ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-230 |
110-010 |
-0-220 |
-0.6% |
110-135 |
| High |
110-230 |
110-035 |
-0-195 |
-0.6% |
110-305 |
| Low |
109-235 |
109-220 |
-0-015 |
0.0% |
109-235 |
| Close |
109-310 |
110-010 |
0-020 |
0.1% |
109-310 |
| Range |
0-315 |
0-135 |
-0-180 |
-57.1% |
1-070 |
| ATR |
0-248 |
0-240 |
-0-008 |
-3.2% |
0-000 |
| Volume |
1,922 |
1,400 |
-522 |
-27.2% |
21,595 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-067 |
111-013 |
110-084 |
|
| R3 |
110-252 |
110-198 |
110-047 |
|
| R2 |
110-117 |
110-117 |
110-035 |
|
| R1 |
110-063 |
110-063 |
110-022 |
110-078 |
| PP |
109-302 |
109-302 |
109-302 |
109-309 |
| S1 |
109-248 |
109-248 |
109-318 |
109-262 |
| S2 |
109-167 |
109-167 |
109-305 |
|
| S3 |
109-032 |
109-113 |
109-293 |
|
| S4 |
108-217 |
108-298 |
109-256 |
|
|
| 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 |
109-220 |
1-085 |
1.2% |
0-206 |
0.6% |
27% |
False |
True |
2,574 |
| 10 |
110-305 |
108-255 |
2-050 |
2.0% |
0-223 |
0.6% |
57% |
False |
False |
331,529 |
| 20 |
110-305 |
107-000 |
3-305 |
3.6% |
0-231 |
0.7% |
77% |
False |
False |
1,404,096 |
| 40 |
110-305 |
105-105 |
5-200 |
5.1% |
0-248 |
0.7% |
84% |
False |
False |
1,724,924 |
| 60 |
110-305 |
105-105 |
5-200 |
5.1% |
0-245 |
0.7% |
84% |
False |
False |
1,761,941 |
| 80 |
111-125 |
105-105 |
6-020 |
5.5% |
0-231 |
0.7% |
78% |
False |
False |
1,671,829 |
| 100 |
113-045 |
105-105 |
7-260 |
7.1% |
0-231 |
0.7% |
60% |
False |
False |
1,340,808 |
| 120 |
114-030 |
105-105 |
8-245 |
8.0% |
0-229 |
0.6% |
54% |
False |
False |
1,117,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-289 |
|
2.618 |
111-068 |
|
1.618 |
110-253 |
|
1.000 |
110-170 |
|
0.618 |
110-118 |
|
HIGH |
110-035 |
|
0.618 |
109-303 |
|
0.500 |
109-288 |
|
0.382 |
109-272 |
|
LOW |
109-220 |
|
0.618 |
109-137 |
|
1.000 |
109-085 |
|
1.618 |
109-002 |
|
2.618 |
108-187 |
|
4.250 |
107-286 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-316 |
110-102 |
| PP |
109-302 |
110-072 |
| S1 |
109-288 |
110-041 |
|