ECBOT 10 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 07-Dec-2023
Day Change Summary
Previous Current
06-Dec-2023 07-Dec-2023 Change Change % Previous Week
Open 110-290 111-075 0-105 0.3% 108-255
High 111-085 111-095 0-010 0.0% 110-280
Low 110-205 110-230 0-025 0.1% 108-185
Close 111-045 111-050 0-005 0.0% 110-215
Range 0-200 0-185 -0-015 -7.5% 2-095
ATR 0-245 0-240 -0-004 -1.7% 0-000
Volume 1,752,354 1,879,849 127,495 7.3% 14,384,433
Daily Pivots for day following 07-Dec-2023
Classic Woodie Camarilla DeMark
R4 112-253 112-177 111-152
R3 112-068 111-312 111-101
R2 111-203 111-203 111-084
R1 111-127 111-127 111-067 111-072
PP 111-018 111-018 111-018 110-311
S1 110-262 110-262 111-033 110-208
S2 110-153 110-153 111-016
S3 109-288 110-077 110-319
S4 109-103 109-212 110-268
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 116-298 116-032 111-299
R3 114-203 113-257 111-097
R2 112-108 112-108 111-030
R1 111-162 111-162 110-282 111-295
PP 110-013 110-013 110-013 110-080
S1 109-067 109-067 110-148 109-200
S2 107-238 107-238 110-080
S3 105-143 106-292 110-013
S4 103-048 104-197 109-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-095 109-250 1-165 1.4% 0-237 0.7% 91% True False 1,907,557
10 111-095 108-185 2-230 2.4% 0-234 0.7% 95% True False 2,299,649
20 111-095 107-115 3-300 3.5% 0-240 0.7% 96% True False 1,368,720
40 111-095 105-215 5-200 5.1% 0-249 0.7% 98% True False 686,227
60 111-095 105-215 5-200 5.1% 0-233 0.7% 98% True False 457,548
80 111-220 105-215 6-005 5.4% 0-187 0.5% 91% False False 343,163
100 114-090 105-215 8-195 7.7% 0-153 0.4% 64% False False 274,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113-241
2.618 112-259
1.618 112-074
1.000 111-280
0.618 111-209
HIGH 111-095
0.618 111-024
0.500 111-002
0.382 110-301
LOW 110-230
0.618 110-116
1.000 110-045
1.618 109-251
2.618 109-066
4.250 108-084
Fisher Pivots for day following 07-Dec-2023
Pivot 1 day 3 day
R1 111-034 111-012
PP 111-018 110-295
S1 111-002 110-258

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

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