ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 07-Dec-2023

Day Change Summary
	Previous	Current
	06-Dec-2023	07-Dec-2023	Change	Change %	Previous Week
Open	110-290	111-075	0-105	0.3%	108-255
High	111-085	111-095	0-010	0.0%	110-280
Low	110-205	110-230	0-025	0.1%	108-185
Close	111-045	111-050	0-005	0.0%	110-215
Range	0-200	0-185	-0-015	-7.5%	2-095
ATR	0-245	0-240	-0-004	-1.7%	0-000
Volume	1,752,354	1,879,849	127,495	7.3%	14,384,433

Daily Pivots for day following 07-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-253	112-177	111-152
R3	112-068	111-312	111-101
R2	111-203	111-203	111-084
R1	111-127	111-127	111-067	111-072
PP	111-018	111-018	111-018	110-311
S1	110-262	110-262	111-033	110-208
S2	110-153	110-153	111-016
S3	109-288	110-077	110-319
S4	109-103	109-212	110-268

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-298	116-032	111-299
R3	114-203	113-257	111-097
R2	112-108	112-108	111-030
R1	111-162	111-162	110-282	111-295
PP	110-013	110-013	110-013	110-080
S1	109-067	109-067	110-148	109-200
S2	107-238	107-238	110-080
S3	105-143	106-292	110-013
S4	103-048	104-197	109-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-095	109-250	1-165	1.4%	0-237	0.7%	91%	True	False	1,907,557
10	111-095	108-185	2-230	2.4%	0-234	0.7%	95%	True	False	2,299,649
20	111-095	107-115	3-300	3.5%	0-240	0.7%	96%	True	False	1,368,720
40	111-095	105-215	5-200	5.1%	0-249	0.7%	98%	True	False	686,227
60	111-095	105-215	5-200	5.1%	0-233	0.7%	98%	True	False	457,548
80	111-220	105-215	6-005	5.4%	0-187	0.5%	91%	False	False	343,163
100	114-090	105-215	8-195	7.7%	0-153	0.4%	64%	False	False	274,531

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	113-241
2.618	112-259
1.618	112-074
1.000	111-280
0.618	111-209
HIGH	111-095
0.618	111-024
0.500	111-002
0.382	110-301
LOW	110-230
0.618	110-116
1.000	110-045
1.618	109-251
2.618	109-066
4.250	108-084

Fisher Pivots for day following 07-Dec-2023
Pivot	1 day	3 day
R1	111-034	111-012
PP	111-018	110-295
S1	111-002	110-258

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