ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
113-125 |
113-165 |
0-040 |
0.1% |
113-110 |
| High |
113-250 |
113-195 |
-0-055 |
-0.2% |
113-250 |
| Low |
113-100 |
113-070 |
-0-030 |
-0.1% |
112-275 |
| Close |
113-120 |
113-080 |
-0-040 |
-0.1% |
113-080 |
| Range |
0-150 |
0-125 |
-0-025 |
-16.7% |
0-295 |
| ATR |
0-194 |
0-189 |
-0-005 |
-2.6% |
0-000 |
| Volume |
25 |
108 |
83 |
332.0% |
448 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-170 |
114-090 |
113-149 |
|
| R3 |
114-045 |
113-285 |
113-114 |
|
| R2 |
113-240 |
113-240 |
113-103 |
|
| R1 |
113-160 |
113-160 |
113-091 |
113-138 |
| PP |
113-115 |
113-115 |
113-115 |
113-104 |
| S1 |
113-035 |
113-035 |
113-069 |
113-012 |
| S2 |
112-310 |
112-310 |
113-057 |
|
| S3 |
112-185 |
112-230 |
113-046 |
|
| S4 |
112-060 |
112-105 |
113-011 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-020 |
115-185 |
113-242 |
|
| R3 |
115-045 |
114-210 |
113-161 |
|
| R2 |
114-070 |
114-070 |
113-134 |
|
| R1 |
113-235 |
113-235 |
113-107 |
113-165 |
| PP |
113-095 |
113-095 |
113-095 |
113-060 |
| S1 |
112-260 |
112-260 |
113-053 |
112-190 |
| S2 |
112-120 |
112-120 |
113-026 |
|
| S3 |
111-145 |
111-285 |
112-319 |
|
| S4 |
110-170 |
110-310 |
112-238 |
|
|
| 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% |
0-155 |
0.4% |
42% |
False |
False |
89 |
| 10 |
113-250 |
110-215 |
3-035 |
2.7% |
0-174 |
0.5% |
83% |
False |
False |
62 |
| 20 |
113-250 |
109-145 |
4-105 |
3.8% |
0-180 |
0.5% |
88% |
False |
False |
41 |
| 40 |
113-250 |
106-305 |
6-265 |
6.0% |
0-111 |
0.3% |
92% |
False |
False |
21 |
| 60 |
113-250 |
106-075 |
7-175 |
6.7% |
0-087 |
0.2% |
93% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-086 |
|
2.618 |
114-202 |
|
1.618 |
114-077 |
|
1.000 |
114-000 |
|
0.618 |
113-272 |
|
HIGH |
113-195 |
|
0.618 |
113-147 |
|
0.500 |
113-132 |
|
0.382 |
113-118 |
|
LOW |
113-070 |
|
0.618 |
112-313 |
|
1.000 |
112-265 |
|
1.618 |
112-188 |
|
2.618 |
112-063 |
|
4.250 |
111-179 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-132 |
113-140 |
| PP |
113-115 |
113-120 |
| S1 |
113-098 |
113-100 |
|