ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-010 |
110-030 |
0-020 |
0.1% |
110-135 |
| High |
110-035 |
110-195 |
0-160 |
0.5% |
110-305 |
| Low |
109-220 |
109-300 |
0-080 |
0.2% |
109-235 |
| Close |
110-010 |
110-080 |
0-070 |
0.2% |
109-310 |
| Range |
0-135 |
0-215 |
0-080 |
59.3% |
1-070 |
| ATR |
0-240 |
0-238 |
-0-002 |
-0.7% |
0-000 |
| Volume |
1,400 |
2,156 |
756 |
54.0% |
21,595 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-090 |
111-300 |
110-198 |
|
| R3 |
111-195 |
111-085 |
110-139 |
|
| R2 |
110-300 |
110-300 |
110-119 |
|
| R1 |
110-190 |
110-190 |
110-100 |
110-245 |
| PP |
110-085 |
110-085 |
110-085 |
110-112 |
| S1 |
109-295 |
109-295 |
110-060 |
110-030 |
| S2 |
109-190 |
109-190 |
110-041 |
|
| S3 |
108-295 |
109-080 |
110-021 |
|
| S4 |
108-080 |
108-185 |
109-282 |
|
|
| 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 |
1.1% |
0-209 |
0.6% |
44% |
False |
False |
1,955 |
| 10 |
110-305 |
109-120 |
1-185 |
1.4% |
0-218 |
0.6% |
55% |
False |
False |
71,683 |
| 20 |
110-305 |
107-095 |
3-210 |
3.3% |
0-234 |
0.7% |
81% |
False |
False |
1,342,123 |
| 40 |
110-305 |
105-105 |
5-200 |
5.1% |
0-248 |
0.7% |
88% |
False |
False |
1,693,273 |
| 60 |
110-305 |
105-105 |
5-200 |
5.1% |
0-247 |
0.7% |
88% |
False |
False |
1,745,770 |
| 80 |
111-125 |
105-105 |
6-020 |
5.5% |
0-232 |
0.7% |
81% |
False |
False |
1,671,309 |
| 100 |
113-045 |
105-105 |
7-260 |
7.1% |
0-232 |
0.7% |
63% |
False |
False |
1,340,821 |
| 120 |
114-030 |
105-105 |
8-245 |
8.0% |
0-229 |
0.6% |
56% |
False |
False |
1,117,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-149 |
|
2.618 |
112-118 |
|
1.618 |
111-223 |
|
1.000 |
111-090 |
|
0.618 |
111-008 |
|
HIGH |
110-195 |
|
0.618 |
110-113 |
|
0.500 |
110-088 |
|
0.382 |
110-062 |
|
LOW |
109-300 |
|
0.618 |
109-167 |
|
1.000 |
109-085 |
|
1.618 |
108-272 |
|
2.618 |
108-057 |
|
4.250 |
107-026 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-088 |
110-075 |
| PP |
110-085 |
110-070 |
| S1 |
110-082 |
110-065 |
|