ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
109-300 |
110-115 |
0-135 |
0.4% |
109-030 |
| High |
110-155 |
110-140 |
-0-015 |
0.0% |
109-210 |
| Low |
109-290 |
109-220 |
-0-070 |
-0.2% |
108-225 |
| Close |
110-100 |
109-255 |
-0-165 |
-0.5% |
108-250 |
| Range |
0-185 |
0-240 |
0-055 |
29.7% |
0-305 |
| ATR |
0-241 |
0-241 |
0-000 |
0.0% |
0-000 |
| Volume |
2,548,373 |
2,746,937 |
198,564 |
7.8% |
5,582,144 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-072 |
111-243 |
110-067 |
|
| R3 |
111-152 |
111-003 |
110-001 |
|
| R2 |
110-232 |
110-232 |
109-299 |
|
| R1 |
110-083 |
110-083 |
109-277 |
110-038 |
| PP |
109-312 |
109-312 |
109-312 |
109-289 |
| S1 |
109-163 |
109-163 |
109-233 |
109-118 |
| S2 |
109-072 |
109-072 |
109-211 |
|
| S3 |
108-152 |
108-243 |
109-189 |
|
| S4 |
107-232 |
108-003 |
109-123 |
|
|
| 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% |
0-232 |
0.7% |
64% |
False |
False |
2,691,742 |
| 10 |
110-155 |
108-185 |
1-290 |
1.7% |
0-208 |
0.6% |
64% |
False |
False |
1,770,162 |
| 20 |
110-155 |
107-115 |
3-040 |
2.8% |
0-247 |
0.7% |
78% |
False |
False |
894,387 |
| 40 |
110-155 |
105-215 |
4-260 |
4.4% |
0-247 |
0.7% |
86% |
False |
False |
447,813 |
| 60 |
110-260 |
105-215 |
5-045 |
4.7% |
0-222 |
0.6% |
80% |
False |
False |
298,588 |
| 80 |
112-235 |
105-215 |
7-020 |
6.4% |
0-174 |
0.5% |
58% |
False |
False |
223,941 |
| 100 |
114-100 |
105-215 |
8-205 |
7.9% |
0-143 |
0.4% |
48% |
False |
False |
179,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-200 |
|
2.618 |
112-128 |
|
1.618 |
111-208 |
|
1.000 |
111-060 |
|
0.618 |
110-288 |
|
HIGH |
110-140 |
|
0.618 |
110-048 |
|
0.500 |
110-020 |
|
0.382 |
109-312 |
|
LOW |
109-220 |
|
0.618 |
109-072 |
|
1.000 |
108-300 |
|
1.618 |
108-152 |
|
2.618 |
107-232 |
|
4.250 |
106-160 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-020 |
109-265 |
| PP |
109-312 |
109-262 |
| S1 |
109-283 |
109-258 |
|