ECBOT 10 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
112-050 |
112-080 |
0-030 |
0.1% |
110-010 |
| High |
112-085 |
112-100 |
0-015 |
0.0% |
112-185 |
| Low |
111-295 |
112-050 |
0-075 |
0.2% |
109-220 |
| Close |
111-305 |
112-060 |
0-075 |
0.2% |
112-035 |
| Range |
0-110 |
0-050 |
-0-060 |
-54.5% |
2-285 |
| ATR |
0-248 |
0-238 |
-0-009 |
-3.8% |
0-000 |
| Volume |
56 |
182 |
126 |
225.0% |
6,627 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-220 |
112-190 |
112-088 |
|
| R3 |
112-170 |
112-140 |
112-074 |
|
| R2 |
112-120 |
112-120 |
112-069 |
|
| R1 |
112-090 |
112-090 |
112-065 |
112-080 |
| PP |
112-070 |
112-070 |
112-070 |
112-065 |
| S1 |
112-040 |
112-040 |
112-055 |
112-030 |
| S2 |
112-020 |
112-020 |
112-051 |
|
| S3 |
111-290 |
111-310 |
112-046 |
|
| S4 |
111-240 |
111-260 |
112-032 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-042 |
119-003 |
113-224 |
|
| R3 |
117-077 |
116-038 |
112-289 |
|
| R2 |
114-112 |
114-112 |
112-205 |
|
| R1 |
113-073 |
113-073 |
112-120 |
113-252 |
| PP |
111-147 |
111-147 |
111-147 |
111-236 |
| S1 |
110-108 |
110-108 |
111-270 |
110-288 |
| S2 |
108-182 |
108-182 |
111-185 |
|
| S3 |
105-217 |
107-143 |
111-101 |
|
| S4 |
102-252 |
104-178 |
110-166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-185 |
110-090 |
2-095 |
2.0% |
0-238 |
0.7% |
83% |
False |
False |
661 |
| 10 |
112-185 |
109-220 |
2-285 |
2.6% |
0-224 |
0.6% |
86% |
False |
False |
1,308 |
| 20 |
112-185 |
108-060 |
4-125 |
3.9% |
0-222 |
0.6% |
91% |
False |
False |
838,060 |
| 40 |
112-185 |
105-150 |
7-035 |
6.3% |
0-243 |
0.7% |
95% |
False |
False |
1,429,472 |
| 60 |
112-185 |
105-105 |
7-080 |
6.5% |
0-250 |
0.7% |
95% |
False |
False |
1,616,808 |
| 80 |
112-185 |
105-105 |
7-080 |
6.5% |
0-234 |
0.7% |
95% |
False |
False |
1,593,299 |
| 100 |
112-185 |
105-105 |
7-080 |
6.5% |
0-232 |
0.6% |
95% |
False |
False |
1,340,703 |
| 120 |
114-030 |
105-105 |
8-245 |
7.8% |
0-231 |
0.6% |
78% |
False |
False |
1,117,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-312 |
|
2.618 |
112-231 |
|
1.618 |
112-181 |
|
1.000 |
112-150 |
|
0.618 |
112-131 |
|
HIGH |
112-100 |
|
0.618 |
112-081 |
|
0.500 |
112-075 |
|
0.382 |
112-069 |
|
LOW |
112-050 |
|
0.618 |
112-019 |
|
1.000 |
112-000 |
|
1.618 |
111-289 |
|
2.618 |
111-239 |
|
4.250 |
111-158 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-075 |
112-057 |
| PP |
112-070 |
112-053 |
| S1 |
112-065 |
112-050 |
|