ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
109-310 |
109-195 |
-0-115 |
-0.3% |
108-135 |
| High |
110-030 |
110-155 |
0-125 |
0.4% |
110-155 |
| Low |
109-120 |
109-155 |
0-035 |
0.1% |
108-060 |
| Close |
109-150 |
110-110 |
0-280 |
0.8% |
110-110 |
| Range |
0-230 |
1-000 |
0-090 |
39.1% |
2-095 |
| ATR |
0-245 |
0-251 |
0-006 |
2.3% |
0-000 |
| Volume |
80,902 |
12,918 |
-67,984 |
-84.0% |
7,809,657 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-033 |
112-232 |
110-286 |
|
| R3 |
112-033 |
111-232 |
110-198 |
|
| R2 |
111-033 |
111-033 |
110-169 |
|
| R1 |
110-232 |
110-232 |
110-139 |
110-292 |
| PP |
110-033 |
110-033 |
110-033 |
110-064 |
| S1 |
109-232 |
109-232 |
110-081 |
109-292 |
| S2 |
109-033 |
109-033 |
110-051 |
|
| S3 |
108-033 |
108-232 |
110-022 |
|
| S4 |
107-033 |
107-232 |
109-254 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-180 |
115-240 |
111-194 |
|
| R3 |
114-085 |
113-145 |
110-312 |
|
| R2 |
111-310 |
111-310 |
110-245 |
|
| R1 |
111-050 |
111-050 |
110-177 |
111-180 |
| PP |
109-215 |
109-215 |
109-215 |
109-280 |
| S1 |
108-275 |
108-275 |
110-043 |
109-085 |
| S2 |
107-120 |
107-120 |
109-295 |
|
| S3 |
105-025 |
106-180 |
109-228 |
|
| S4 |
102-250 |
104-085 |
109-026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-155 |
108-060 |
2-095 |
2.1% |
0-254 |
0.7% |
94% |
True |
False |
1,561,931 |
| 10 |
110-155 |
108-060 |
2-095 |
2.1% |
0-218 |
0.6% |
94% |
True |
False |
2,002,554 |
| 20 |
110-155 |
107-000 |
3-155 |
3.2% |
0-252 |
0.7% |
96% |
True |
False |
2,004,958 |
| 40 |
110-155 |
105-105 |
5-050 |
4.7% |
0-260 |
0.7% |
97% |
True |
False |
1,996,373 |
| 60 |
110-155 |
105-105 |
5-050 |
4.7% |
0-241 |
0.7% |
97% |
True |
False |
1,884,880 |
| 80 |
112-140 |
105-105 |
7-035 |
6.4% |
0-234 |
0.7% |
71% |
False |
False |
1,674,606 |
| 100 |
114-030 |
105-105 |
8-245 |
7.9% |
0-232 |
0.7% |
57% |
False |
False |
1,340,722 |
| 120 |
114-100 |
105-105 |
8-315 |
8.1% |
0-231 |
0.7% |
56% |
False |
False |
1,117,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-235 |
|
2.618 |
113-033 |
|
1.618 |
112-033 |
|
1.000 |
111-155 |
|
0.618 |
111-033 |
|
HIGH |
110-155 |
|
0.618 |
110-033 |
|
0.500 |
109-315 |
|
0.382 |
109-277 |
|
LOW |
109-155 |
|
0.618 |
108-277 |
|
1.000 |
108-155 |
|
1.618 |
107-277 |
|
2.618 |
106-277 |
|
4.250 |
105-075 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-072 |
110-066 |
| PP |
110-033 |
110-022 |
| S1 |
109-315 |
109-298 |
|