ECBOT 10 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 13-Dec-2023
Day Change Summary
Previous Current
12-Dec-2023 13-Dec-2023 Change Change % Previous Week
Open 111-005 111-105 0-100 0.3% 111-050
High 111-115 112-185 1-070 1.1% 111-230
Low 110-280 111-105 0-145 0.4% 110-235
Close 111-035 112-145 1-110 1.2% 110-265
Range 0-155 1-080 0-245 158.1% 0-315
ATR 0-181 0-201 0-021 11.5% 0-000
Volume 6 17 11 183.3% 43
Daily Pivots for day following 13-Dec-2023
Classic Woodie Camarilla DeMark
R4 115-278 115-132 113-045
R3 114-198 114-052 112-255
R2 113-118 113-118 112-218
R1 112-292 112-292 112-182 113-045
PP 112-038 112-038 112-038 112-075
S1 111-212 111-212 112-108 111-285
S2 110-278 110-278 112-072
S3 109-198 110-132 112-035
S4 108-118 109-052 111-245
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 114-015 113-135 111-118
R3 113-020 112-140 111-032
R2 112-025 112-025 111-003
R1 111-145 111-145 110-294 111-088
PP 111-030 111-030 111-030 111-001
S1 110-150 110-150 110-236 110-092
S2 110-035 110-035 110-207
S3 109-040 109-155 110-178
S4 108-045 108-160 110-092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-185 110-215 1-290 1.7% 0-192 0.5% 93% True False 8
10 112-185 110-090 2-095 2.0% 0-182 0.5% 95% True False 14
20 112-185 109-105 3-080 2.9% 0-135 0.4% 96% True False 12
40 112-185 106-075 6-110 5.6% 0-095 0.3% 98% True False 6
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 0-012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 117-285
2.618 115-272
1.618 114-192
1.000 113-265
0.618 113-112
HIGH 112-185
0.618 112-032
0.500 111-305
0.382 111-258
LOW 111-105
0.618 110-178
1.000 110-025
1.618 109-098
2.618 108-018
4.250 106-005
Fisher Pivots for day following 13-Dec-2023
Pivot 1 day 3 day
R1 112-092 112-057
PP 112-038 111-288
S1 111-305 111-200

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

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