ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 108-270 108-135 -0-135 -0.4% 108-220
High 108-310 109-015 0-025 0.1% 109-085
Low 108-105 108-060 -0-045 -0.1% 108-105
Close 108-125 109-000 0-195 0.6% 108-125
Range 0-205 0-275 0-070 34.1% 0-300
ATR 0-248 0-250 0-002 0.8% 0-000
Volume 2,272,498 4,517,362 2,244,864 98.8% 10,530,710
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 111-103 111-007 109-151
R3 110-148 110-052 109-076
R2 109-193 109-193 109-050
R1 109-097 109-097 109-025 109-145
PP 108-238 108-238 108-238 108-262
S1 108-142 108-142 108-295 108-190
S2 107-283 107-283 108-270
S3 107-008 107-187 108-244
S4 106-053 106-232 108-169
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 111-152 110-278 108-290
R3 110-172 109-298 108-208
R2 109-192 109-192 108-180
R1 108-318 108-318 108-152 108-265
PP 108-212 108-212 108-212 108-185
S1 108-018 108-018 108-098 107-285
S2 107-232 107-232 108-070
S3 106-252 107-038 108-042
S4 105-272 106-058 107-280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-085 108-060 1-025 1.0% 0-194 0.6% 75% False True 3,009,614
10 109-085 107-000 2-085 2.1% 0-238 0.7% 88% False False 2,476,663
20 109-085 105-275 3-130 3.1% 0-257 0.7% 92% False False 2,294,669
40 109-085 105-105 3-300 3.6% 0-261 0.7% 93% False False 2,128,390
60 111-125 105-105 6-020 5.6% 0-238 0.7% 61% False False 1,929,298
80 112-140 105-105 7-035 6.5% 0-234 0.7% 52% False False 1,633,933
100 114-030 105-105 8-245 8.0% 0-231 0.7% 42% False False 1,307,829
120 114-155 105-105 9-050 8.4% 0-228 0.7% 40% False False 1,089,869
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 112-224
2.618 111-095
1.618 110-140
1.000 109-290
0.618 109-185
HIGH 109-015
0.618 108-230
0.500 108-198
0.382 108-165
LOW 108-060
0.618 107-210
1.000 107-105
1.618 106-255
2.618 105-300
4.250 104-171
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 108-279 108-291
PP 108-238 108-262
S1 108-198 108-232

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

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