ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 29-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
113-075 |
112-295 |
-0-100 |
-0.3% |
112-215 |
| High |
113-095 |
113-010 |
-0-085 |
-0.2% |
113-120 |
| Low |
112-255 |
112-180 |
-0-075 |
-0.2% |
112-175 |
| Close |
112-285 |
112-285 |
0-000 |
0.0% |
112-285 |
| Range |
0-160 |
0-150 |
-0-010 |
-6.3% |
0-265 |
| ATR |
0-218 |
0-213 |
-0-005 |
-2.2% |
0-000 |
| Volume |
994,945 |
1,252,433 |
257,488 |
25.9% |
3,549,793 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-075 |
114-010 |
113-048 |
|
| R3 |
113-245 |
113-180 |
113-006 |
|
| R2 |
113-095 |
113-095 |
112-312 |
|
| R1 |
113-030 |
113-030 |
112-299 |
112-308 |
| PP |
112-265 |
112-265 |
112-265 |
112-244 |
| S1 |
112-200 |
112-200 |
112-271 |
112-158 |
| S2 |
112-115 |
112-115 |
112-258 |
|
| S3 |
111-285 |
112-050 |
112-244 |
|
| S4 |
111-135 |
111-220 |
112-202 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-135 |
114-315 |
113-111 |
|
| R3 |
114-190 |
114-050 |
113-038 |
|
| R2 |
113-245 |
113-245 |
113-014 |
|
| R1 |
113-105 |
113-105 |
112-309 |
113-175 |
| PP |
112-300 |
112-300 |
112-300 |
113-015 |
| S1 |
112-160 |
112-160 |
112-261 |
112-230 |
| S2 |
112-035 |
112-035 |
112-236 |
|
| S3 |
111-090 |
111-215 |
112-212 |
|
| S4 |
110-145 |
110-270 |
112-139 |
|
|
| 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% |
0-157 |
0.4% |
45% |
False |
False |
893,218 |
| 10 |
113-120 |
112-040 |
1-080 |
1.1% |
0-165 |
0.5% |
61% |
False |
False |
1,154,430 |
| 20 |
113-120 |
109-250 |
3-190 |
3.2% |
0-217 |
0.6% |
87% |
False |
False |
1,600,448 |
| 40 |
113-120 |
107-115 |
6-005 |
5.3% |
0-232 |
0.6% |
92% |
False |
False |
1,247,417 |
| 60 |
113-120 |
105-215 |
7-225 |
6.8% |
0-237 |
0.7% |
94% |
False |
False |
832,024 |
| 80 |
113-120 |
105-215 |
7-225 |
6.8% |
0-220 |
0.6% |
94% |
False |
False |
624,053 |
| 100 |
113-120 |
105-215 |
7-225 |
6.8% |
0-183 |
0.5% |
94% |
False |
False |
499,242 |
| 120 |
114-100 |
105-215 |
8-205 |
7.7% |
0-155 |
0.4% |
84% |
False |
False |
416,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-008 |
|
2.618 |
114-083 |
|
1.618 |
113-253 |
|
1.000 |
113-160 |
|
0.618 |
113-103 |
|
HIGH |
113-010 |
|
0.618 |
112-273 |
|
0.500 |
112-255 |
|
0.382 |
112-237 |
|
LOW |
112-180 |
|
0.618 |
112-087 |
|
1.000 |
112-030 |
|
1.618 |
111-257 |
|
2.618 |
111-107 |
|
4.250 |
110-182 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-275 |
112-310 |
| PP |
112-265 |
112-302 |
| S1 |
112-255 |
112-293 |
|