ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
112-175 |
112-155 |
-0-020 |
-0.1% |
110-095 |
| High |
112-240 |
112-215 |
-0-025 |
-0.1% |
112-280 |
| Low |
112-040 |
112-060 |
0-020 |
0.1% |
109-315 |
| Close |
112-130 |
112-080 |
-0-050 |
-0.1% |
112-130 |
| Range |
0-200 |
0-155 |
-0-045 |
-22.5% |
2-285 |
| ATR |
0-260 |
0-252 |
-0-007 |
-2.9% |
0-000 |
| Volume |
1,944,427 |
1,111,902 |
-832,525 |
-42.8% |
10,707,252 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-263 |
113-167 |
112-165 |
|
| R3 |
113-108 |
113-012 |
112-123 |
|
| R2 |
112-273 |
112-273 |
112-108 |
|
| R1 |
112-177 |
112-177 |
112-094 |
112-148 |
| PP |
112-118 |
112-118 |
112-118 |
112-104 |
| S1 |
112-022 |
112-022 |
112-066 |
111-312 |
| S2 |
111-283 |
111-283 |
112-052 |
|
| S3 |
111-128 |
111-187 |
112-037 |
|
| S4 |
110-293 |
111-032 |
111-315 |
|
|
| 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 |
110-075 |
2-205 |
2.4% |
0-279 |
0.8% |
76% |
False |
False |
2,075,978 |
| 10 |
112-280 |
109-315 |
2-285 |
2.6% |
0-246 |
0.7% |
78% |
False |
False |
1,948,875 |
| 20 |
112-280 |
108-185 |
4-095 |
3.8% |
0-234 |
0.7% |
85% |
False |
False |
2,054,993 |
| 40 |
112-280 |
105-230 |
7-050 |
6.4% |
0-251 |
0.7% |
91% |
False |
False |
1,035,725 |
| 60 |
112-280 |
105-215 |
7-065 |
6.4% |
0-247 |
0.7% |
91% |
False |
False |
690,598 |
| 80 |
112-280 |
105-215 |
7-065 |
6.4% |
0-210 |
0.6% |
91% |
False |
False |
517,954 |
| 100 |
113-000 |
105-215 |
7-105 |
6.5% |
0-171 |
0.5% |
90% |
False |
False |
414,363 |
| 120 |
114-100 |
105-215 |
8-205 |
7.7% |
0-146 |
0.4% |
76% |
False |
False |
345,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-234 |
|
2.618 |
113-301 |
|
1.618 |
113-146 |
|
1.000 |
113-050 |
|
0.618 |
112-311 |
|
HIGH |
112-215 |
|
0.618 |
112-156 |
|
0.500 |
112-138 |
|
0.382 |
112-119 |
|
LOW |
112-060 |
|
0.618 |
111-284 |
|
1.000 |
111-225 |
|
1.618 |
111-129 |
|
2.618 |
110-294 |
|
4.250 |
110-041 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-138 |
112-138 |
| PP |
112-118 |
112-118 |
| S1 |
112-099 |
112-099 |
|