ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-100 |
111-220 |
1-120 |
1.2% |
110-135 |
| High |
111-260 |
112-185 |
0-245 |
0.7% |
110-305 |
| Low |
110-090 |
111-175 |
1-085 |
1.1% |
109-235 |
| Close |
111-195 |
112-075 |
0-200 |
0.6% |
109-310 |
| Range |
1-170 |
1-010 |
-0-160 |
-32.7% |
1-070 |
| ATR |
0-257 |
0-262 |
0-005 |
2.0% |
0-000 |
| Volume |
1,154 |
1,286 |
132 |
11.4% |
21,595 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-068 |
114-242 |
112-256 |
|
| R3 |
114-058 |
113-232 |
112-166 |
|
| R2 |
113-048 |
113-048 |
112-136 |
|
| R1 |
112-222 |
112-222 |
112-105 |
112-295 |
| PP |
112-038 |
112-038 |
112-038 |
112-075 |
| S1 |
111-212 |
111-212 |
112-045 |
111-285 |
| S2 |
111-028 |
111-028 |
112-014 |
|
| S3 |
110-018 |
110-202 |
111-304 |
|
| S4 |
109-008 |
109-192 |
111-214 |
|
|
| 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 |
112-185 |
109-220 |
2-285 |
2.6% |
0-297 |
0.8% |
88% |
True |
False |
1,583 |
| 10 |
112-185 |
109-155 |
3-030 |
2.8% |
0-259 |
0.7% |
89% |
True |
False |
4,050 |
| 20 |
112-185 |
108-060 |
4-125 |
3.9% |
0-234 |
0.7% |
92% |
True |
False |
1,088,337 |
| 40 |
112-185 |
105-105 |
7-080 |
6.5% |
0-254 |
0.7% |
95% |
True |
False |
1,590,884 |
| 60 |
112-185 |
105-105 |
7-080 |
6.5% |
0-254 |
0.7% |
95% |
True |
False |
1,697,276 |
| 80 |
112-185 |
105-105 |
7-080 |
6.5% |
0-237 |
0.7% |
95% |
True |
False |
1,665,964 |
| 100 |
112-260 |
105-105 |
7-155 |
6.7% |
0-237 |
0.7% |
92% |
False |
False |
1,340,803 |
| 120 |
114-030 |
105-105 |
8-245 |
7.8% |
0-233 |
0.6% |
79% |
False |
False |
1,117,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-308 |
|
2.618 |
115-089 |
|
1.618 |
114-079 |
|
1.000 |
113-195 |
|
0.618 |
113-069 |
|
HIGH |
112-185 |
|
0.618 |
112-059 |
|
0.500 |
112-020 |
|
0.382 |
111-301 |
|
LOW |
111-175 |
|
0.618 |
110-291 |
|
1.000 |
110-165 |
|
1.618 |
109-281 |
|
2.618 |
108-271 |
|
4.250 |
107-052 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-057 |
111-291 |
| PP |
112-038 |
111-187 |
| S1 |
112-020 |
111-082 |
|