ECBOT 10 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 01-Dec-2023
Day Change Summary
Previous Current
30-Nov-2023 01-Dec-2023 Change Change % Previous Week
Open 110-285 110-260 -0-025 -0.1% 110-025
High 110-310 111-105 0-115 0.3% 111-105
Low 110-090 110-260 0-170 0.5% 109-145
Close 110-115 111-075 0-280 0.8% 111-075
Range 0-220 0-165 -0-055 -25.0% 1-280
ATR 0-179 0-188 0-009 5.2% 0-000
Volume 70 7 -63 -90.0% 164
Daily Pivots for day following 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 112-215 112-150 111-166
R3 112-050 111-305 111-120
R2 111-205 111-205 111-105
R1 111-140 111-140 111-090 111-172
PP 111-040 111-040 111-040 111-056
S1 110-295 110-295 111-060 111-008
S2 110-195 110-195 111-045
S3 110-030 110-130 111-030
S4 109-185 109-285 110-304
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 116-095 115-205 112-085
R3 114-135 113-245 111-240
R2 112-175 112-175 111-185
R1 111-285 111-285 111-130 112-070
PP 110-215 110-215 110-215 110-268
S1 110-005 110-005 111-020 110-110
S2 108-255 108-255 110-285
S3 106-295 108-045 110-230
S4 105-015 106-085 110-065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-105 109-145 1-280 1.7% 0-212 0.6% 95% True False 32
10 111-105 109-145 1-280 1.7% 0-118 0.3% 95% True False 17
20 111-105 108-130 2-295 2.6% 0-080 0.2% 97% True False 8
40 111-105 106-075 5-030 4.6% 0-059 0.2% 98% True False 4
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-166
2.618 112-217
1.618 112-052
1.000 111-270
0.618 111-207
HIGH 111-105
0.618 111-042
0.500 111-022
0.382 111-003
LOW 110-260
0.618 110-158
1.000 110-095
1.618 109-313
2.618 109-148
4.250 108-199
Fisher Pivots for day following 01-Dec-2023
Pivot 1 day 3 day
R1 111-058 111-029
PP 111-040 110-303
S1 111-022 110-258

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

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