ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
113-160 |
113-125 |
-0-035 |
-0.1% |
110-225 |
| High |
113-240 |
113-250 |
0-010 |
0.0% |
113-150 |
| Low |
113-030 |
113-100 |
0-070 |
0.2% |
110-215 |
| Close |
113-135 |
113-120 |
-0-015 |
0.0% |
113-000 |
| Range |
0-210 |
0-150 |
-0-060 |
-28.6% |
2-255 |
| ATR |
0-198 |
0-194 |
-0-003 |
-1.7% |
0-000 |
| Volume |
262 |
25 |
-237 |
-90.5% |
178 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-287 |
114-193 |
113-202 |
|
| R3 |
114-137 |
114-043 |
113-161 |
|
| R2 |
113-307 |
113-307 |
113-148 |
|
| R1 |
113-213 |
113-213 |
113-134 |
113-185 |
| PP |
113-157 |
113-157 |
113-157 |
113-142 |
| S1 |
113-063 |
113-063 |
113-106 |
113-035 |
| S2 |
113-007 |
113-007 |
113-092 |
|
| S3 |
112-177 |
112-233 |
113-079 |
|
| S4 |
112-027 |
112-083 |
113-038 |
|
|
| 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 |
113-250 |
112-275 |
0-295 |
0.8% |
0-157 |
0.4% |
56% |
True |
False |
78 |
| 10 |
113-250 |
110-215 |
3-035 |
2.7% |
0-182 |
0.5% |
87% |
True |
False |
53 |
| 20 |
113-250 |
109-145 |
4-105 |
3.8% |
0-174 |
0.5% |
91% |
True |
False |
36 |
| 40 |
113-250 |
106-305 |
6-265 |
6.0% |
0-110 |
0.3% |
94% |
True |
False |
18 |
| 60 |
113-250 |
106-075 |
7-175 |
6.7% |
0-085 |
0.2% |
95% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-248 |
|
2.618 |
115-003 |
|
1.618 |
114-173 |
|
1.000 |
114-080 |
|
0.618 |
114-023 |
|
HIGH |
113-250 |
|
0.618 |
113-193 |
|
0.500 |
113-175 |
|
0.382 |
113-157 |
|
LOW |
113-100 |
|
0.618 |
113-007 |
|
1.000 |
112-270 |
|
1.618 |
112-177 |
|
2.618 |
112-027 |
|
4.250 |
111-102 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-175 |
113-114 |
| PP |
113-157 |
113-108 |
| S1 |
113-138 |
113-102 |
|