ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 29-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
113-290 |
113-200 |
-0-090 |
-0.2% |
113-090 |
| High |
113-290 |
113-230 |
-0-060 |
-0.2% |
113-315 |
| Low |
113-130 |
113-095 |
-0-035 |
-0.1% |
113-090 |
| Close |
113-175 |
113-200 |
0-025 |
0.1% |
113-200 |
| Range |
0-160 |
0-135 |
-0-025 |
-15.6% |
0-225 |
| ATR |
0-182 |
0-179 |
-0-003 |
-1.8% |
0-000 |
| Volume |
978 |
869 |
-109 |
-11.1% |
2,886 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-260 |
114-205 |
113-274 |
|
| R3 |
114-125 |
114-070 |
113-237 |
|
| R2 |
113-310 |
113-310 |
113-225 |
|
| R1 |
113-255 |
113-255 |
113-212 |
113-268 |
| PP |
113-175 |
113-175 |
113-175 |
113-181 |
| S1 |
113-120 |
113-120 |
113-188 |
113-132 |
| S2 |
113-040 |
113-040 |
113-175 |
|
| S3 |
112-225 |
112-305 |
113-163 |
|
| S4 |
112-090 |
112-170 |
113-126 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-237 |
115-123 |
114-004 |
|
| R3 |
115-012 |
114-218 |
113-262 |
|
| R2 |
114-107 |
114-107 |
113-241 |
|
| R1 |
113-313 |
113-313 |
113-221 |
114-050 |
| PP |
113-202 |
113-202 |
113-202 |
113-230 |
| S1 |
113-088 |
113-088 |
113-179 |
113-145 |
| S2 |
112-297 |
112-297 |
113-159 |
|
| S3 |
112-072 |
112-183 |
113-138 |
|
| S4 |
111-167 |
111-278 |
113-076 |
|
|
| 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% |
0-138 |
0.4% |
53% |
False |
False |
598 |
| 10 |
113-315 |
112-275 |
1-040 |
1.0% |
0-148 |
0.4% |
68% |
False |
False |
338 |
| 20 |
113-315 |
110-215 |
3-100 |
2.9% |
0-164 |
0.5% |
89% |
False |
False |
178 |
| 40 |
113-315 |
108-100 |
5-215 |
5.0% |
0-123 |
0.3% |
94% |
False |
False |
93 |
| 60 |
113-315 |
106-075 |
7-240 |
6.8% |
0-091 |
0.3% |
95% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-164 |
|
2.618 |
114-263 |
|
1.618 |
114-128 |
|
1.000 |
114-045 |
|
0.618 |
113-313 |
|
HIGH |
113-230 |
|
0.618 |
113-178 |
|
0.500 |
113-162 |
|
0.382 |
113-147 |
|
LOW |
113-095 |
|
0.618 |
113-012 |
|
1.000 |
112-280 |
|
1.618 |
112-197 |
|
2.618 |
112-062 |
|
4.250 |
111-161 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-188 |
113-205 |
| PP |
113-175 |
113-203 |
| S1 |
113-162 |
113-202 |
|