ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
112-220 |
112-215 |
-0-005 |
0.0% |
112-155 |
| High |
112-310 |
112-240 |
-0-070 |
-0.2% |
113-045 |
| Low |
112-160 |
112-175 |
0-015 |
0.0% |
112-060 |
| Close |
112-190 |
112-230 |
0-040 |
0.1% |
112-190 |
| Range |
0-150 |
0-065 |
-0-085 |
-56.7% |
0-305 |
| ATR |
0-230 |
0-218 |
-0-012 |
-5.1% |
0-000 |
| Volume |
916,300 |
396,317 |
-519,983 |
-56.7% |
6,050,080 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-090 |
113-065 |
112-266 |
|
| R3 |
113-025 |
113-000 |
112-248 |
|
| R2 |
112-280 |
112-280 |
112-242 |
|
| R1 |
112-255 |
112-255 |
112-236 |
112-268 |
| PP |
112-215 |
112-215 |
112-215 |
112-221 |
| S1 |
112-190 |
112-190 |
112-224 |
112-202 |
| S2 |
112-150 |
112-150 |
112-218 |
|
| S3 |
112-085 |
112-125 |
112-212 |
|
| S4 |
112-020 |
112-060 |
112-194 |
|
|
| 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 |
112-080 |
0-285 |
0.8% |
0-145 |
0.4% |
53% |
False |
False |
1,066,899 |
| 10 |
113-045 |
110-075 |
2-290 |
2.6% |
0-212 |
0.6% |
85% |
False |
False |
1,571,438 |
| 20 |
113-045 |
109-055 |
3-310 |
3.5% |
0-222 |
0.6% |
89% |
False |
False |
1,854,821 |
| 40 |
113-045 |
106-050 |
6-315 |
6.2% |
0-238 |
0.7% |
94% |
False |
False |
1,168,894 |
| 60 |
113-045 |
105-215 |
7-150 |
6.6% |
0-241 |
0.7% |
94% |
False |
False |
779,492 |
| 80 |
113-045 |
105-215 |
7-150 |
6.6% |
0-215 |
0.6% |
94% |
False |
False |
584,634 |
| 100 |
113-045 |
105-215 |
7-150 |
6.6% |
0-177 |
0.5% |
94% |
False |
False |
467,708 |
| 120 |
114-100 |
105-215 |
8-205 |
7.7% |
0-151 |
0.4% |
82% |
False |
False |
389,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-196 |
|
2.618 |
113-090 |
|
1.618 |
113-025 |
|
1.000 |
112-305 |
|
0.618 |
112-280 |
|
HIGH |
112-240 |
|
0.618 |
112-215 |
|
0.500 |
112-208 |
|
0.382 |
112-200 |
|
LOW |
112-175 |
|
0.618 |
112-135 |
|
1.000 |
112-110 |
|
1.618 |
112-070 |
|
2.618 |
112-005 |
|
4.250 |
111-219 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-222 |
112-262 |
| PP |
112-215 |
112-252 |
| S1 |
112-208 |
112-241 |
|