ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-315 |
110-095 |
-0-220 |
-0.6% |
110-270 |
| High |
111-010 |
110-130 |
-0-200 |
-0.6% |
111-095 |
| Low |
110-005 |
109-315 |
-0-010 |
0.0% |
110-005 |
| Close |
110-085 |
110-105 |
0-020 |
0.1% |
110-085 |
| Range |
1-005 |
0-135 |
-0-190 |
-58.5% |
1-090 |
| ATR |
0-249 |
0-241 |
-0-008 |
-3.3% |
0-000 |
| Volume |
2,164,053 |
1,439,260 |
-724,793 |
-33.5% |
9,314,140 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-162 |
111-108 |
110-179 |
|
| R3 |
111-027 |
110-293 |
110-142 |
|
| R2 |
110-212 |
110-212 |
110-130 |
|
| R1 |
110-158 |
110-158 |
110-117 |
110-185 |
| PP |
110-077 |
110-077 |
110-077 |
110-090 |
| S1 |
110-023 |
110-023 |
110-093 |
110-050 |
| S2 |
109-262 |
109-262 |
110-080 |
|
| S3 |
109-127 |
109-208 |
110-068 |
|
| S4 |
108-312 |
109-073 |
110-031 |
|
|
| 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 |
109-315 |
1-100 |
1.2% |
0-212 |
0.6% |
26% |
False |
True |
1,821,773 |
| 10 |
111-095 |
109-055 |
2-040 |
1.9% |
0-232 |
0.7% |
54% |
False |
False |
2,138,204 |
| 20 |
111-095 |
107-115 |
3-300 |
3.6% |
0-235 |
0.7% |
75% |
False |
False |
1,546,519 |
| 40 |
111-095 |
105-215 |
5-200 |
5.1% |
0-245 |
0.7% |
83% |
False |
False |
776,291 |
| 60 |
111-095 |
105-215 |
5-200 |
5.1% |
0-237 |
0.7% |
83% |
False |
False |
517,603 |
| 80 |
111-220 |
105-215 |
6-005 |
5.5% |
0-193 |
0.5% |
77% |
False |
False |
388,205 |
| 100 |
113-155 |
105-215 |
7-260 |
7.1% |
0-158 |
0.4% |
60% |
False |
False |
310,564 |
| 120 |
114-165 |
105-215 |
8-270 |
8.0% |
0-134 |
0.4% |
53% |
False |
False |
258,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-064 |
|
2.618 |
111-163 |
|
1.618 |
111-028 |
|
1.000 |
110-265 |
|
0.618 |
110-213 |
|
HIGH |
110-130 |
|
0.618 |
110-078 |
|
0.500 |
110-062 |
|
0.382 |
110-047 |
|
LOW |
109-315 |
|
0.618 |
109-232 |
|
1.000 |
109-180 |
|
1.618 |
109-097 |
|
2.618 |
108-282 |
|
4.250 |
108-061 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-091 |
110-205 |
| PP |
110-077 |
110-172 |
| S1 |
110-062 |
110-138 |
|