ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
109-305 |
110-270 |
0-285 |
0.8% |
108-255 |
| High |
110-280 |
110-270 |
-0-010 |
0.0% |
110-280 |
| Low |
109-250 |
110-035 |
0-105 |
0.3% |
108-185 |
| Close |
110-215 |
110-060 |
-0-155 |
-0.4% |
110-215 |
| Range |
1-030 |
0-235 |
-0-115 |
-32.9% |
2-095 |
| ATR |
0-249 |
0-248 |
-0-001 |
-0.4% |
0-000 |
| Volume |
2,387,698 |
1,644,535 |
-743,163 |
-31.1% |
14,384,433 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-187 |
112-038 |
110-189 |
|
| R3 |
111-272 |
111-123 |
110-125 |
|
| R2 |
111-037 |
111-037 |
110-103 |
|
| R1 |
110-208 |
110-208 |
110-082 |
110-165 |
| PP |
110-122 |
110-122 |
110-122 |
110-100 |
| S1 |
109-293 |
109-293 |
110-038 |
109-250 |
| S2 |
109-207 |
109-207 |
110-017 |
|
| S3 |
108-292 |
109-058 |
109-315 |
|
| S4 |
108-057 |
108-143 |
109-251 |
|
|
| 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 |
109-055 |
1-225 |
1.5% |
0-253 |
0.7% |
60% |
False |
False |
2,454,635 |
| 10 |
110-280 |
108-185 |
2-095 |
2.1% |
0-222 |
0.6% |
70% |
False |
False |
2,161,111 |
| 20 |
110-280 |
107-115 |
3-165 |
3.2% |
0-242 |
0.7% |
80% |
False |
False |
1,094,995 |
| 40 |
110-280 |
105-215 |
5-065 |
4.7% |
0-250 |
0.7% |
87% |
False |
False |
548,607 |
| 60 |
110-280 |
105-215 |
5-065 |
4.7% |
0-228 |
0.6% |
87% |
False |
False |
365,792 |
| 80 |
111-220 |
105-215 |
6-005 |
5.5% |
0-181 |
0.5% |
75% |
False |
False |
274,344 |
| 100 |
114-090 |
105-215 |
8-195 |
7.8% |
0-147 |
0.4% |
52% |
False |
False |
219,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-309 |
|
2.618 |
112-245 |
|
1.618 |
112-010 |
|
1.000 |
111-185 |
|
0.618 |
111-095 |
|
HIGH |
110-270 |
|
0.618 |
110-180 |
|
0.500 |
110-152 |
|
0.382 |
110-125 |
|
LOW |
110-035 |
|
0.618 |
109-210 |
|
1.000 |
109-120 |
|
1.618 |
108-295 |
|
2.618 |
108-060 |
|
4.250 |
106-316 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-152 |
110-090 |
| PP |
110-122 |
110-080 |
| S1 |
110-091 |
110-070 |
|