ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 112-050 112-080 0-030 0.1% 110-010
High 112-085 112-100 0-015 0.0% 112-185
Low 111-295 112-050 0-075 0.2% 109-220
Close 111-305 112-060 0-075 0.2% 112-035
Range 0-110 0-050 -0-060 -54.5% 2-285
ATR 0-248 0-238 -0-009 -3.8% 0-000
Volume 56 182 126 225.0% 6,627
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 112-220 112-190 112-088
R3 112-170 112-140 112-074
R2 112-120 112-120 112-069
R1 112-090 112-090 112-065 112-080
PP 112-070 112-070 112-070 112-065
S1 112-040 112-040 112-055 112-030
S2 112-020 112-020 112-051
S3 111-290 111-310 112-046
S4 111-240 111-260 112-032
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
5 112-185 110-090 2-095 2.0% 0-238 0.7% 83% False False 661
10 112-185 109-220 2-285 2.6% 0-224 0.6% 86% False False 1,308
20 112-185 108-060 4-125 3.9% 0-222 0.6% 91% False False 838,060
40 112-185 105-150 7-035 6.3% 0-243 0.7% 95% False False 1,429,472
60 112-185 105-105 7-080 6.5% 0-250 0.7% 95% False False 1,616,808
80 112-185 105-105 7-080 6.5% 0-234 0.7% 95% False False 1,593,299
100 112-185 105-105 7-080 6.5% 0-232 0.6% 95% False False 1,340,703
120 114-030 105-105 8-245 7.8% 0-231 0.6% 78% False False 1,117,533
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 112-312
2.618 112-231
1.618 112-181
1.000 112-150
0.618 112-131
HIGH 112-100
0.618 112-081
0.500 112-075
0.382 112-069
LOW 112-050
0.618 112-019
1.000 112-000
1.618 111-289
2.618 111-239
4.250 111-158
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 112-075 112-057
PP 112-070 112-053
S1 112-065 112-050

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

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