ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 15-Nov-2023

Day Change Summary
	Previous	Current
	14-Nov-2023	15-Nov-2023	Change	Change %	Previous Week
Open	107-240	109-055	1-135	1.3%	108-200
High	109-100	109-125	0-025	0.1%	108-290
Low	107-215	108-140	0-245	0.7%	107-200
Close	109-085	108-185	-0-220	-0.6%	107-250
Range	1-205	0-305	-0-220	-41.9%	1-090
ATR	0-270	0-272	0-003	0.9%	0-000
Volume	38,791	32,393	-6,398	-16.5%	78,389

Daily Pivots for day following 15-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-212	111-023	109-033
R3	110-227	110-038	108-269
R2	109-242	109-242	108-241
R1	109-053	109-053	108-213	108-315
PP	108-257	108-257	108-257	108-228
S1	108-068	108-068	108-157	108-010
S2	107-272	107-272	108-129
S3	106-287	107-083	108-101
S4	105-302	106-098	108-017

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-303	111-047	108-156
R3	110-213	109-277	108-043
R2	109-123	109-123	108-005
R1	108-187	108-187	107-288	108-110
PP	108-033	108-033	108-033	107-315
S1	107-097	107-097	107-212	107-020
S2	106-263	106-263	107-175
S3	105-173	106-007	107-137
S4	104-083	104-237	107-024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-125	107-115	2-010	1.9%	0-310	0.9%	60%	True	False	27,000
10	109-125	107-115	2-010	1.9%	0-287	0.8%	60%	True	False	18,612
20	109-125	105-215	3-230	3.4%	0-267	0.8%	78%	True	False	10,384
40	109-125	105-215	3-230	3.4%	0-252	0.7%	78%	True	False	5,336
60	111-220	105-215	6-005	5.5%	0-196	0.6%	48%	False	False	3,561
80	113-120	105-215	7-225	7.1%	0-151	0.4%	38%	False	False	2,671
100	114-165	105-215	8-270	8.1%	0-124	0.4%	33%	False	False	2,137

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	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-141
2.618	111-283
1.618	110-298
1.000	110-110
0.618	109-313
HIGH	109-125
0.618	109-008
0.500	108-292
0.382	108-257
LOW	108-140
0.618	107-272
1.000	107-155
1.618	106-287
2.618	105-302
4.250	104-124

Fisher Pivots for day following 15-Nov-2023
Pivot	1 day	3 day
R1	108-292	108-163
PP	108-257	108-142
S1	108-221	108-120

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