ECBOT 10 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 28-Nov-2022
Day Change Summary
Previous Current
25-Nov-2022 28-Nov-2022 Change Change % Previous Week
Open 113-085 113-140 0-055 0.2% 112-175
High 113-245 113-270 0-025 0.1% 113-245
Low 112-275 113-060 0-105 0.3% 112-115
Close 113-100 113-080 -0-020 -0.1% 113-100
Range 0-290 0-210 -0-080 -27.6% 1-130
ATR 0-288 0-282 -0-006 -1.9% 0-000
Volume 970,504 1,863,004 892,500 92.0% 6,211,235
Daily Pivots for day following 28-Nov-2022
Classic Woodie Camarilla DeMark
R4 115-127 114-313 113-196
R3 114-237 114-103 113-138
R2 114-027 114-027 113-118
R1 113-213 113-213 113-099 113-175
PP 113-137 113-137 113-137 113-118
S1 113-003 113-003 113-061 112-285
S2 112-247 112-247 113-042
S3 112-037 112-113 113-022
S4 111-147 111-223 112-284
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 117-117 116-238 114-028
R3 115-307 115-108 113-224
R2 114-177 114-177 113-182
R1 113-298 113-298 113-141 114-078
PP 113-047 113-047 113-047 113-096
S1 112-168 112-168 113-059 112-268
S2 111-237 111-237 113-018
S3 110-107 111-038 112-296
S4 108-297 109-228 112-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-270 112-115 1-155 1.3% 0-231 0.6% 60% True False 1,614,847
10 113-270 112-050 1-220 1.5% 0-238 0.7% 65% True False 848,991
20 113-270 109-220 4-050 3.7% 0-272 0.8% 86% True False 432,784
40 114-040 109-055 4-305 4.4% 0-299 0.8% 82% False False 217,114
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-202
2.618 115-180
1.618 114-290
1.000 114-160
0.618 114-080
HIGH 113-270
0.618 113-190
0.500 113-165
0.382 113-140
LOW 113-060
0.618 112-250
1.000 112-170
1.618 112-040
2.618 111-150
4.250 110-128
Fisher Pivots for day following 28-Nov-2022
Pivot 1 day 3 day
R1 113-165 113-072
PP 113-137 113-063
S1 113-108 113-055

These figures are updated between 7pm and 10pm EST after a trading day.

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