ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
111-075 |
110-315 |
-0-080 |
-0.2% |
110-270 |
| High |
111-095 |
111-010 |
-0-085 |
-0.2% |
111-095 |
| Low |
110-230 |
110-005 |
-0-225 |
-0.6% |
110-005 |
| Close |
111-050 |
110-085 |
-0-285 |
-0.8% |
110-085 |
| Range |
0-185 |
1-005 |
0-140 |
75.7% |
1-090 |
| ATR |
0-240 |
0-249 |
0-009 |
3.7% |
0-000 |
| Volume |
1,879,849 |
2,164,053 |
284,204 |
15.1% |
9,314,140 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-155 |
112-285 |
110-264 |
|
| R3 |
112-150 |
111-280 |
110-174 |
|
| R2 |
111-145 |
111-145 |
110-145 |
|
| R1 |
110-275 |
110-275 |
110-115 |
110-208 |
| PP |
110-140 |
110-140 |
110-140 |
110-106 |
| S1 |
109-270 |
109-270 |
110-055 |
109-202 |
| S2 |
109-135 |
109-135 |
110-025 |
|
| S3 |
108-130 |
108-265 |
109-316 |
|
| S4 |
107-125 |
107-260 |
109-226 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-118 |
113-192 |
110-310 |
|
| R3 |
113-028 |
112-102 |
110-198 |
|
| R2 |
111-258 |
111-258 |
110-160 |
|
| R1 |
111-012 |
111-012 |
110-123 |
110-250 |
| PP |
110-168 |
110-168 |
110-168 |
110-128 |
| S1 |
109-242 |
109-242 |
110-047 |
109-160 |
| S2 |
109-078 |
109-078 |
110-010 |
|
| S3 |
107-308 |
108-152 |
109-292 |
|
| S4 |
106-218 |
107-062 |
109-180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-095 |
110-005 |
1-090 |
1.2% |
0-232 |
0.7% |
20% |
False |
True |
1,862,828 |
| 10 |
111-095 |
108-185 |
2-230 |
2.5% |
0-246 |
0.7% |
62% |
False |
False |
2,369,857 |
| 20 |
111-095 |
107-115 |
3-300 |
3.6% |
0-238 |
0.7% |
74% |
False |
False |
1,475,941 |
| 40 |
111-095 |
105-215 |
5-200 |
5.1% |
0-247 |
0.7% |
82% |
False |
False |
740,313 |
| 60 |
111-095 |
105-215 |
5-200 |
5.1% |
0-236 |
0.7% |
82% |
False |
False |
493,616 |
| 80 |
111-220 |
105-215 |
6-005 |
5.5% |
0-191 |
0.5% |
76% |
False |
False |
370,214 |
| 100 |
113-155 |
105-215 |
7-260 |
7.1% |
0-157 |
0.4% |
59% |
False |
False |
296,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-111 |
|
2.618 |
113-221 |
|
1.618 |
112-216 |
|
1.000 |
112-015 |
|
0.618 |
111-211 |
|
HIGH |
111-010 |
|
0.618 |
110-206 |
|
0.500 |
110-168 |
|
0.382 |
110-129 |
|
LOW |
110-005 |
|
0.618 |
109-124 |
|
1.000 |
109-000 |
|
1.618 |
108-119 |
|
2.618 |
107-114 |
|
4.250 |
105-224 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-168 |
110-210 |
| PP |
110-140 |
110-168 |
| S1 |
110-112 |
110-127 |
|