ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-245 |
110-230 |
-0-015 |
0.0% |
110-135 |
| High |
110-305 |
110-230 |
-0-075 |
-0.2% |
110-305 |
| Low |
110-110 |
109-235 |
-0-195 |
-0.6% |
109-235 |
| Close |
110-270 |
109-310 |
-0-280 |
-0.8% |
109-310 |
| Range |
0-195 |
0-315 |
0-120 |
61.5% |
1-070 |
| ATR |
0-239 |
0-248 |
0-008 |
3.4% |
0-000 |
| Volume |
2,331 |
1,922 |
-409 |
-17.5% |
21,595 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-030 |
112-165 |
110-163 |
|
| R3 |
112-035 |
111-170 |
110-077 |
|
| R2 |
111-040 |
111-040 |
110-048 |
|
| R1 |
110-175 |
110-175 |
110-019 |
110-110 |
| PP |
110-045 |
110-045 |
110-045 |
110-012 |
| S1 |
109-180 |
109-180 |
109-281 |
109-115 |
| S2 |
109-050 |
109-050 |
109-252 |
|
| S3 |
108-055 |
108-185 |
109-223 |
|
| S4 |
107-060 |
107-190 |
109-137 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-280 |
113-045 |
110-204 |
|
| R3 |
112-210 |
111-295 |
110-097 |
|
| R2 |
111-140 |
111-140 |
110-062 |
|
| R1 |
110-225 |
110-225 |
110-026 |
110-148 |
| PP |
110-070 |
110-070 |
110-070 |
110-031 |
| S1 |
109-155 |
109-155 |
109-274 |
109-078 |
| S2 |
109-000 |
109-000 |
109-238 |
|
| S3 |
107-250 |
108-085 |
109-203 |
|
| S4 |
106-180 |
107-015 |
109-096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-305 |
109-235 |
1-070 |
1.1% |
0-220 |
0.6% |
19% |
False |
True |
4,319 |
| 10 |
110-305 |
108-060 |
2-245 |
2.5% |
0-237 |
0.7% |
64% |
False |
False |
783,125 |
| 20 |
110-305 |
107-000 |
3-305 |
3.6% |
0-234 |
0.7% |
75% |
False |
False |
1,488,034 |
| 40 |
110-305 |
105-105 |
5-200 |
5.1% |
0-250 |
0.7% |
83% |
False |
False |
1,766,317 |
| 60 |
110-305 |
105-105 |
5-200 |
5.1% |
0-246 |
0.7% |
83% |
False |
False |
1,783,446 |
| 80 |
111-125 |
105-105 |
6-020 |
5.5% |
0-231 |
0.7% |
77% |
False |
False |
1,672,597 |
| 100 |
113-185 |
105-105 |
8-080 |
7.5% |
0-233 |
0.7% |
56% |
False |
False |
1,340,846 |
| 120 |
114-030 |
105-105 |
8-245 |
8.0% |
0-229 |
0.7% |
53% |
False |
False |
1,117,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-289 |
|
2.618 |
113-095 |
|
1.618 |
112-100 |
|
1.000 |
111-225 |
|
0.618 |
111-105 |
|
HIGH |
110-230 |
|
0.618 |
110-110 |
|
0.500 |
110-072 |
|
0.382 |
110-035 |
|
LOW |
109-235 |
|
0.618 |
109-040 |
|
1.000 |
108-240 |
|
1.618 |
108-045 |
|
2.618 |
107-050 |
|
4.250 |
105-176 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-072 |
110-110 |
| PP |
110-045 |
110-070 |
| S1 |
110-018 |
110-030 |
|