ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-115 |
110-290 |
0-175 |
0.5% |
108-255 |
| High |
110-315 |
111-085 |
0-090 |
0.3% |
110-280 |
| Low |
110-100 |
110-205 |
0-105 |
0.3% |
108-185 |
| Close |
110-295 |
111-045 |
0-070 |
0.2% |
110-215 |
| Range |
0-215 |
0-200 |
-0-015 |
-7.0% |
2-095 |
| ATR |
0-248 |
0-245 |
-0-003 |
-1.4% |
0-000 |
| Volume |
1,873,349 |
1,752,354 |
-120,995 |
-6.5% |
14,384,433 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-285 |
112-205 |
111-155 |
|
| R3 |
112-085 |
112-005 |
111-100 |
|
| R2 |
111-205 |
111-205 |
111-082 |
|
| R1 |
111-125 |
111-125 |
111-063 |
111-165 |
| PP |
111-005 |
111-005 |
111-005 |
111-025 |
| S1 |
110-245 |
110-245 |
111-027 |
110-285 |
| S2 |
110-125 |
110-125 |
111-008 |
|
| S3 |
109-245 |
110-045 |
110-310 |
|
| S4 |
109-045 |
109-165 |
110-255 |
|
|
| 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 |
111-085 |
109-220 |
1-185 |
1.4% |
0-248 |
0.7% |
92% |
True |
False |
2,080,974 |
| 10 |
111-085 |
108-185 |
2-220 |
2.4% |
0-237 |
0.7% |
95% |
True |
False |
2,339,769 |
| 20 |
111-085 |
107-115 |
3-290 |
3.5% |
0-242 |
0.7% |
97% |
True |
False |
1,275,451 |
| 40 |
111-085 |
105-215 |
5-190 |
5.0% |
0-249 |
0.7% |
98% |
True |
False |
639,240 |
| 60 |
111-085 |
105-215 |
5-190 |
5.0% |
0-233 |
0.7% |
98% |
True |
False |
426,220 |
| 80 |
111-220 |
105-215 |
6-005 |
5.4% |
0-185 |
0.5% |
91% |
False |
False |
319,665 |
| 100 |
114-090 |
105-215 |
8-195 |
7.7% |
0-152 |
0.4% |
64% |
False |
False |
255,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-295 |
|
2.618 |
112-289 |
|
1.618 |
112-089 |
|
1.000 |
111-285 |
|
0.618 |
111-209 |
|
HIGH |
111-085 |
|
0.618 |
111-009 |
|
0.500 |
110-305 |
|
0.382 |
110-281 |
|
LOW |
110-205 |
|
0.618 |
110-081 |
|
1.000 |
110-005 |
|
1.618 |
109-201 |
|
2.618 |
109-001 |
|
4.250 |
107-315 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-025 |
110-317 |
| PP |
111-005 |
110-268 |
| S1 |
110-305 |
110-220 |
|