ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary
Previous Current
14-Nov-2023 15-Nov-2023 Change Change % Previous Week
Open 107-115 108-255 1-140 1.3% 108-075
High 108-310 108-305 -0-005 0.0% 108-170
Low 107-095 108-025 0-250 0.7% 107-085
Close 108-290 108-070 -0-220 -0.6% 107-135
Range 1-215 0-280 -0-255 -47.7% 1-085
ATR 0-281 0-281 0-000 0.0% 0-000
Volume 2,641,567 2,436,582 -204,985 -7.8% 9,162,717
Daily Pivots for day following 15-Nov-2023
Classic Woodie Camarilla DeMark
R4 111-013 110-162 108-224
R3 110-053 109-202 108-147
R2 109-093 109-093 108-121
R1 108-242 108-242 108-096 108-188
PP 108-133 108-133 108-133 108-106
S1 107-282 107-282 108-044 107-228
S2 107-173 107-173 108-019
S3 106-213 107-002 107-313
S4 105-253 106-042 107-236
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% 0-307 0.9% 62% False False 2,024,461
10 108-310 107-000 1-310 1.8% 0-288 0.8% 62% False False 2,081,105
20 108-310 105-105 3-205 3.4% 0-274 0.8% 79% False False 2,093,431
40 108-310 105-105 3-205 3.4% 0-264 0.8% 79% False False 2,001,745
60 111-125 105-105 6-020 5.6% 0-238 0.7% 48% False False 1,858,506
80 112-260 105-105 7-155 6.9% 0-238 0.7% 39% False False 1,403,919
100 114-030 105-105 8-245 8.1% 0-232 0.7% 33% False False 1,123,370
120 115-075 105-105 9-290 9.2% 0-219 0.6% 29% False False 936,145
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-215
2.618 111-078
1.618 110-118
1.000 109-265
0.618 109-158
HIGH 108-305
0.618 108-198
0.500 108-165
0.382 108-132
LOW 108-025
0.618 107-172
1.000 107-065
1.618 106-212
2.618 105-252
4.250 104-115
Fisher Pivots for day following 15-Nov-2023
Pivot 1 day 3 day
R1 108-165 108-045
PP 108-133 108-020
S1 108-102 107-315

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

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