ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
112-215 |
112-205 |
-0-010 |
0.0% |
112-155 |
| High |
112-240 |
113-120 |
0-200 |
0.6% |
113-045 |
| Low |
112-175 |
112-180 |
0-005 |
0.0% |
112-060 |
| Close |
112-230 |
113-105 |
0-195 |
0.5% |
112-190 |
| Range |
0-065 |
0-260 |
0-195 |
300.0% |
0-305 |
| ATR |
0-218 |
0-221 |
0-003 |
1.4% |
0-000 |
| Volume |
396,317 |
906,098 |
509,781 |
128.6% |
6,050,080 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-168 |
115-077 |
113-248 |
|
| R3 |
114-228 |
114-137 |
113-176 |
|
| R2 |
113-288 |
113-288 |
113-153 |
|
| R1 |
113-197 |
113-197 |
113-129 |
113-242 |
| PP |
113-028 |
113-028 |
113-028 |
113-051 |
| S1 |
112-257 |
112-257 |
113-081 |
112-302 |
| S2 |
112-088 |
112-088 |
113-057 |
|
| S3 |
111-148 |
111-317 |
113-034 |
|
| S4 |
110-208 |
111-057 |
112-282 |
|
|
| 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 |
113-120 |
112-110 |
1-010 |
0.9% |
0-172 |
0.5% |
95% |
True |
False |
1,023,649 |
| 10 |
113-120 |
110-160 |
2-280 |
2.5% |
0-214 |
0.6% |
98% |
True |
False |
1,479,193 |
| 20 |
113-120 |
109-220 |
3-220 |
3.3% |
0-222 |
0.6% |
99% |
True |
False |
1,752,844 |
| 40 |
113-120 |
106-050 |
7-070 |
6.4% |
0-241 |
0.7% |
99% |
True |
False |
1,191,455 |
| 60 |
113-120 |
105-215 |
7-225 |
6.8% |
0-242 |
0.7% |
99% |
True |
False |
794,590 |
| 80 |
113-120 |
105-215 |
7-225 |
6.8% |
0-216 |
0.6% |
99% |
True |
False |
595,961 |
| 100 |
113-120 |
105-215 |
7-225 |
6.8% |
0-180 |
0.5% |
99% |
True |
False |
476,769 |
| 120 |
114-100 |
105-215 |
8-205 |
7.6% |
0-153 |
0.4% |
89% |
False |
False |
397,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-265 |
|
2.618 |
115-161 |
|
1.618 |
114-221 |
|
1.000 |
114-060 |
|
0.618 |
113-281 |
|
HIGH |
113-120 |
|
0.618 |
113-021 |
|
0.500 |
112-310 |
|
0.382 |
112-279 |
|
LOW |
112-180 |
|
0.618 |
112-019 |
|
1.000 |
111-240 |
|
1.618 |
111-079 |
|
2.618 |
110-139 |
|
4.250 |
109-035 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-067 |
113-063 |
| PP |
113-028 |
113-022 |
| S1 |
112-310 |
112-300 |
|