ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
109-195 |
110-135 |
0-260 |
0.7% |
108-135 |
| High |
110-155 |
110-145 |
-0-010 |
0.0% |
110-155 |
| Low |
109-155 |
109-260 |
0-105 |
0.3% |
108-060 |
| Close |
110-110 |
109-285 |
-0-145 |
-0.4% |
110-110 |
| Range |
1-000 |
0-205 |
-0-115 |
-35.9% |
2-095 |
| ATR |
0-251 |
0-247 |
-0-003 |
-1.3% |
0-000 |
| Volume |
12,918 |
10,121 |
-2,797 |
-21.7% |
7,809,657 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-312 |
111-183 |
110-078 |
|
| R3 |
111-107 |
110-298 |
110-021 |
|
| R2 |
110-222 |
110-222 |
110-003 |
|
| R1 |
110-093 |
110-093 |
109-304 |
110-055 |
| PP |
110-017 |
110-017 |
110-017 |
109-318 |
| S1 |
109-208 |
109-208 |
109-266 |
109-170 |
| S2 |
109-132 |
109-132 |
109-247 |
|
| S3 |
108-247 |
109-003 |
109-229 |
|
| S4 |
108-042 |
108-118 |
109-172 |
|
|
| 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 |
108-255 |
1-220 |
1.5% |
0-240 |
0.7% |
65% |
False |
False |
660,483 |
| 10 |
110-155 |
108-060 |
2-095 |
2.1% |
0-217 |
0.6% |
74% |
False |
False |
1,835,048 |
| 20 |
110-155 |
107-000 |
3-155 |
3.2% |
0-240 |
0.7% |
83% |
False |
False |
1,861,588 |
| 40 |
110-155 |
105-105 |
5-050 |
4.7% |
0-256 |
0.7% |
88% |
False |
False |
1,938,750 |
| 60 |
110-155 |
105-105 |
5-050 |
4.7% |
0-242 |
0.7% |
88% |
False |
False |
1,867,461 |
| 80 |
111-135 |
105-105 |
6-030 |
5.5% |
0-232 |
0.7% |
75% |
False |
False |
1,674,537 |
| 100 |
114-030 |
105-105 |
8-245 |
8.0% |
0-232 |
0.7% |
52% |
False |
False |
1,340,797 |
| 120 |
114-050 |
105-105 |
8-265 |
8.0% |
0-229 |
0.7% |
52% |
False |
False |
1,117,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-056 |
|
2.618 |
112-042 |
|
1.618 |
111-157 |
|
1.000 |
111-030 |
|
0.618 |
110-272 |
|
HIGH |
110-145 |
|
0.618 |
110-067 |
|
0.500 |
110-042 |
|
0.382 |
110-018 |
|
LOW |
109-260 |
|
0.618 |
109-133 |
|
1.000 |
109-055 |
|
1.618 |
108-248 |
|
2.618 |
108-043 |
|
4.250 |
107-029 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-042 |
109-298 |
| PP |
110-017 |
109-293 |
| S1 |
109-311 |
109-289 |
|