ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 14-Nov-2023

Day Change Summary
	Previous	Current
	13-Nov-2023	14-Nov-2023	Change	Change %	Previous Week
Open	107-110	107-115	0-005	0.0%	108-075
High	107-155	108-310	1-155	1.4%	108-170
Low	107-000	107-095	0-095	0.3%	107-085
Close	107-140	108-290	1-150	1.4%	107-135
Range	0-155	1-215	1-060	245.2%	1-085
ATR	0-261	0-281	0-020	7.5%	0-000
Volume	1,241,622	2,641,567	1,399,945	112.8%	9,162,717

Daily Pivots for day following 14-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-130	112-265	109-264
R3	111-235	111-050	109-117
R2	110-020	110-020	109-068
R1	109-155	109-155	109-019	109-248
PP	108-125	108-125	108-125	108-171
S1	107-260	107-260	108-241	108-032
S2	106-230	106-230	108-192
S3	105-015	106-045	108-143
S4	103-120	104-150	107-316

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-172	110-238	108-038
R3	110-087	109-153	107-246
R2	109-002	109-002	107-209
R1	108-068	108-068	107-172	107-312
PP	107-237	107-237	107-237	107-199
S1	106-303	106-303	107-098	106-228
S2	106-152	106-152	107-061
S3	105-067	105-218	107-024
S4	103-302	104-133	106-232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-310	107-000	1-310	1.8%	0-293	0.8%	97%	True	False	1,910,626
10	108-310	105-275	3-035	2.9%	0-303	0.9%	98%	True	False	2,110,828
20	108-310	105-105	3-205	3.3%	0-272	0.8%	98%	True	False	2,069,015
40	109-170	105-105	4-065	3.9%	0-263	0.8%	85%	False	False	1,981,865
60	111-125	105-105	6-020	5.6%	0-236	0.7%	59%	False	False	1,820,957
80	112-260	105-105	7-155	6.9%	0-236	0.7%	48%	False	False	1,373,486
100	114-030	105-105	8-245	8.0%	0-231	0.7%	41%	False	False	1,099,004
120	115-075	105-105	9-290	9.1%	0-216	0.6%	36%	False	False	915,840

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	0-042
Widest range in 166 trading days

Fibonacci Retracements and Extensions
4.250	116-024
2.618	113-111
1.618	111-216
1.000	110-205
0.618	110-001
HIGH	108-310
0.618	108-106
0.500	108-042
0.382	107-299
LOW	107-095
0.618	106-084
1.000	105-200
1.618	104-189
2.618	102-294
4.250	100-061

Fisher Pivots for day following 14-Nov-2023
Pivot	1 day	3 day
R1	108-208	108-192
PP	108-125	108-093
S1	108-042	107-315

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols