ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
112-010 |
112-175 |
0-165 |
0.5% |
110-095 |
| High |
112-280 |
112-240 |
-0-040 |
-0.1% |
112-280 |
| Low |
111-315 |
112-040 |
0-045 |
0.1% |
109-315 |
| Close |
112-165 |
112-130 |
-0-035 |
-0.1% |
112-130 |
| Range |
0-285 |
0-200 |
-0-085 |
-29.8% |
2-285 |
| ATR |
0-265 |
0-260 |
-0-005 |
-1.7% |
0-000 |
| Volume |
3,120,482 |
1,944,427 |
-1,176,055 |
-37.7% |
10,707,252 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-097 |
113-313 |
112-240 |
|
| R3 |
113-217 |
113-113 |
112-185 |
|
| R2 |
113-017 |
113-017 |
112-167 |
|
| R1 |
112-233 |
112-233 |
112-148 |
112-185 |
| PP |
112-137 |
112-137 |
112-137 |
112-112 |
| S1 |
112-033 |
112-033 |
112-112 |
111-305 |
| S2 |
111-257 |
111-257 |
112-093 |
|
| S3 |
111-057 |
111-153 |
112-075 |
|
| S4 |
110-177 |
110-273 |
112-020 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-137 |
119-098 |
113-319 |
|
| R3 |
117-172 |
116-133 |
113-064 |
|
| R2 |
114-207 |
114-207 |
112-300 |
|
| R1 |
113-168 |
113-168 |
112-215 |
114-028 |
| PP |
111-242 |
111-242 |
111-242 |
112-011 |
| S1 |
110-203 |
110-203 |
112-045 |
111-062 |
| S2 |
108-277 |
108-277 |
111-280 |
|
| S3 |
105-312 |
107-238 |
111-196 |
|
| S4 |
103-027 |
104-273 |
110-261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-280 |
109-315 |
2-285 |
2.6% |
0-275 |
0.8% |
84% |
False |
False |
2,141,450 |
| 10 |
112-280 |
109-315 |
2-285 |
2.6% |
0-254 |
0.7% |
84% |
False |
False |
2,002,139 |
| 20 |
112-280 |
108-185 |
4-095 |
3.8% |
0-237 |
0.7% |
89% |
False |
False |
2,002,616 |
| 40 |
112-280 |
105-230 |
7-050 |
6.4% |
0-253 |
0.7% |
93% |
False |
False |
1,007,940 |
| 60 |
112-280 |
105-215 |
7-065 |
6.4% |
0-247 |
0.7% |
93% |
False |
False |
672,066 |
| 80 |
112-280 |
105-215 |
7-065 |
6.4% |
0-209 |
0.6% |
93% |
False |
False |
504,055 |
| 100 |
113-000 |
105-215 |
7-105 |
6.5% |
0-170 |
0.5% |
92% |
False |
False |
403,244 |
| 120 |
114-165 |
105-215 |
8-270 |
7.9% |
0-145 |
0.4% |
76% |
False |
False |
336,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-130 |
|
2.618 |
114-124 |
|
1.618 |
113-244 |
|
1.000 |
113-120 |
|
0.618 |
113-044 |
|
HIGH |
112-240 |
|
0.618 |
112-164 |
|
0.500 |
112-140 |
|
0.382 |
112-116 |
|
LOW |
112-040 |
|
0.618 |
111-236 |
|
1.000 |
111-160 |
|
1.618 |
111-036 |
|
2.618 |
110-156 |
|
4.250 |
109-150 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-140 |
112-053 |
| PP |
112-137 |
111-297 |
| S1 |
112-133 |
111-220 |
|