ECBOT 10 Year T-Note Future March 2024


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 109-080 108-255 -0-145 -0.4% 109-030
High 109-115 109-135 0-020 0.1% 109-210
Low 108-225 108-185 -0-040 -0.1% 108-225
Close 108-250 109-120 0-190 0.5% 108-250
Range 0-210 0-270 0-060 28.6% 0-305
ATR 0-242 0-244 0-002 0.8% 0-000
Volume 1,461,977 3,755,792 2,293,815 156.9% 5,582,144
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 111-210 111-115 109-268
R3 110-260 110-165 109-194
R2 109-310 109-310 109-170
R1 109-215 109-215 109-145 109-262
PP 109-040 109-040 109-040 109-064
S1 108-265 108-265 109-095 108-312
S2 108-090 108-090 109-070
S3 107-140 107-315 109-046
S4 106-190 107-045 108-292
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 111-290 111-095 109-098
R3 110-305 110-110 109-014
R2 110-000 110-000 108-306
R1 109-125 109-125 108-278 109-070
PP 109-015 109-015 109-015 108-308
S1 108-140 108-140 108-222 108-085
S2 108-030 108-030 108-194
S3 107-045 107-155 108-166
S4 106-060 106-170 108-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-210 108-185 1-025 1.0% 0-192 0.5% 74% False True 1,867,587
10 109-210 107-115 2-095 2.1% 0-238 0.7% 88% False False 954,834
20 109-210 106-050 3-160 3.2% 0-254 0.7% 92% False False 482,967
40 109-210 105-215 3-315 3.6% 0-251 0.7% 93% False False 241,828
60 111-220 105-215 6-005 5.5% 0-213 0.6% 62% False False 161,239
80 112-235 105-215 7-020 6.5% 0-166 0.5% 52% False False 120,929
100 114-100 105-215 8-205 7.9% 0-137 0.4% 43% False False 96,744
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 0-054
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 113-002
2.618 111-202
1.618 110-252
1.000 110-085
0.618 109-302
HIGH 109-135
0.618 109-032
0.500 109-000
0.382 108-288
LOW 108-185
0.618 108-018
1.000 107-235
1.618 107-068
2.618 106-118
4.250 104-318
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 109-080 109-092
PP 109-040 109-065
S1 109-000 109-038

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

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