ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 28-Nov-2023
Day Change Summary
Previous Current
27-Nov-2023 28-Nov-2023 Change Change % Previous Week
Open 108-135 108-315 0-180 0.5% 108-220
High 109-015 109-195 0-180 0.5% 109-085
Low 108-060 108-255 0-195 0.6% 108-105
Close 109-000 109-170 0-170 0.5% 108-125
Range 0-275 0-260 -0-015 -5.5% 0-300
ATR 0-250 0-250 0-001 0.3% 0-000
Volume 4,517,362 2,600,614 -1,916,748 -42.4% 10,530,710
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 111-240 111-145 109-313
R3 110-300 110-205 109-242
R2 110-040 110-040 109-218
R1 109-265 109-265 109-194 109-312
PP 109-100 109-100 109-100 109-124
S1 109-005 109-005 109-146 109-052
S2 108-160 108-160 109-122
S3 107-220 108-065 109-098
S4 106-280 107-125 109-027
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
5 109-195 108-060 1-135 1.3% 0-215 0.6% 95% True False 3,208,211
10 109-195 107-095 2-100 2.1% 0-249 0.7% 97% True False 2,612,563
20 109-195 105-275 3-240 3.4% 0-262 0.7% 98% True False 2,347,378
40 109-195 105-105 4-090 3.9% 0-262 0.7% 98% True False 2,152,664
60 110-170 105-105 5-065 4.8% 0-237 0.7% 81% False False 1,942,747
80 112-140 105-105 7-035 6.5% 0-231 0.7% 59% False False 1,666,298
100 114-030 105-105 8-245 8.0% 0-232 0.7% 48% False False 1,333,824
120 114-100 105-105 8-315 8.2% 0-228 0.7% 47% False False 1,111,539
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 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-020
2.618 111-236
1.618 110-296
1.000 110-135
0.618 110-036
HIGH 109-195
0.618 109-096
0.500 109-065
0.382 109-034
LOW 108-255
0.618 108-094
1.000 107-315
1.618 107-154
2.618 106-214
4.250 105-110
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 109-135 109-102
PP 109-100 109-035
S1 109-065 108-288

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

View Archives - Comment on this page... - Back to Index of Symbols