ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-040 |
110-185 |
0-145 |
0.4% |
108-135 |
| High |
110-210 |
110-300 |
0-090 |
0.3% |
110-155 |
| Low |
110-010 |
110-115 |
0-105 |
0.3% |
108-060 |
| Close |
110-200 |
110-260 |
0-060 |
0.2% |
110-110 |
| Range |
0-200 |
0-185 |
-0-015 |
-7.5% |
2-095 |
| ATR |
0-247 |
0-243 |
-0-004 |
-1.8% |
0-000 |
| Volume |
5,254 |
1,967 |
-3,287 |
-62.6% |
7,809,657 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-140 |
112-065 |
111-042 |
|
| R3 |
111-275 |
111-200 |
110-311 |
|
| R2 |
111-090 |
111-090 |
110-294 |
|
| R1 |
111-015 |
111-015 |
110-277 |
111-052 |
| PP |
110-225 |
110-225 |
110-225 |
110-244 |
| S1 |
110-150 |
110-150 |
110-243 |
110-188 |
| S2 |
110-040 |
110-040 |
110-226 |
|
| S3 |
109-175 |
109-285 |
110-209 |
|
| S4 |
108-310 |
109-100 |
110-158 |
|
|
| 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 |
110-300 |
109-120 |
1-180 |
1.4% |
0-228 |
0.6% |
92% |
True |
False |
22,232 |
| 10 |
110-300 |
108-060 |
2-240 |
2.5% |
0-228 |
0.6% |
95% |
True |
False |
1,379,354 |
| 20 |
110-300 |
107-000 |
3-300 |
3.6% |
0-237 |
0.7% |
97% |
True |
False |
1,687,310 |
| 40 |
110-300 |
105-105 |
5-195 |
5.1% |
0-254 |
0.7% |
98% |
True |
False |
1,870,475 |
| 60 |
110-300 |
105-105 |
5-195 |
5.1% |
0-246 |
0.7% |
98% |
True |
False |
1,834,615 |
| 80 |
111-125 |
105-105 |
6-020 |
5.5% |
0-232 |
0.7% |
90% |
False |
False |
1,674,077 |
| 100 |
114-030 |
105-105 |
8-245 |
7.9% |
0-232 |
0.7% |
63% |
False |
False |
1,340,860 |
| 120 |
114-050 |
105-105 |
8-265 |
8.0% |
0-228 |
0.6% |
62% |
False |
False |
1,117,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-126 |
|
2.618 |
112-144 |
|
1.618 |
111-279 |
|
1.000 |
111-165 |
|
0.618 |
111-094 |
|
HIGH |
110-300 |
|
0.618 |
110-229 |
|
0.500 |
110-208 |
|
0.382 |
110-186 |
|
LOW |
110-115 |
|
0.618 |
110-001 |
|
1.000 |
109-250 |
|
1.618 |
109-136 |
|
2.618 |
108-271 |
|
4.250 |
107-289 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-242 |
110-213 |
| PP |
110-225 |
110-167 |
| S1 |
110-208 |
110-120 |
|