ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-135 |
110-040 |
-0-095 |
-0.3% |
108-135 |
| High |
110-145 |
110-210 |
0-065 |
0.2% |
110-155 |
| Low |
109-260 |
110-010 |
0-070 |
0.2% |
108-060 |
| Close |
109-285 |
110-200 |
0-235 |
0.7% |
110-110 |
| Range |
0-205 |
0-200 |
-0-005 |
-2.4% |
2-095 |
| ATR |
0-247 |
0-247 |
0-000 |
-0.1% |
0-000 |
| Volume |
10,121 |
5,254 |
-4,867 |
-48.1% |
7,809,657 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-100 |
112-030 |
110-310 |
|
| R3 |
111-220 |
111-150 |
110-255 |
|
| R2 |
111-020 |
111-020 |
110-237 |
|
| R1 |
110-270 |
110-270 |
110-218 |
110-305 |
| PP |
110-140 |
110-140 |
110-140 |
110-158 |
| S1 |
110-070 |
110-070 |
110-182 |
110-105 |
| S2 |
109-260 |
109-260 |
110-163 |
|
| S3 |
109-060 |
109-190 |
110-145 |
|
| S4 |
108-180 |
108-310 |
110-090 |
|
|
| 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 |
110-210 |
109-120 |
1-090 |
1.2% |
0-228 |
0.6% |
98% |
True |
False |
141,411 |
| 10 |
110-210 |
108-060 |
2-150 |
2.2% |
0-222 |
0.6% |
99% |
True |
False |
1,674,811 |
| 20 |
110-210 |
107-000 |
3-210 |
3.3% |
0-239 |
0.7% |
99% |
True |
False |
1,779,985 |
| 40 |
110-210 |
105-105 |
5-105 |
4.8% |
0-254 |
0.7% |
99% |
True |
False |
1,918,310 |
| 60 |
110-210 |
105-105 |
5-105 |
4.8% |
0-244 |
0.7% |
99% |
True |
False |
1,851,416 |
| 80 |
111-125 |
105-105 |
6-020 |
5.5% |
0-231 |
0.7% |
87% |
False |
False |
1,674,369 |
| 100 |
114-030 |
105-105 |
8-245 |
7.9% |
0-232 |
0.7% |
60% |
False |
False |
1,340,845 |
| 120 |
114-050 |
105-105 |
8-265 |
8.0% |
0-228 |
0.6% |
60% |
False |
False |
1,117,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-100 |
|
2.618 |
112-094 |
|
1.618 |
111-214 |
|
1.000 |
111-090 |
|
0.618 |
111-014 |
|
HIGH |
110-210 |
|
0.618 |
110-134 |
|
0.500 |
110-110 |
|
0.382 |
110-086 |
|
LOW |
110-010 |
|
0.618 |
109-206 |
|
1.000 |
109-130 |
|
1.618 |
109-006 |
|
2.618 |
108-126 |
|
4.250 |
107-120 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-170 |
110-141 |
| PP |
110-140 |
110-082 |
| S1 |
110-110 |
110-022 |
|