ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-115 |
109-305 |
-0-130 |
-0.4% |
108-255 |
| High |
110-140 |
110-280 |
0-140 |
0.4% |
110-280 |
| Low |
109-220 |
109-250 |
0-030 |
0.1% |
108-185 |
| Close |
109-255 |
110-215 |
0-280 |
0.8% |
110-215 |
| Range |
0-240 |
1-030 |
0-110 |
45.8% |
2-095 |
| ATR |
0-241 |
0-249 |
0-008 |
3.2% |
0-000 |
| Volume |
2,746,937 |
2,387,698 |
-359,239 |
-13.1% |
14,384,433 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-232 |
113-093 |
111-088 |
|
| R3 |
112-202 |
112-063 |
110-311 |
|
| R2 |
111-172 |
111-172 |
110-279 |
|
| R1 |
111-033 |
111-033 |
110-247 |
111-102 |
| PP |
110-142 |
110-142 |
110-142 |
110-176 |
| S1 |
110-003 |
110-003 |
110-183 |
110-072 |
| S2 |
109-112 |
109-112 |
110-151 |
|
| S3 |
108-082 |
108-293 |
110-119 |
|
| S4 |
107-052 |
107-263 |
110-022 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-298 |
116-032 |
111-299 |
|
| R3 |
114-203 |
113-257 |
111-097 |
|
| R2 |
112-108 |
112-108 |
111-030 |
|
| R1 |
111-162 |
111-162 |
110-282 |
111-295 |
| PP |
110-013 |
110-013 |
110-013 |
110-080 |
| S1 |
109-067 |
109-067 |
110-148 |
109-200 |
| S2 |
107-238 |
107-238 |
110-080 |
|
| S3 |
105-143 |
106-292 |
110-013 |
|
| S4 |
103-048 |
104-197 |
109-131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-280 |
108-185 |
2-095 |
2.1% |
0-260 |
0.7% |
91% |
True |
False |
2,876,886 |
| 10 |
110-280 |
108-185 |
2-095 |
2.1% |
0-220 |
0.6% |
91% |
True |
False |
2,003,094 |
| 20 |
110-280 |
107-115 |
3-165 |
3.2% |
0-253 |
0.7% |
94% |
True |
False |
1,013,399 |
| 40 |
110-280 |
105-215 |
5-065 |
4.7% |
0-253 |
0.7% |
96% |
True |
False |
507,502 |
| 60 |
110-280 |
105-215 |
5-065 |
4.7% |
0-225 |
0.6% |
96% |
True |
False |
338,383 |
| 80 |
111-315 |
105-215 |
6-100 |
5.7% |
0-178 |
0.5% |
79% |
False |
False |
253,787 |
| 100 |
114-100 |
105-215 |
8-205 |
7.8% |
0-145 |
0.4% |
58% |
False |
False |
203,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-168 |
|
2.618 |
113-236 |
|
1.618 |
112-206 |
|
1.000 |
111-310 |
|
0.618 |
111-176 |
|
HIGH |
110-280 |
|
0.618 |
110-146 |
|
0.500 |
110-105 |
|
0.382 |
110-064 |
|
LOW |
109-250 |
|
0.618 |
109-034 |
|
1.000 |
108-220 |
|
1.618 |
108-004 |
|
2.618 |
106-294 |
|
4.250 |
105-042 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-178 |
110-173 |
| PP |
110-142 |
110-132 |
| S1 |
110-105 |
110-090 |
|