ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-110 |
110-185 |
0-075 |
0.2% |
110-270 |
| High |
110-315 |
112-035 |
1-040 |
1.0% |
111-095 |
| Low |
110-075 |
110-160 |
0-085 |
0.2% |
110-005 |
| Close |
110-175 |
111-285 |
1-110 |
1.2% |
110-085 |
| Range |
0-240 |
1-195 |
0-275 |
114.6% |
1-090 |
| ATR |
0-241 |
0-261 |
0-020 |
8.1% |
0-000 |
| Volume |
1,828,548 |
2,374,535 |
545,987 |
29.9% |
9,314,140 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-105 |
115-230 |
112-248 |
|
| R3 |
114-230 |
114-035 |
112-107 |
|
| R2 |
113-035 |
113-035 |
112-059 |
|
| R1 |
112-160 |
112-160 |
112-012 |
112-258 |
| PP |
111-160 |
111-160 |
111-160 |
111-209 |
| S1 |
110-285 |
110-285 |
111-238 |
111-062 |
| S2 |
109-285 |
109-285 |
111-191 |
|
| S3 |
108-090 |
109-090 |
111-143 |
|
| S4 |
106-215 |
107-215 |
111-002 |
|
|
| 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 |
112-035 |
109-315 |
2-040 |
1.9% |
0-280 |
0.8% |
90% |
True |
False |
1,937,249 |
| 10 |
112-035 |
109-220 |
2-135 |
2.2% |
0-264 |
0.7% |
91% |
True |
False |
2,009,111 |
| 20 |
112-035 |
108-140 |
3-215 |
3.3% |
0-239 |
0.7% |
94% |
True |
False |
1,753,909 |
| 40 |
112-035 |
105-215 |
6-140 |
5.8% |
0-251 |
0.7% |
97% |
True |
False |
881,349 |
| 60 |
112-035 |
105-215 |
6-140 |
5.8% |
0-246 |
0.7% |
97% |
True |
False |
587,654 |
| 80 |
112-035 |
105-215 |
6-140 |
5.8% |
0-203 |
0.6% |
97% |
True |
False |
440,743 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-166 |
0.5% |
81% |
False |
False |
352,595 |
| 120 |
114-165 |
105-215 |
8-270 |
7.9% |
0-141 |
0.4% |
70% |
False |
False |
293,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-304 |
|
2.618 |
116-103 |
|
1.618 |
114-228 |
|
1.000 |
113-230 |
|
0.618 |
113-033 |
|
HIGH |
112-035 |
|
0.618 |
111-158 |
|
0.500 |
111-098 |
|
0.382 |
111-037 |
|
LOW |
110-160 |
|
0.618 |
109-162 |
|
1.000 |
108-285 |
|
1.618 |
107-287 |
|
2.618 |
106-092 |
|
4.250 |
103-211 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-222 |
111-195 |
| PP |
111-160 |
111-105 |
| S1 |
111-098 |
111-015 |
|