ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
112-305 |
112-220 |
-0-085 |
-0.2% |
112-155 |
| High |
113-045 |
112-310 |
-0-055 |
-0.2% |
113-045 |
| Low |
112-185 |
112-160 |
-0-025 |
-0.1% |
112-060 |
| Close |
112-215 |
112-190 |
-0-025 |
-0.1% |
112-190 |
| Range |
0-180 |
0-150 |
-0-030 |
-16.7% |
0-305 |
| ATR |
0-236 |
0-230 |
-0-006 |
-2.6% |
0-000 |
| Volume |
1,454,535 |
916,300 |
-538,235 |
-37.0% |
6,050,080 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-030 |
113-260 |
112-272 |
|
| R3 |
113-200 |
113-110 |
112-231 |
|
| R2 |
113-050 |
113-050 |
112-218 |
|
| R1 |
112-280 |
112-280 |
112-204 |
112-250 |
| PP |
112-220 |
112-220 |
112-220 |
112-205 |
| S1 |
112-130 |
112-130 |
112-176 |
112-100 |
| S2 |
112-070 |
112-070 |
112-162 |
|
| S3 |
111-240 |
111-300 |
112-149 |
|
| S4 |
111-090 |
111-150 |
112-108 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-160 |
115-000 |
113-038 |
|
| R3 |
114-175 |
114-015 |
112-274 |
|
| R2 |
113-190 |
113-190 |
112-246 |
|
| R1 |
113-030 |
113-030 |
112-218 |
113-110 |
| PP |
112-205 |
112-205 |
112-205 |
112-245 |
| S1 |
112-045 |
112-045 |
112-162 |
112-125 |
| S2 |
111-220 |
111-220 |
112-134 |
|
| S3 |
110-235 |
111-060 |
112-106 |
|
| S4 |
109-250 |
110-075 |
112-022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-045 |
112-060 |
0-305 |
0.8% |
0-163 |
0.5% |
43% |
False |
False |
1,210,016 |
| 10 |
113-045 |
109-315 |
3-050 |
2.8% |
0-219 |
0.6% |
83% |
False |
False |
1,675,733 |
| 20 |
113-045 |
108-185 |
4-180 |
4.1% |
0-232 |
0.6% |
88% |
False |
False |
2,022,795 |
| 40 |
113-045 |
106-050 |
6-315 |
6.2% |
0-240 |
0.7% |
92% |
False |
False |
1,159,020 |
| 60 |
113-045 |
105-215 |
7-150 |
6.6% |
0-244 |
0.7% |
93% |
False |
False |
772,893 |
| 80 |
113-045 |
105-215 |
7-150 |
6.6% |
0-215 |
0.6% |
93% |
False |
False |
579,681 |
| 100 |
113-045 |
105-215 |
7-150 |
6.6% |
0-177 |
0.5% |
93% |
False |
False |
463,745 |
| 120 |
114-100 |
105-215 |
8-205 |
7.7% |
0-151 |
0.4% |
80% |
False |
False |
386,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-308 |
|
2.618 |
114-063 |
|
1.618 |
113-233 |
|
1.000 |
113-140 |
|
0.618 |
113-083 |
|
HIGH |
112-310 |
|
0.618 |
112-253 |
|
0.500 |
112-235 |
|
0.382 |
112-217 |
|
LOW |
112-160 |
|
0.618 |
112-067 |
|
1.000 |
112-010 |
|
1.618 |
111-237 |
|
2.618 |
111-087 |
|
4.250 |
110-162 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-235 |
112-238 |
| PP |
112-220 |
112-222 |
| S1 |
112-205 |
112-206 |
|