ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
113-090 |
113-140 |
0-050 |
0.1% |
113-110 |
| High |
113-185 |
113-315 |
0-130 |
0.4% |
113-250 |
| Low |
113-090 |
113-140 |
0-050 |
0.1% |
112-275 |
| Close |
113-140 |
113-300 |
0-160 |
0.4% |
113-080 |
| Range |
0-095 |
0-175 |
0-080 |
84.2% |
0-295 |
| ATR |
0-183 |
0-183 |
-0-001 |
-0.3% |
0-000 |
| Volume |
130 |
909 |
779 |
599.2% |
448 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-137 |
115-073 |
114-076 |
|
| R3 |
114-282 |
114-218 |
114-028 |
|
| R2 |
114-107 |
114-107 |
114-012 |
|
| R1 |
114-043 |
114-043 |
113-316 |
114-075 |
| PP |
113-252 |
113-252 |
113-252 |
113-268 |
| S1 |
113-188 |
113-188 |
113-284 |
113-220 |
| S2 |
113-077 |
113-077 |
113-268 |
|
| S3 |
112-222 |
113-013 |
113-252 |
|
| S4 |
112-047 |
112-158 |
113-204 |
|
|
| 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 |
113-030 |
0-285 |
0.8% |
0-151 |
0.4% |
95% |
True |
False |
286 |
| 10 |
113-315 |
111-105 |
2-210 |
2.3% |
0-178 |
0.5% |
98% |
True |
False |
165 |
| 20 |
113-315 |
110-090 |
3-225 |
3.3% |
0-163 |
0.4% |
99% |
True |
False |
90 |
| 40 |
113-315 |
106-305 |
7-010 |
6.2% |
0-116 |
0.3% |
99% |
True |
False |
47 |
| 60 |
113-315 |
106-075 |
7-240 |
6.8% |
0-086 |
0.2% |
99% |
True |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-099 |
|
2.618 |
115-133 |
|
1.618 |
114-278 |
|
1.000 |
114-170 |
|
0.618 |
114-103 |
|
HIGH |
113-315 |
|
0.618 |
113-248 |
|
0.500 |
113-228 |
|
0.382 |
113-207 |
|
LOW |
113-140 |
|
0.618 |
113-032 |
|
1.000 |
112-285 |
|
1.618 |
112-177 |
|
2.618 |
112-002 |
|
4.250 |
111-036 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-276 |
113-264 |
| PP |
113-252 |
113-228 |
| S1 |
113-228 |
113-192 |
|