ECBOT 10 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 18-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
112-115 |
112-050 |
-0-065 |
-0.2% |
110-010 |
High |
112-155 |
112-085 |
-0-070 |
-0.2% |
112-185 |
Low |
111-265 |
111-295 |
0-030 |
0.1% |
109-220 |
Close |
112-035 |
111-305 |
-0-050 |
-0.1% |
112-035 |
Range |
0-210 |
0-110 |
-0-100 |
-47.6% |
2-285 |
ATR |
0-258 |
0-248 |
-0-011 |
-4.1% |
0-000 |
Volume |
631 |
56 |
-575 |
-91.1% |
6,627 |
|
Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-025 |
112-275 |
112-046 |
|
R3 |
112-235 |
112-165 |
112-015 |
|
R2 |
112-125 |
112-125 |
112-005 |
|
R1 |
112-055 |
112-055 |
111-315 |
112-035 |
PP |
112-015 |
112-015 |
112-015 |
112-005 |
S1 |
111-265 |
111-265 |
111-295 |
111-245 |
S2 |
111-225 |
111-225 |
111-285 |
|
S3 |
111-115 |
111-155 |
111-275 |
|
S4 |
111-005 |
111-045 |
111-244 |
|
|
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 |
109-300 |
2-205 |
2.4% |
0-271 |
0.8% |
76% |
False |
False |
1,056 |
10 |
112-185 |
109-220 |
2-285 |
2.6% |
0-238 |
0.7% |
78% |
False |
False |
1,815 |
20 |
112-185 |
108-060 |
4-125 |
3.9% |
0-228 |
0.6% |
86% |
False |
False |
918,432 |
40 |
112-185 |
105-125 |
7-060 |
6.4% |
0-251 |
0.7% |
91% |
False |
False |
1,481,783 |
60 |
112-185 |
105-105 |
7-080 |
6.5% |
0-253 |
0.7% |
91% |
False |
False |
1,638,297 |
80 |
112-185 |
105-105 |
7-080 |
6.5% |
0-236 |
0.7% |
91% |
False |
False |
1,627,942 |
100 |
112-185 |
105-105 |
7-080 |
6.5% |
0-234 |
0.7% |
91% |
False |
False |
1,340,737 |
120 |
114-030 |
105-105 |
8-245 |
7.8% |
0-233 |
0.6% |
76% |
False |
False |
1,117,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-232 |
2.618 |
113-053 |
1.618 |
112-263 |
1.000 |
112-195 |
0.618 |
112-153 |
HIGH |
112-085 |
0.618 |
112-043 |
0.500 |
112-030 |
0.382 |
112-017 |
LOW |
111-295 |
0.618 |
111-227 |
1.000 |
111-185 |
1.618 |
111-117 |
2.618 |
111-007 |
4.250 |
110-148 |
|
|
Fisher Pivots for day following 18-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
112-030 |
112-020 |
PP |
112-015 |
112-008 |
S1 |
112-000 |
111-317 |
|