ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
110-185 |
112-010 |
1-145 |
1.3% |
110-270 |
| High |
112-035 |
112-280 |
0-245 |
0.7% |
111-095 |
| Low |
110-160 |
111-315 |
1-155 |
1.3% |
110-005 |
| Close |
111-285 |
112-165 |
0-200 |
0.6% |
110-085 |
| Range |
1-195 |
0-285 |
-0-230 |
-44.7% |
1-090 |
| ATR |
0-261 |
0-265 |
0-004 |
1.5% |
0-000 |
| Volume |
2,374,535 |
3,120,482 |
745,947 |
31.4% |
9,314,140 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-042 |
114-228 |
113-002 |
|
| R3 |
114-077 |
113-263 |
112-243 |
|
| R2 |
113-112 |
113-112 |
112-217 |
|
| R1 |
112-298 |
112-298 |
112-191 |
113-045 |
| PP |
112-147 |
112-147 |
112-147 |
112-180 |
| S1 |
112-013 |
112-013 |
112-139 |
112-080 |
| S2 |
111-182 |
111-182 |
112-113 |
|
| S3 |
110-217 |
111-048 |
112-087 |
|
| S4 |
109-252 |
110-083 |
112-008 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-118 |
113-192 |
110-310 |
|
| R3 |
113-028 |
112-102 |
110-198 |
|
| R2 |
111-258 |
111-258 |
110-160 |
|
| R1 |
111-012 |
111-012 |
110-123 |
110-250 |
| PP |
110-168 |
110-168 |
110-168 |
110-128 |
| S1 |
109-242 |
109-242 |
110-047 |
109-160 |
| S2 |
109-078 |
109-078 |
110-010 |
|
| S3 |
107-308 |
108-152 |
109-292 |
|
| S4 |
106-218 |
107-062 |
109-180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-280 |
109-315 |
2-285 |
2.6% |
0-300 |
0.8% |
88% |
True |
False |
2,185,375 |
| 10 |
112-280 |
109-250 |
3-030 |
2.7% |
0-268 |
0.7% |
88% |
True |
False |
2,046,466 |
| 20 |
112-280 |
108-185 |
4-095 |
3.8% |
0-238 |
0.7% |
92% |
True |
False |
1,908,314 |
| 40 |
112-280 |
105-215 |
7-065 |
6.4% |
0-252 |
0.7% |
95% |
True |
False |
959,349 |
| 60 |
112-280 |
105-215 |
7-065 |
6.4% |
0-248 |
0.7% |
95% |
True |
False |
639,662 |
| 80 |
112-280 |
105-215 |
7-065 |
6.4% |
0-206 |
0.6% |
95% |
True |
False |
479,749 |
| 100 |
113-120 |
105-215 |
7-225 |
6.8% |
0-168 |
0.5% |
89% |
False |
False |
383,800 |
| 120 |
114-165 |
105-215 |
8-270 |
7.9% |
0-143 |
0.4% |
77% |
False |
False |
319,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-211 |
|
2.618 |
115-066 |
|
1.618 |
114-101 |
|
1.000 |
113-245 |
|
0.618 |
113-136 |
|
HIGH |
112-280 |
|
0.618 |
112-171 |
|
0.500 |
112-138 |
|
0.382 |
112-104 |
|
LOW |
111-315 |
|
0.618 |
111-139 |
|
1.000 |
111-030 |
|
1.618 |
110-174 |
|
2.618 |
109-209 |
|
4.250 |
108-064 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-156 |
112-062 |
| PP |
112-147 |
111-280 |
| S1 |
112-138 |
111-178 |
|