ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-270 |
110-115 |
-0-155 |
-0.4% |
108-255 |
| High |
110-270 |
110-315 |
0-045 |
0.1% |
110-280 |
| Low |
110-035 |
110-100 |
0-065 |
0.2% |
108-185 |
| Close |
110-060 |
110-295 |
0-235 |
0.7% |
110-215 |
| Range |
0-235 |
0-215 |
-0-020 |
-8.5% |
2-095 |
| ATR |
0-248 |
0-248 |
0-001 |
0.2% |
0-000 |
| Volume |
1,644,535 |
1,873,349 |
228,814 |
13.9% |
14,384,433 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-242 |
112-163 |
111-093 |
|
| R3 |
112-027 |
111-268 |
111-034 |
|
| R2 |
111-132 |
111-132 |
111-014 |
|
| R1 |
111-053 |
111-053 |
110-315 |
111-092 |
| PP |
110-237 |
110-237 |
110-237 |
110-256 |
| S1 |
110-158 |
110-158 |
110-275 |
110-198 |
| S2 |
110-022 |
110-022 |
110-256 |
|
| S3 |
109-127 |
109-263 |
110-236 |
|
| S4 |
108-232 |
109-048 |
110-177 |
|
|
| 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 |
110-315 |
109-220 |
1-095 |
1.2% |
0-245 |
0.7% |
95% |
True |
False |
2,240,178 |
| 10 |
110-315 |
108-185 |
2-130 |
2.2% |
0-228 |
0.6% |
97% |
True |
False |
2,322,138 |
| 20 |
110-315 |
107-115 |
3-200 |
3.3% |
0-242 |
0.7% |
98% |
True |
False |
1,188,419 |
| 40 |
110-315 |
105-215 |
5-100 |
4.8% |
0-249 |
0.7% |
99% |
True |
False |
595,435 |
| 60 |
110-315 |
105-215 |
5-100 |
4.8% |
0-230 |
0.6% |
99% |
True |
False |
397,014 |
| 80 |
111-220 |
105-215 |
6-005 |
5.4% |
0-184 |
0.5% |
87% |
False |
False |
297,761 |
| 100 |
114-090 |
105-215 |
8-195 |
7.8% |
0-150 |
0.4% |
61% |
False |
False |
238,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-269 |
|
2.618 |
112-238 |
|
1.618 |
112-023 |
|
1.000 |
111-210 |
|
0.618 |
111-128 |
|
HIGH |
110-315 |
|
0.618 |
110-233 |
|
0.500 |
110-208 |
|
0.382 |
110-182 |
|
LOW |
110-100 |
|
0.618 |
109-287 |
|
1.000 |
109-205 |
|
1.618 |
109-072 |
|
2.618 |
108-177 |
|
4.250 |
107-146 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-266 |
110-238 |
| PP |
110-237 |
110-180 |
| S1 |
110-208 |
110-122 |
|