ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
112-120 |
112-305 |
0-185 |
0.5% |
110-095 |
| High |
112-315 |
113-045 |
0-050 |
0.1% |
112-280 |
| Low |
112-110 |
112-185 |
0-075 |
0.2% |
109-315 |
| Close |
112-250 |
112-215 |
-0-035 |
-0.1% |
112-130 |
| Range |
0-205 |
0-180 |
-0-025 |
-12.2% |
2-285 |
| ATR |
0-241 |
0-236 |
-0-004 |
-1.8% |
0-000 |
| Volume |
1,444,999 |
1,454,535 |
9,536 |
0.7% |
10,707,252 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-155 |
114-045 |
112-314 |
|
| R3 |
113-295 |
113-185 |
112-264 |
|
| R2 |
113-115 |
113-115 |
112-248 |
|
| R1 |
113-005 |
113-005 |
112-232 |
112-290 |
| PP |
112-255 |
112-255 |
112-255 |
112-238 |
| S1 |
112-145 |
112-145 |
112-198 |
112-110 |
| S2 |
112-075 |
112-075 |
112-182 |
|
| S3 |
111-215 |
111-285 |
112-166 |
|
| S4 |
111-035 |
111-105 |
112-116 |
|
|
| 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 |
113-045 |
112-040 |
1-005 |
0.9% |
0-173 |
0.5% |
54% |
True |
False |
1,415,641 |
| 10 |
113-045 |
109-315 |
3-050 |
2.8% |
0-236 |
0.7% |
85% |
True |
False |
1,800,508 |
| 20 |
113-045 |
108-185 |
4-180 |
4.0% |
0-236 |
0.7% |
90% |
True |
False |
2,050,079 |
| 40 |
113-045 |
105-265 |
7-100 |
6.5% |
0-243 |
0.7% |
94% |
True |
False |
1,136,233 |
| 60 |
113-045 |
105-215 |
7-150 |
6.6% |
0-245 |
0.7% |
94% |
True |
False |
757,624 |
| 80 |
113-045 |
105-215 |
7-150 |
6.6% |
0-214 |
0.6% |
94% |
True |
False |
568,227 |
| 100 |
113-045 |
105-215 |
7-150 |
6.6% |
0-175 |
0.5% |
94% |
True |
False |
454,582 |
| 120 |
114-100 |
105-215 |
8-205 |
7.7% |
0-150 |
0.4% |
81% |
False |
False |
378,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-170 |
|
2.618 |
114-196 |
|
1.618 |
114-016 |
|
1.000 |
113-225 |
|
0.618 |
113-156 |
|
HIGH |
113-045 |
|
0.618 |
112-296 |
|
0.500 |
112-275 |
|
0.382 |
112-254 |
|
LOW |
112-185 |
|
0.618 |
112-074 |
|
1.000 |
112-005 |
|
1.618 |
111-214 |
|
2.618 |
111-034 |
|
4.250 |
110-060 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-275 |
112-222 |
| PP |
112-255 |
112-220 |
| S1 |
112-235 |
112-218 |
|