ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-185 |
110-245 |
0-060 |
0.2% |
108-135 |
| High |
110-300 |
110-305 |
0-005 |
0.0% |
110-155 |
| Low |
110-115 |
110-110 |
-0-005 |
0.0% |
108-060 |
| Close |
110-260 |
110-270 |
0-010 |
0.0% |
110-110 |
| Range |
0-185 |
0-195 |
0-010 |
5.4% |
2-095 |
| ATR |
0-243 |
0-239 |
-0-003 |
-1.4% |
0-000 |
| Volume |
1,967 |
2,331 |
364 |
18.5% |
7,809,657 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-173 |
112-097 |
111-057 |
|
| R3 |
111-298 |
111-222 |
111-004 |
|
| R2 |
111-103 |
111-103 |
110-306 |
|
| R1 |
111-027 |
111-027 |
110-288 |
111-065 |
| PP |
110-228 |
110-228 |
110-228 |
110-248 |
| S1 |
110-152 |
110-152 |
110-252 |
110-190 |
| S2 |
110-033 |
110-033 |
110-234 |
|
| S3 |
109-158 |
109-277 |
110-216 |
|
| S4 |
108-283 |
109-082 |
110-163 |
|
|
| 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 |
110-305 |
109-155 |
1-150 |
1.3% |
0-221 |
0.6% |
93% |
True |
False |
6,518 |
| 10 |
110-305 |
108-060 |
2-245 |
2.5% |
0-226 |
0.6% |
96% |
True |
False |
1,010,182 |
| 20 |
110-305 |
107-000 |
3-305 |
3.6% |
0-236 |
0.7% |
97% |
True |
False |
1,594,057 |
| 40 |
110-305 |
105-105 |
5-200 |
5.1% |
0-253 |
0.7% |
98% |
True |
False |
1,819,682 |
| 60 |
110-305 |
105-105 |
5-200 |
5.1% |
0-243 |
0.7% |
98% |
True |
False |
1,808,612 |
| 80 |
111-125 |
105-105 |
6-020 |
5.5% |
0-230 |
0.6% |
91% |
False |
False |
1,673,470 |
| 100 |
113-270 |
105-105 |
8-165 |
7.7% |
0-231 |
0.7% |
65% |
False |
False |
1,340,865 |
| 120 |
114-030 |
105-105 |
8-245 |
7.9% |
0-228 |
0.6% |
63% |
False |
False |
1,117,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-174 |
|
2.618 |
112-176 |
|
1.618 |
111-301 |
|
1.000 |
111-180 |
|
0.618 |
111-106 |
|
HIGH |
110-305 |
|
0.618 |
110-231 |
|
0.500 |
110-208 |
|
0.382 |
110-184 |
|
LOW |
110-110 |
|
0.618 |
109-309 |
|
1.000 |
109-235 |
|
1.618 |
109-114 |
|
2.618 |
108-239 |
|
4.250 |
107-241 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-249 |
110-232 |
| PP |
110-228 |
110-195 |
| S1 |
110-208 |
110-158 |
|