ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
112-280 |
112-290 |
0-010 |
0.0% |
110-225 |
| High |
113-150 |
113-095 |
-0-055 |
-0.2% |
113-150 |
| Low |
112-270 |
112-280 |
0-010 |
0.0% |
110-215 |
| Close |
113-025 |
113-000 |
-0-025 |
-0.1% |
113-000 |
| Range |
0-200 |
0-135 |
-0-065 |
-32.5% |
2-255 |
| ATR |
0-210 |
0-205 |
-0-005 |
-2.6% |
0-000 |
| Volume |
96 |
54 |
-42 |
-43.8% |
178 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-103 |
114-027 |
113-074 |
|
| R3 |
113-288 |
113-212 |
113-037 |
|
| R2 |
113-153 |
113-153 |
113-025 |
|
| R1 |
113-077 |
113-077 |
113-012 |
113-115 |
| PP |
113-018 |
113-018 |
113-018 |
113-038 |
| S1 |
112-262 |
112-262 |
112-308 |
112-300 |
| S2 |
112-203 |
112-203 |
112-295 |
|
| S3 |
112-068 |
112-127 |
112-283 |
|
| S4 |
111-253 |
111-312 |
112-246 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-247 |
119-218 |
114-172 |
|
| R3 |
117-312 |
116-283 |
113-246 |
|
| R2 |
115-057 |
115-057 |
113-164 |
|
| R1 |
114-028 |
114-028 |
113-082 |
114-202 |
| PP |
112-122 |
112-122 |
112-122 |
112-209 |
| S1 |
111-093 |
111-093 |
112-238 |
111-268 |
| S2 |
109-187 |
109-187 |
112-156 |
|
| S3 |
106-252 |
108-158 |
112-074 |
|
| S4 |
103-317 |
105-223 |
111-148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-150 |
110-215 |
2-255 |
2.5% |
0-193 |
0.5% |
83% |
False |
False |
35 |
| 10 |
113-150 |
110-215 |
2-255 |
2.5% |
0-178 |
0.5% |
83% |
False |
False |
22 |
| 20 |
113-150 |
109-145 |
4-005 |
3.6% |
0-148 |
0.4% |
88% |
False |
False |
19 |
| 40 |
113-150 |
106-155 |
6-315 |
6.2% |
0-100 |
0.3% |
93% |
False |
False |
10 |
| 60 |
113-150 |
106-075 |
7-075 |
6.4% |
0-077 |
0.2% |
94% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-029 |
|
2.618 |
114-128 |
|
1.618 |
113-313 |
|
1.000 |
113-230 |
|
0.618 |
113-178 |
|
HIGH |
113-095 |
|
0.618 |
113-043 |
|
0.500 |
113-028 |
|
0.382 |
113-012 |
|
LOW |
112-280 |
|
0.618 |
112-197 |
|
1.000 |
112-145 |
|
1.618 |
112-062 |
|
2.618 |
111-247 |
|
4.250 |
111-026 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-028 |
112-256 |
| PP |
113-018 |
112-192 |
| S1 |
113-009 |
112-128 |
|