ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 14-Nov-2023
Day Change Summary
Previous Current
13-Nov-2023 14-Nov-2023 Change Change % Previous Week
Open 107-110 107-115 0-005 0.0% 108-075
High 107-155 108-310 1-155 1.4% 108-170
Low 107-000 107-095 0-095 0.3% 107-085
Close 107-140 108-290 1-150 1.4% 107-135
Range 0-155 1-215 1-060 245.2% 1-085
ATR 0-261 0-281 0-020 7.5% 0-000
Volume 1,241,622 2,641,567 1,399,945 112.8% 9,162,717
Daily Pivots for day following 14-Nov-2023
Classic Woodie Camarilla DeMark
R4 113-130 112-265 109-264
R3 111-235 111-050 109-117
R2 110-020 110-020 109-068
R1 109-155 109-155 109-019 109-248
PP 108-125 108-125 108-125 108-171
S1 107-260 107-260 108-241 108-032
S2 106-230 106-230 108-192
S3 105-015 106-045 108-143
S4 103-120 104-150 107-316
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 111-172 110-238 108-038
R3 110-087 109-153 107-246
R2 109-002 109-002 107-209
R1 108-068 108-068 107-172 107-312
PP 107-237 107-237 107-237 107-199
S1 106-303 106-303 107-098 106-228
S2 106-152 106-152 107-061
S3 105-067 105-218 107-024
S4 103-302 104-133 106-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-310 107-000 1-310 1.8% 0-293 0.8% 97% True False 1,910,626
10 108-310 105-275 3-035 2.9% 0-303 0.9% 98% True False 2,110,828
20 108-310 105-105 3-205 3.3% 0-272 0.8% 98% True False 2,069,015
40 109-170 105-105 4-065 3.9% 0-263 0.8% 85% False False 1,981,865
60 111-125 105-105 6-020 5.6% 0-236 0.7% 59% False False 1,820,957
80 112-260 105-105 7-155 6.9% 0-236 0.7% 48% False False 1,373,486
100 114-030 105-105 8-245 8.0% 0-231 0.7% 41% False False 1,099,004
120 115-075 105-105 9-290 9.1% 0-216 0.6% 36% False False 915,840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 166 trading days
Fibonacci Retracements and Extensions
4.250 116-024
2.618 113-111
1.618 111-216
1.000 110-205
0.618 110-001
HIGH 108-310
0.618 108-106
0.500 108-042
0.382 107-299
LOW 107-095
0.618 106-084
1.000 105-200
1.618 104-189
2.618 102-294
4.250 100-061
Fisher Pivots for day following 14-Nov-2023
Pivot 1 day 3 day
R1 108-208 108-192
PP 108-125 108-093
S1 108-042 107-315

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

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