ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 15-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
111-220 |
112-115 |
0-215 |
0.6% |
110-010 |
High |
112-185 |
112-155 |
-0-030 |
-0.1% |
112-185 |
Low |
111-175 |
111-265 |
0-090 |
0.3% |
109-220 |
Close |
112-075 |
112-035 |
-0-040 |
-0.1% |
112-035 |
Range |
1-010 |
0-210 |
-0-120 |
-36.4% |
2-285 |
ATR |
0-262 |
0-258 |
-0-004 |
-1.4% |
0-000 |
Volume |
1,286 |
631 |
-655 |
-50.9% |
6,627 |
|
Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-035 |
113-245 |
112-150 |
|
R3 |
113-145 |
113-035 |
112-093 |
|
R2 |
112-255 |
112-255 |
112-074 |
|
R1 |
112-145 |
112-145 |
112-054 |
112-095 |
PP |
112-045 |
112-045 |
112-045 |
112-020 |
S1 |
111-255 |
111-255 |
112-016 |
111-205 |
S2 |
111-155 |
111-155 |
111-316 |
|
S3 |
110-265 |
111-045 |
111-297 |
|
S4 |
110-055 |
110-155 |
111-240 |
|
|
Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-042 |
119-003 |
113-224 |
|
R3 |
117-077 |
116-038 |
112-289 |
|
R2 |
114-112 |
114-112 |
112-205 |
|
R1 |
113-073 |
113-073 |
112-120 |
113-252 |
PP |
111-147 |
111-147 |
111-147 |
111-236 |
S1 |
110-108 |
110-108 |
111-270 |
110-288 |
S2 |
108-182 |
108-182 |
111-185 |
|
S3 |
105-217 |
107-143 |
111-101 |
|
S4 |
102-252 |
104-178 |
110-166 |
|
|
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% |
0-276 |
0.8% |
84% |
False |
False |
1,325 |
10 |
112-185 |
109-220 |
2-285 |
2.6% |
0-248 |
0.7% |
84% |
False |
False |
2,822 |
20 |
112-185 |
108-060 |
4-125 |
3.9% |
0-233 |
0.6% |
89% |
False |
False |
1,002,688 |
40 |
112-185 |
105-125 |
7-060 |
6.4% |
0-254 |
0.7% |
93% |
False |
False |
1,531,002 |
60 |
112-185 |
105-105 |
7-080 |
6.5% |
0-254 |
0.7% |
94% |
False |
False |
1,661,578 |
80 |
112-185 |
105-105 |
7-080 |
6.5% |
0-236 |
0.7% |
94% |
False |
False |
1,654,234 |
100 |
112-260 |
105-105 |
7-155 |
6.7% |
0-238 |
0.7% |
91% |
False |
False |
1,340,789 |
120 |
114-030 |
105-105 |
8-245 |
7.8% |
0-233 |
0.6% |
77% |
False |
False |
1,117,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-088 |
2.618 |
114-065 |
1.618 |
113-175 |
1.000 |
113-045 |
0.618 |
112-285 |
HIGH |
112-155 |
0.618 |
112-075 |
0.500 |
112-050 |
0.382 |
112-025 |
LOW |
111-265 |
0.618 |
111-135 |
1.000 |
111-055 |
1.618 |
110-245 |
2.618 |
110-035 |
4.250 |
109-012 |
|
|
Fisher Pivots for day following 15-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
112-050 |
111-282 |
PP |
112-045 |
111-210 |
S1 |
112-040 |
111-138 |
|