ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 21-Nov-2023
Day Change Summary
Previous Current
20-Nov-2023 21-Nov-2023 Change Change % Previous Week
Open 108-220 108-275 0-055 0.2% 107-110
High 108-295 109-035 0-060 0.2% 109-085
Low 108-140 108-235 0-095 0.3% 107-000
Close 108-270 108-300 0-030 0.1% 108-240
Range 0-155 0-120 -0-035 -22.6% 2-085
ATR 0-264 0-254 -0-010 -3.9% 0-000
Volume 1,607,627 2,956,534 1,348,907 83.9% 9,718,567
Daily Pivots for day following 21-Nov-2023
Classic Woodie Camarilla DeMark
R4 110-017 109-278 109-046
R3 109-217 109-158 109-013
R2 109-097 109-097 109-002
R1 109-038 109-038 108-311 109-068
PP 108-297 108-297 108-297 108-311
S1 108-238 108-238 108-289 108-268
S2 108-177 108-177 108-278
S3 108-057 108-118 108-267
S4 107-257 107-318 108-234
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 115-043 114-067 109-319
R3 112-278 111-302 109-119
R2 110-193 110-193 109-053
R1 109-217 109-217 108-306 110-045
PP 108-108 108-108 108-108 108-182
S1 107-132 107-132 108-174 107-280
S2 106-023 106-023 108-107
S3 103-258 105-047 108-041
S4 101-173 102-282 107-161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-085 108-025 1-060 1.1% 0-200 0.6% 72% False False 2,079,907
10 109-085 107-000 2-085 2.1% 0-246 0.7% 86% False False 1,995,267
20 109-085 105-150 3-255 3.5% 0-260 0.7% 91% False False 2,076,727
40 109-085 105-105 3-300 3.6% 0-263 0.8% 92% False False 2,040,000
60 111-125 105-105 6-020 5.6% 0-237 0.7% 60% False False 1,849,839
80 112-140 105-105 7-035 6.5% 0-234 0.7% 51% False False 1,503,301
100 114-030 105-105 8-245 8.0% 0-232 0.7% 41% False False 1,202,993
120 114-180 105-105 9-075 8.5% 0-223 0.6% 39% False False 1,002,503
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 110-225
2.618 110-029
1.618 109-229
1.000 109-155
0.618 109-109
HIGH 109-035
0.618 108-309
0.500 108-295
0.382 108-281
LOW 108-235
0.618 108-161
1.000 108-115
1.618 108-041
2.618 107-241
4.250 107-045
Fisher Pivots for day following 21-Nov-2023
Pivot 1 day 3 day
R1 108-298 108-291
PP 108-297 108-282
S1 108-295 108-272

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

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