ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 15-Dec-2023
Day Change Summary
Previous Current
14-Dec-2023 15-Dec-2023 Change Change % Previous Week
Open 111-220 112-115 0-215 0.6% 110-010
High 112-185 112-155 -0-030 -0.1% 112-185
Low 111-175 111-265 0-090 0.3% 109-220
Close 112-075 112-035 -0-040 -0.1% 112-035
Range 1-010 0-210 -0-120 -36.4% 2-285
ATR 0-262 0-258 -0-004 -1.4% 0-000
Volume 1,286 631 -655 -50.9% 6,627
Daily Pivots for day following 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 114-035 113-245 112-150
R3 113-145 113-035 112-093
R2 112-255 112-255 112-074
R1 112-145 112-145 112-054 112-095
PP 112-045 112-045 112-045 112-020
S1 111-255 111-255 112-016 111-205
S2 111-155 111-155 111-316
S3 110-265 111-045 111-297
S4 110-055 110-155 111-240
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 120-042 119-003 113-224
R3 117-077 116-038 112-289
R2 114-112 114-112 112-205
R1 113-073 113-073 112-120 113-252
PP 111-147 111-147 111-147 111-236
S1 110-108 110-108 111-270 110-288
S2 108-182 108-182 111-185
S3 105-217 107-143 111-101
S4 102-252 104-178 110-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-185 109-220 2-285 2.6% 0-276 0.8% 84% False False 1,325
10 112-185 109-220 2-285 2.6% 0-248 0.7% 84% False False 2,822
20 112-185 108-060 4-125 3.9% 0-233 0.6% 89% False False 1,002,688
40 112-185 105-125 7-060 6.4% 0-254 0.7% 93% False False 1,531,002
60 112-185 105-105 7-080 6.5% 0-254 0.7% 94% False False 1,661,578
80 112-185 105-105 7-080 6.5% 0-236 0.7% 94% False False 1,654,234
100 112-260 105-105 7-155 6.7% 0-238 0.7% 91% False False 1,340,789
120 114-030 105-105 8-245 7.8% 0-233 0.6% 77% False False 1,117,536
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-088
2.618 114-065
1.618 113-175
1.000 113-045
0.618 112-285
HIGH 112-155
0.618 112-075
0.500 112-050
0.382 112-025
LOW 111-265
0.618 111-135
1.000 111-055
1.618 110-245
2.618 110-035
4.250 109-012
Fisher Pivots for day following 15-Dec-2023
Pivot 1 day 3 day
R1 112-050 111-282
PP 112-045 111-210
S1 112-040 111-138

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

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