ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
113-110 |
113-090 |
-0-020 |
-0.1% |
110-225 |
| High |
113-110 |
113-105 |
-0-005 |
0.0% |
113-150 |
| Low |
112-290 |
112-275 |
-0-015 |
0.0% |
110-215 |
| Close |
112-290 |
113-025 |
0-055 |
0.2% |
113-000 |
| Range |
0-140 |
0-150 |
0-010 |
7.1% |
2-255 |
| ATR |
0-200 |
0-196 |
-0-004 |
-1.8% |
0-000 |
| Volume |
13 |
40 |
27 |
207.7% |
178 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-158 |
114-082 |
113-108 |
|
| R3 |
114-008 |
113-252 |
113-066 |
|
| R2 |
113-178 |
113-178 |
113-052 |
|
| R1 |
113-102 |
113-102 |
113-039 |
113-065 |
| PP |
113-028 |
113-028 |
113-028 |
113-010 |
| S1 |
112-272 |
112-272 |
113-011 |
112-235 |
| S2 |
112-198 |
112-198 |
112-318 |
|
| S3 |
112-048 |
112-122 |
112-304 |
|
| S4 |
111-218 |
111-292 |
112-262 |
|
|
| 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 |
111-105 |
2-045 |
1.9% |
0-205 |
0.6% |
82% |
False |
False |
44 |
| 10 |
113-150 |
110-215 |
2-255 |
2.5% |
0-172 |
0.5% |
86% |
False |
False |
25 |
| 20 |
113-150 |
109-145 |
4-005 |
3.6% |
0-159 |
0.4% |
90% |
False |
False |
22 |
| 40 |
113-150 |
106-155 |
6-315 |
6.2% |
0-101 |
0.3% |
94% |
False |
False |
11 |
| 60 |
113-150 |
106-075 |
7-075 |
6.4% |
0-079 |
0.2% |
95% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-102 |
|
2.618 |
114-178 |
|
1.618 |
114-028 |
|
1.000 |
113-255 |
|
0.618 |
113-198 |
|
HIGH |
113-105 |
|
0.618 |
113-048 |
|
0.500 |
113-030 |
|
0.382 |
113-012 |
|
LOW |
112-275 |
|
0.618 |
112-182 |
|
1.000 |
112-125 |
|
1.618 |
112-032 |
|
2.618 |
111-202 |
|
4.250 |
110-278 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-030 |
113-032 |
| PP |
113-028 |
113-030 |
| S1 |
113-027 |
113-028 |
|