ECBOT 10 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 21-Nov-2023
Day Change Summary
Previous Current
20-Nov-2023 21-Nov-2023 Change Change % Previous Week
Open 109-030 109-080 0-050 0.1% 107-215
High 109-100 109-155 0-055 0.2% 109-200
Low 108-265 109-040 0-095 0.3% 107-115
Close 109-070 109-100 0-030 0.1% 109-040
Range 0-155 0-115 -0-040 -25.8% 2-085
ATR 0-257 0-247 -0-010 -4.0% 0-000
Volume 263,075 1,576,041 1,312,966 499.1% 210,413
Daily Pivots for day following 21-Nov-2023
Classic Woodie Camarilla DeMark
R4 110-123 110-067 109-163
R3 110-008 109-272 109-132
R2 109-213 109-213 109-121
R1 109-157 109-157 109-111 109-185
PP 109-098 109-098 109-098 109-112
S1 109-042 109-042 109-089 109-070
S2 108-303 108-303 109-079
S3 108-188 108-247 109-068
S4 108-073 108-132 109-037
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 115-160 114-185 110-119
R3 113-075 112-100 109-239
R2 110-310 110-310 109-173
R1 110-015 110-015 109-106 110-162
PP 108-225 108-225 108-225 108-299
S1 107-250 107-250 108-294 108-078
S2 106-140 106-140 108-227
S3 104-055 105-165 108-161
S4 101-290 103-080 107-281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-200 108-140 1-060 1.1% 0-202 0.6% 74% False False 398,851
10 109-200 107-115 2-085 2.1% 0-246 0.7% 86% False False 211,133
20 109-200 105-265 3-255 3.5% 0-256 0.7% 92% False False 108,363
40 109-200 105-215 3-305 3.6% 0-253 0.7% 92% False False 54,376
60 111-220 105-215 6-005 5.5% 0-207 0.6% 61% False False 36,259
80 112-235 105-215 7-020 6.5% 0-157 0.4% 52% False False 27,194
100 114-100 105-215 8-205 7.9% 0-131 0.4% 42% False False 21,755
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 111-004
2.618 110-136
1.618 110-021
1.000 109-270
0.618 109-226
HIGH 109-155
0.618 109-111
0.500 109-098
0.382 109-084
LOW 109-040
0.618 108-289
1.000 108-245
1.618 108-174
2.618 108-059
4.250 107-191
Fisher Pivots for day following 21-Nov-2023
Pivot 1 day 3 day
R1 109-099 109-091
PP 109-098 109-082
S1 109-098 109-072

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

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