ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
113-140 |
113-290 |
0-150 |
0.4% |
113-110 |
| High |
113-315 |
113-290 |
-0-025 |
-0.1% |
113-250 |
| Low |
113-140 |
113-130 |
-0-010 |
0.0% |
112-275 |
| Close |
113-300 |
113-175 |
-0-125 |
-0.3% |
113-080 |
| Range |
0-175 |
0-160 |
-0-015 |
-8.6% |
0-295 |
| ATR |
0-183 |
0-182 |
-0-001 |
-0.5% |
0-000 |
| Volume |
909 |
978 |
69 |
7.6% |
448 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-038 |
114-267 |
113-263 |
|
| R3 |
114-198 |
114-107 |
113-219 |
|
| R2 |
114-038 |
114-038 |
113-204 |
|
| R1 |
113-267 |
113-267 |
113-190 |
113-232 |
| PP |
113-198 |
113-198 |
113-198 |
113-181 |
| S1 |
113-107 |
113-107 |
113-160 |
113-072 |
| S2 |
113-038 |
113-038 |
113-146 |
|
| S3 |
112-198 |
112-267 |
113-131 |
|
| S4 |
112-038 |
112-107 |
113-087 |
|
|
| 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 |
113-315 |
113-070 |
0-245 |
0.7% |
0-141 |
0.4% |
43% |
False |
False |
430 |
| 10 |
113-315 |
112-270 |
1-045 |
1.0% |
0-154 |
0.4% |
62% |
False |
False |
261 |
| 20 |
113-315 |
110-090 |
3-225 |
3.3% |
0-168 |
0.5% |
88% |
False |
False |
138 |
| 40 |
113-315 |
107-215 |
6-100 |
5.6% |
0-120 |
0.3% |
93% |
False |
False |
71 |
| 60 |
113-315 |
106-075 |
7-240 |
6.8% |
0-089 |
0.2% |
94% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-010 |
|
2.618 |
115-069 |
|
1.618 |
114-229 |
|
1.000 |
114-130 |
|
0.618 |
114-069 |
|
HIGH |
113-290 |
|
0.618 |
113-229 |
|
0.500 |
113-210 |
|
0.382 |
113-191 |
|
LOW |
113-130 |
|
0.618 |
113-031 |
|
1.000 |
112-290 |
|
1.618 |
112-191 |
|
2.618 |
112-031 |
|
4.250 |
111-090 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-210 |
113-202 |
| PP |
113-198 |
113-193 |
| S1 |
113-187 |
113-184 |
|