ECBOT 10 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 112-215 112-205 -0-010 0.0% 112-155
High 112-240 113-120 0-200 0.6% 113-045
Low 112-175 112-180 0-005 0.0% 112-060
Close 112-230 113-105 0-195 0.5% 112-190
Range 0-065 0-260 0-195 300.0% 0-305
ATR 0-218 0-221 0-003 1.4% 0-000
Volume 396,317 906,098 509,781 128.6% 6,050,080
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 115-168 115-077 113-248
R3 114-228 114-137 113-176
R2 113-288 113-288 113-153
R1 113-197 113-197 113-129 113-242
PP 113-028 113-028 113-028 113-051
S1 112-257 112-257 113-081 112-302
S2 112-088 112-088 113-057
S3 111-148 111-317 113-034
S4 110-208 111-057 112-282
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 115-160 115-000 113-038
R3 114-175 114-015 112-274
R2 113-190 113-190 112-246
R1 113-030 113-030 112-218 113-110
PP 112-205 112-205 112-205 112-245
S1 112-045 112-045 112-162 112-125
S2 111-220 111-220 112-134
S3 110-235 111-060 112-106
S4 109-250 110-075 112-022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-120 112-110 1-010 0.9% 0-172 0.5% 95% True False 1,023,649
10 113-120 110-160 2-280 2.5% 0-214 0.6% 98% True False 1,479,193
20 113-120 109-220 3-220 3.3% 0-222 0.6% 99% True False 1,752,844
40 113-120 106-050 7-070 6.4% 0-241 0.7% 99% True False 1,191,455
60 113-120 105-215 7-225 6.8% 0-242 0.7% 99% True False 794,590
80 113-120 105-215 7-225 6.8% 0-216 0.6% 99% True False 595,961
100 113-120 105-215 7-225 6.8% 0-180 0.5% 99% True False 476,769
120 114-100 105-215 8-205 7.6% 0-153 0.4% 89% False False 397,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 116-265
2.618 115-161
1.618 114-221
1.000 114-060
0.618 113-281
HIGH 113-120
0.618 113-021
0.500 112-310
0.382 112-279
LOW 112-180
0.618 112-019
1.000 111-240
1.618 111-079
2.618 110-139
4.250 109-035
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 113-067 113-063
PP 113-028 113-022
S1 112-310 112-300

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

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