ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
113-090 |
113-160 |
0-070 |
0.2% |
110-225 |
| High |
113-105 |
113-240 |
0-135 |
0.4% |
113-150 |
| Low |
112-275 |
113-030 |
0-075 |
0.2% |
110-215 |
| Close |
113-025 |
113-135 |
0-110 |
0.3% |
113-000 |
| Range |
0-150 |
0-210 |
0-060 |
40.0% |
2-255 |
| ATR |
0-196 |
0-198 |
0-001 |
0.7% |
0-000 |
| Volume |
40 |
262 |
222 |
555.0% |
178 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-125 |
115-020 |
113-250 |
|
| R3 |
114-235 |
114-130 |
113-193 |
|
| R2 |
114-025 |
114-025 |
113-174 |
|
| R1 |
113-240 |
113-240 |
113-154 |
113-188 |
| PP |
113-135 |
113-135 |
113-135 |
113-109 |
| S1 |
113-030 |
113-030 |
113-116 |
112-298 |
| S2 |
112-245 |
112-245 |
113-096 |
|
| S3 |
112-035 |
112-140 |
113-077 |
|
| S4 |
111-145 |
111-250 |
113-020 |
|
|
| 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 |
113-240 |
112-270 |
0-290 |
0.8% |
0-167 |
0.5% |
64% |
True |
False |
93 |
| 10 |
113-240 |
110-215 |
3-025 |
2.7% |
0-180 |
0.5% |
89% |
True |
False |
50 |
| 20 |
113-240 |
109-145 |
4-095 |
3.8% |
0-167 |
0.5% |
92% |
True |
False |
35 |
| 40 |
113-240 |
106-155 |
7-085 |
6.4% |
0-106 |
0.3% |
95% |
True |
False |
17 |
| 60 |
113-240 |
106-075 |
7-165 |
6.6% |
0-082 |
0.2% |
96% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-172 |
|
2.618 |
115-150 |
|
1.618 |
114-260 |
|
1.000 |
114-130 |
|
0.618 |
114-050 |
|
HIGH |
113-240 |
|
0.618 |
113-160 |
|
0.500 |
113-135 |
|
0.382 |
113-110 |
|
LOW |
113-030 |
|
0.618 |
112-220 |
|
1.000 |
112-140 |
|
1.618 |
112-010 |
|
2.618 |
111-120 |
|
4.250 |
110-098 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-135 |
113-122 |
| PP |
113-135 |
113-110 |
| S1 |
113-135 |
113-098 |
|