ECBOT 10 Year T-Note Future March 2024


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 108-255 109-120 0-185 0.5% 109-030
High 109-135 109-310 0-175 0.5% 109-210
Low 108-185 109-055 0-190 0.5% 108-225
Close 109-120 109-285 0-165 0.5% 108-250
Range 0-270 0-255 -0-015 -5.6% 0-305
ATR 0-244 0-245 0-001 0.3% 0-000
Volume 3,755,792 2,945,633 -810,159 -21.6% 5,582,144
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 112-022 111-248 110-105
R3 111-087 110-313 110-035
R2 110-152 110-152 110-012
R1 110-058 110-058 109-308 110-105
PP 109-217 109-217 109-217 109-240
S1 109-123 109-123 109-262 109-170
S2 108-282 108-282 109-238
S3 108-027 108-188 109-215
S4 107-092 107-253 109-145
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
5 109-310 108-185 1-125 1.3% 0-212 0.6% 94% True False 2,404,098
10 109-310 107-215 2-095 2.1% 0-248 0.7% 97% True False 1,247,749
20 109-310 106-050 3-260 3.5% 0-260 0.7% 98% True False 630,065
40 109-310 105-215 4-095 3.9% 0-252 0.7% 98% True False 315,463
60 110-260 105-215 5-045 4.7% 0-214 0.6% 82% False False 210,333
80 112-235 105-215 7-020 6.4% 0-169 0.5% 60% False False 157,750
100 114-100 105-215 8-205 7.9% 0-139 0.4% 49% False False 126,200
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 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-114
2.618 112-018
1.618 111-083
1.000 110-245
0.618 110-148
HIGH 109-310
0.618 109-213
0.500 109-182
0.382 109-152
LOW 109-055
0.618 108-217
1.000 108-120
1.618 107-282
2.618 107-027
4.250 105-251
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 109-251 109-219
PP 109-217 109-153
S1 109-182 109-088

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

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