ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 06-Nov-2023

Day Change Summary
	Previous	Current
	03-Nov-2023	06-Nov-2023	Change	Change %	Previous Week
Open	107-175	108-075	0-220	0.6%	106-140
High	108-250	108-075	-0-175	-0.5%	108-250
Low	107-125	107-180	0-055	0.2%	105-275
Close	108-115	107-190	-0-245	-0.7%	108-115
Range	1-125	0-215	-0-230	-51.7%	2-295
ATR	0-277	0-276	-0-002	-0.6%	0-000
Volume	2,877,522	1,637,310	-1,240,212	-43.1%	11,964,024

Daily Pivots for day following 06-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-260	109-120	107-308
R3	109-045	108-225	107-249
R2	108-150	108-150	107-229
R1	108-010	108-010	107-210	107-292
PP	107-255	107-255	107-255	107-236
S1	107-115	107-115	107-170	107-078
S2	107-040	107-040	107-151
S3	106-145	106-220	107-131
S4	105-250	106-005	107-072

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-138	115-102	109-309
R3	113-163	112-127	109-052
R2	110-188	110-188	108-286
R1	109-152	109-152	108-201	110-010
PP	107-213	107-213	107-213	107-302
S1	106-177	106-177	108-029	107-035
S2	104-238	104-238	107-264
S3	101-263	103-202	107-178
S4	98-288	100-227	106-241

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-250	105-275	2-295	2.7%	0-319	0.9%	59%	False	False	2,410,980
10	108-250	105-150	3-100	3.1%	0-272	0.8%	64%	False	False	2,156,609
20	108-250	105-105	3-145	3.2%	0-270	0.8%	66%	False	False	2,056,634
40	110-075	105-105	4-290	4.6%	0-246	0.7%	46%	False	False	1,887,131
60	111-125	105-105	6-020	5.6%	0-229	0.7%	37%	False	False	1,639,163
80	114-030	105-105	8-245	8.1%	0-230	0.7%	26%	False	False	1,231,059
100	114-050	105-105	8-265	8.2%	0-226	0.7%	26%	False	False	984,920
120	115-265	105-105	10-160	9.8%	0-202	0.6%	22%	False	False	820,769

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	111-029
2.618	109-318
1.618	109-103
1.000	108-290
0.618	108-208
HIGH	108-075
0.618	107-313
0.500	107-288
0.382	107-262
LOW	107-180
0.618	107-047
1.000	106-285
1.618	106-152
2.618	105-257
4.250	104-226

Fisher Pivots for day following 06-Nov-2023
Pivot	1 day	3 day
R1	107-288	107-298
PP	107-255	107-262
S1	107-222	107-226

Download as Excel Spreadsheet

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

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