ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
112-125 |
112-120 |
-0-005 |
0.0% |
110-095 |
| High |
112-205 |
112-315 |
0-110 |
0.3% |
112-280 |
| Low |
112-080 |
112-110 |
0-030 |
0.1% |
109-315 |
| Close |
112-140 |
112-250 |
0-110 |
0.3% |
112-130 |
| Range |
0-125 |
0-205 |
0-080 |
64.0% |
2-285 |
| ATR |
0-243 |
0-241 |
-0-003 |
-1.1% |
0-000 |
| Volume |
1,122,344 |
1,444,999 |
322,655 |
28.7% |
10,707,252 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-200 |
114-110 |
113-043 |
|
| R3 |
113-315 |
113-225 |
112-306 |
|
| R2 |
113-110 |
113-110 |
112-288 |
|
| R1 |
113-020 |
113-020 |
112-269 |
113-065 |
| PP |
112-225 |
112-225 |
112-225 |
112-248 |
| S1 |
112-135 |
112-135 |
112-231 |
112-180 |
| S2 |
112-020 |
112-020 |
112-212 |
|
| S3 |
111-135 |
111-250 |
112-194 |
|
| S4 |
110-250 |
111-045 |
112-137 |
|
|
| 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 |
112-315 |
111-315 |
1-000 |
0.9% |
0-194 |
0.5% |
80% |
True |
False |
1,748,830 |
| 10 |
112-315 |
109-315 |
3-000 |
2.7% |
0-237 |
0.7% |
93% |
True |
False |
1,843,039 |
| 20 |
112-315 |
108-185 |
4-130 |
3.9% |
0-237 |
0.7% |
95% |
True |
False |
2,091,404 |
| 40 |
112-315 |
105-265 |
7-050 |
6.3% |
0-246 |
0.7% |
97% |
True |
False |
1,099,884 |
| 60 |
112-315 |
105-215 |
7-100 |
6.5% |
0-248 |
0.7% |
97% |
True |
False |
733,386 |
| 80 |
112-315 |
105-215 |
7-100 |
6.5% |
0-214 |
0.6% |
97% |
True |
False |
550,045 |
| 100 |
112-315 |
105-215 |
7-100 |
6.5% |
0-173 |
0.5% |
97% |
True |
False |
440,036 |
| 120 |
114-100 |
105-215 |
8-205 |
7.7% |
0-149 |
0.4% |
82% |
False |
False |
366,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-226 |
|
2.618 |
114-212 |
|
1.618 |
114-007 |
|
1.000 |
113-200 |
|
0.618 |
113-122 |
|
HIGH |
112-315 |
|
0.618 |
112-237 |
|
0.500 |
112-212 |
|
0.382 |
112-188 |
|
LOW |
112-110 |
|
0.618 |
111-303 |
|
1.000 |
111-225 |
|
1.618 |
111-098 |
|
2.618 |
110-213 |
|
4.250 |
109-199 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-238 |
112-229 |
| PP |
112-225 |
112-208 |
| S1 |
112-212 |
112-188 |
|