ECBOT 10 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 07-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
110-290 |
111-075 |
0-105 |
0.3% |
108-255 |
High |
111-085 |
111-095 |
0-010 |
0.0% |
110-280 |
Low |
110-205 |
110-230 |
0-025 |
0.1% |
108-185 |
Close |
111-045 |
111-050 |
0-005 |
0.0% |
110-215 |
Range |
0-200 |
0-185 |
-0-015 |
-7.5% |
2-095 |
ATR |
0-245 |
0-240 |
-0-004 |
-1.7% |
0-000 |
Volume |
1,752,354 |
1,879,849 |
127,495 |
7.3% |
14,384,433 |
|
Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-253 |
112-177 |
111-152 |
|
R3 |
112-068 |
111-312 |
111-101 |
|
R2 |
111-203 |
111-203 |
111-084 |
|
R1 |
111-127 |
111-127 |
111-067 |
111-072 |
PP |
111-018 |
111-018 |
111-018 |
110-311 |
S1 |
110-262 |
110-262 |
111-033 |
110-208 |
S2 |
110-153 |
110-153 |
111-016 |
|
S3 |
109-288 |
110-077 |
110-319 |
|
S4 |
109-103 |
109-212 |
110-268 |
|
|
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 |
111-095 |
109-250 |
1-165 |
1.4% |
0-237 |
0.7% |
91% |
True |
False |
1,907,557 |
10 |
111-095 |
108-185 |
2-230 |
2.4% |
0-234 |
0.7% |
95% |
True |
False |
2,299,649 |
20 |
111-095 |
107-115 |
3-300 |
3.5% |
0-240 |
0.7% |
96% |
True |
False |
1,368,720 |
40 |
111-095 |
105-215 |
5-200 |
5.1% |
0-249 |
0.7% |
98% |
True |
False |
686,227 |
60 |
111-095 |
105-215 |
5-200 |
5.1% |
0-233 |
0.7% |
98% |
True |
False |
457,548 |
80 |
111-220 |
105-215 |
6-005 |
5.4% |
0-187 |
0.5% |
91% |
False |
False |
343,163 |
100 |
114-090 |
105-215 |
8-195 |
7.7% |
0-153 |
0.4% |
64% |
False |
False |
274,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-241 |
2.618 |
112-259 |
1.618 |
112-074 |
1.000 |
111-280 |
0.618 |
111-209 |
HIGH |
111-095 |
0.618 |
111-024 |
0.500 |
111-002 |
0.382 |
110-301 |
LOW |
110-230 |
0.618 |
110-116 |
1.000 |
110-045 |
1.618 |
109-251 |
2.618 |
109-066 |
4.250 |
108-084 |
|
|
Fisher Pivots for day following 07-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
111-034 |
111-012 |
PP |
111-018 |
110-295 |
S1 |
111-002 |
110-258 |
|