ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
112-205 |
113-075 |
0-190 |
0.5% |
112-155 |
| High |
113-120 |
113-095 |
-0-025 |
-0.1% |
113-045 |
| Low |
112-180 |
112-255 |
0-075 |
0.2% |
112-060 |
| Close |
113-105 |
112-285 |
-0-140 |
-0.4% |
112-190 |
| Range |
0-260 |
0-160 |
-0-100 |
-38.5% |
0-305 |
| ATR |
0-221 |
0-218 |
-0-004 |
-1.7% |
0-000 |
| Volume |
906,098 |
994,945 |
88,847 |
9.8% |
6,050,080 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-158 |
114-062 |
113-053 |
|
| R3 |
113-318 |
113-222 |
113-009 |
|
| R2 |
113-158 |
113-158 |
112-314 |
|
| R1 |
113-062 |
113-062 |
112-300 |
113-030 |
| PP |
112-318 |
112-318 |
112-318 |
112-302 |
| S1 |
112-222 |
112-222 |
112-270 |
112-190 |
| S2 |
112-158 |
112-158 |
112-256 |
|
| S3 |
111-318 |
112-062 |
112-241 |
|
| S4 |
111-158 |
111-222 |
112-197 |
|
|
| 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 |
112-160 |
0-280 |
0.8% |
0-163 |
0.5% |
45% |
False |
False |
933,639 |
| 10 |
113-120 |
111-315 |
1-125 |
1.2% |
0-178 |
0.5% |
65% |
False |
False |
1,341,234 |
| 20 |
113-120 |
109-220 |
3-220 |
3.3% |
0-221 |
0.6% |
87% |
False |
False |
1,675,173 |
| 40 |
113-120 |
106-050 |
7-070 |
6.4% |
0-239 |
0.7% |
93% |
False |
False |
1,216,282 |
| 60 |
113-120 |
105-215 |
7-225 |
6.8% |
0-240 |
0.7% |
94% |
False |
False |
811,154 |
| 80 |
113-120 |
105-215 |
7-225 |
6.8% |
0-218 |
0.6% |
94% |
False |
False |
608,397 |
| 100 |
113-120 |
105-215 |
7-225 |
6.8% |
0-181 |
0.5% |
94% |
False |
False |
486,718 |
| 120 |
114-100 |
105-215 |
8-205 |
7.7% |
0-154 |
0.4% |
84% |
False |
False |
405,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-135 |
|
2.618 |
114-194 |
|
1.618 |
114-034 |
|
1.000 |
113-255 |
|
0.618 |
113-194 |
|
HIGH |
113-095 |
|
0.618 |
113-034 |
|
0.500 |
113-015 |
|
0.382 |
112-316 |
|
LOW |
112-255 |
|
0.618 |
112-156 |
|
1.000 |
112-095 |
|
1.618 |
111-316 |
|
2.618 |
111-156 |
|
4.250 |
110-215 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-015 |
112-308 |
| PP |
112-318 |
112-300 |
| S1 |
112-302 |
112-292 |
|