ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-030 |
110-100 |
0-070 |
0.2% |
110-135 |
| High |
110-195 |
111-260 |
1-065 |
1.1% |
110-305 |
| Low |
109-300 |
110-090 |
0-110 |
0.3% |
109-235 |
| Close |
110-080 |
111-195 |
1-115 |
1.2% |
109-310 |
| Range |
0-215 |
1-170 |
0-275 |
127.9% |
1-070 |
| ATR |
0-238 |
0-257 |
0-019 |
7.9% |
0-000 |
| Volume |
2,156 |
1,154 |
-1,002 |
-46.5% |
21,595 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-265 |
115-080 |
112-144 |
|
| R3 |
114-095 |
113-230 |
112-010 |
|
| R2 |
112-245 |
112-245 |
111-285 |
|
| R1 |
112-060 |
112-060 |
111-240 |
112-152 |
| PP |
111-075 |
111-075 |
111-075 |
111-121 |
| S1 |
110-210 |
110-210 |
111-150 |
110-302 |
| S2 |
109-225 |
109-225 |
111-105 |
|
| S3 |
108-055 |
109-040 |
111-060 |
|
| S4 |
106-205 |
107-190 |
110-246 |
|
|
| 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 |
111-260 |
109-220 |
2-040 |
1.9% |
0-270 |
0.8% |
90% |
True |
False |
1,792 |
| 10 |
111-260 |
109-120 |
2-140 |
2.2% |
0-249 |
0.7% |
92% |
True |
False |
12,012 |
| 20 |
111-260 |
108-025 |
3-235 |
3.3% |
0-232 |
0.6% |
95% |
True |
False |
1,210,102 |
| 40 |
111-260 |
105-105 |
6-155 |
5.8% |
0-252 |
0.7% |
97% |
True |
False |
1,639,559 |
| 60 |
111-260 |
105-105 |
6-155 |
5.8% |
0-252 |
0.7% |
97% |
True |
False |
1,724,611 |
| 80 |
111-260 |
105-105 |
6-155 |
5.8% |
0-235 |
0.7% |
97% |
True |
False |
1,668,244 |
| 100 |
112-260 |
105-105 |
7-155 |
6.7% |
0-235 |
0.7% |
84% |
False |
False |
1,340,809 |
| 120 |
114-030 |
105-105 |
8-245 |
7.9% |
0-231 |
0.6% |
72% |
False |
False |
1,117,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-102 |
|
2.618 |
115-263 |
|
1.618 |
114-093 |
|
1.000 |
113-110 |
|
0.618 |
112-243 |
|
HIGH |
111-260 |
|
0.618 |
111-073 |
|
0.500 |
111-015 |
|
0.382 |
110-277 |
|
LOW |
110-090 |
|
0.618 |
109-107 |
|
1.000 |
108-240 |
|
1.618 |
107-257 |
|
2.618 |
106-087 |
|
4.250 |
103-248 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-135 |
111-103 |
| PP |
111-075 |
111-012 |
| S1 |
111-015 |
110-240 |
|