ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
112-155 |
112-125 |
-0-030 |
-0.1% |
110-095 |
| High |
112-215 |
112-205 |
-0-010 |
0.0% |
112-280 |
| Low |
112-060 |
112-080 |
0-020 |
0.1% |
109-315 |
| Close |
112-080 |
112-140 |
0-060 |
0.2% |
112-130 |
| Range |
0-155 |
0-125 |
-0-030 |
-19.4% |
2-285 |
| ATR |
0-252 |
0-243 |
-0-009 |
-3.6% |
0-000 |
| Volume |
1,111,902 |
1,122,344 |
10,442 |
0.9% |
10,707,252 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-197 |
113-133 |
112-209 |
|
| R3 |
113-072 |
113-008 |
112-174 |
|
| R2 |
112-267 |
112-267 |
112-163 |
|
| R1 |
112-203 |
112-203 |
112-151 |
112-235 |
| PP |
112-142 |
112-142 |
112-142 |
112-158 |
| S1 |
112-078 |
112-078 |
112-129 |
112-110 |
| S2 |
112-017 |
112-017 |
112-117 |
|
| S3 |
111-212 |
111-273 |
112-106 |
|
| S4 |
111-087 |
111-148 |
112-071 |
|
|
| 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 |
110-160 |
2-120 |
2.1% |
0-256 |
0.7% |
82% |
False |
False |
1,934,738 |
| 10 |
112-280 |
109-315 |
2-285 |
2.6% |
0-236 |
0.7% |
85% |
False |
False |
1,873,775 |
| 20 |
112-280 |
108-185 |
4-095 |
3.8% |
0-232 |
0.6% |
90% |
False |
False |
2,097,957 |
| 40 |
112-280 |
105-265 |
7-015 |
6.3% |
0-246 |
0.7% |
94% |
False |
False |
1,063,776 |
| 60 |
112-280 |
105-215 |
7-065 |
6.4% |
0-246 |
0.7% |
94% |
False |
False |
709,303 |
| 80 |
112-280 |
105-215 |
7-065 |
6.4% |
0-212 |
0.6% |
94% |
False |
False |
531,983 |
| 100 |
113-000 |
105-215 |
7-105 |
6.5% |
0-173 |
0.5% |
92% |
False |
False |
425,586 |
| 120 |
114-100 |
105-215 |
8-205 |
7.7% |
0-147 |
0.4% |
78% |
False |
False |
354,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-096 |
|
2.618 |
113-212 |
|
1.618 |
113-087 |
|
1.000 |
113-010 |
|
0.618 |
112-282 |
|
HIGH |
112-205 |
|
0.618 |
112-157 |
|
0.500 |
112-142 |
|
0.382 |
112-128 |
|
LOW |
112-080 |
|
0.618 |
112-003 |
|
1.000 |
111-275 |
|
1.618 |
111-198 |
|
2.618 |
111-073 |
|
4.250 |
110-189 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-142 |
112-140 |
| PP |
112-142 |
112-140 |
| S1 |
112-141 |
112-140 |
|