
96% |
True |
False |
757,391 |
| 40 |
110-155 |
105-215 |
4-260 |
4.4% |
0-250 |
0.7% |
96% |
True |
False |
379,144 |
| 60 |
110-260 |
105-215 |
5-045 |
4.7% |
0-218 |
0.6% |
90% |
False |
False |
252,806 |
| 80 |
112-235 |
105-215 |
7-020 |
6.4% |
0-171 |
0.5% |
66% |
False |
False |
189,604 |
| 100 |
114-100 |
105-215 |
8-205 |
7.8% |
0-141 |
0.4% |
54% |
False |
False |
151,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-301 |
|
2.618 |
111-319 |
|
1.618 |
111-134 |
|
1.000 |
111-020 |
|
0.618 |
110-269 |
|
HIGH |
110-155 |
|
0.618 |
110-084 |
|
0.500 |
110-062 |
|
0.382 |
110-041 |
|
LOW |
109-290 |
|
0.618 |
109-176 |
|
1.000 |
109-105 |
|
1.618 |
108-311 |
|
2.618 |
108-126 |
|
4.250 |
107-144 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-088 |
110-017 |
| PP |
110-075 |
109-253 |
| S1 |
110-062 |
109-170 |
|