ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
112-290 |
113-110 |
0-140 |
0.4% |
110-225 |
| High |
113-095 |
113-110 |
0-015 |
0.0% |
113-150 |
| Low |
112-280 |
112-290 |
0-010 |
0.0% |
110-215 |
| Close |
113-000 |
112-290 |
-0-030 |
-0.1% |
113-000 |
| Range |
0-135 |
0-140 |
0-005 |
3.7% |
2-255 |
| ATR |
0-205 |
0-200 |
-0-005 |
-2.3% |
0-000 |
| Volume |
54 |
13 |
-41 |
-75.9% |
178 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-117 |
114-023 |
113-047 |
|
| R3 |
113-297 |
113-203 |
113-008 |
|
| R2 |
113-157 |
113-157 |
112-316 |
|
| R1 |
113-063 |
113-063 |
112-303 |
113-040 |
| PP |
113-017 |
113-017 |
113-017 |
113-005 |
| S1 |
112-243 |
112-243 |
112-277 |
112-220 |
| S2 |
112-197 |
112-197 |
112-264 |
|
| S3 |
112-057 |
112-103 |
112-252 |
|
| S4 |
111-237 |
111-283 |
112-213 |
|
|
| 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 |
110-280 |
2-190 |
2.3% |
0-206 |
0.6% |
78% |
False |
False |
37 |
| 10 |
113-150 |
110-215 |
2-255 |
2.5% |
0-178 |
0.5% |
80% |
False |
False |
22 |
| 20 |
113-150 |
109-145 |
4-005 |
3.6% |
0-155 |
0.4% |
86% |
False |
False |
20 |
| 40 |
113-150 |
106-155 |
6-315 |
6.2% |
0-097 |
0.3% |
92% |
False |
False |
10 |
| 60 |
113-150 |
106-075 |
7-075 |
6.4% |
0-079 |
0.2% |
92% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-065 |
|
2.618 |
114-157 |
|
1.618 |
114-017 |
|
1.000 |
113-250 |
|
0.618 |
113-197 |
|
HIGH |
113-110 |
|
0.618 |
113-057 |
|
0.500 |
113-040 |
|
0.382 |
113-023 |
|
LOW |
112-290 |
|
0.618 |
112-203 |
|
1.000 |
112-150 |
|
1.618 |
112-063 |
|
2.618 |
111-243 |
|
4.250 |
111-015 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-040 |
113-050 |
| PP |
113-017 |
113-023 |
| S1 |
112-313 |
112-317 |
|