ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-095 |
110-110 |
0-015 |
0.0% |
110-270 |
| High |
110-130 |
110-315 |
0-185 |
0.5% |
111-095 |
| Low |
109-315 |
110-075 |
0-080 |
0.2% |
110-005 |
| Close |
110-105 |
110-175 |
0-070 |
0.2% |
110-085 |
| Range |
0-135 |
0-240 |
0-105 |
77.8% |
1-090 |
| ATR |
0-241 |
0-241 |
0-000 |
0.0% |
0-000 |
| Volume |
1,439,260 |
1,828,548 |
389,288 |
27.0% |
9,314,140 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-268 |
112-142 |
110-307 |
|
| R3 |
112-028 |
111-222 |
110-241 |
|
| R2 |
111-108 |
111-108 |
110-219 |
|
| R1 |
110-302 |
110-302 |
110-197 |
111-045 |
| PP |
110-188 |
110-188 |
110-188 |
110-220 |
| S1 |
110-062 |
110-062 |
110-153 |
110-125 |
| S2 |
109-268 |
109-268 |
110-131 |
|
| S3 |
109-028 |
109-142 |
110-109 |
|
| S4 |
108-108 |
108-222 |
110-043 |
|
|
| 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% |
0-217 |
0.6% |
43% |
False |
False |
1,812,812 |
| 10 |
111-095 |
109-220 |
1-195 |
1.5% |
0-231 |
0.7% |
53% |
False |
False |
2,026,495 |
| 20 |
111-095 |
107-215 |
3-200 |
3.3% |
0-240 |
0.7% |
79% |
False |
False |
1,637,122 |
| 40 |
111-095 |
105-215 |
5-200 |
5.1% |
0-247 |
0.7% |
87% |
False |
False |
822,002 |
| 60 |
111-095 |
105-215 |
5-200 |
5.1% |
0-240 |
0.7% |
87% |
False |
False |
548,079 |
| 80 |
111-220 |
105-215 |
6-005 |
5.4% |
0-196 |
0.6% |
81% |
False |
False |
411,062 |
| 100 |
113-120 |
105-215 |
7-225 |
7.0% |
0-160 |
0.5% |
63% |
False |
False |
328,849 |
| 120 |
114-165 |
105-215 |
8-270 |
8.0% |
0-136 |
0.4% |
55% |
False |
False |
274,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-055 |
|
2.618 |
112-303 |
|
1.618 |
112-063 |
|
1.000 |
111-235 |
|
0.618 |
111-143 |
|
HIGH |
110-315 |
|
0.618 |
110-223 |
|
0.500 |
110-195 |
|
0.382 |
110-167 |
|
LOW |
110-075 |
|
0.618 |
109-247 |
|
1.000 |
109-155 |
|
1.618 |
109-007 |
|
2.618 |
108-087 |
|
4.250 |
107-015 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-195 |
110-171 |
| PP |
110-188 |
110-167 |
| S1 |
110-182 |
110-162 |
|