ECBOT 10 Year T-Note Future December 2023

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

Day Change Summary
	Previous	Current
	06-Nov-2023	07-Nov-2023	Change	Change %	Previous Week
Open	108-075	107-230	-0-165	-0.5%	106-140
High	108-075	108-095	0-020	0.1%	108-250
Low	107-180	107-195	0-015	0.0%	105-275
Close	107-190	108-040	0-170	0.5%	108-115
Range	0-215	0-220	0-005	2.3%	2-295
ATR	0-276	0-272	-0-004	-1.3%	0-000
Volume	1,637,310	1,855,465	218,155	13.3%	11,964,024

Daily Pivots for day following 07-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-023	109-252	108-161
R3	109-123	109-032	108-100
R2	108-223	108-223	108-080
R1	108-132	108-132	108-060	108-178
PP	108-003	108-003	108-003	108-026
S1	107-232	107-232	108-020	107-278
S2	107-103	107-103	108-000
S3	106-203	107-012	107-300
S4	105-303	106-112	107-239

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%	0-313	0.9%	78%	False	False	2,311,030
10	108-250	105-150	3-100	3.1%	0-274	0.8%	80%	False	False	2,158,187
20	108-250	105-105	3-145	3.2%	0-270	0.8%	81%	False	False	2,053,640
40	110-075	105-105	4-290	4.5%	0-250	0.7%	57%	False	False	1,908,267
60	111-125	105-105	6-020	5.6%	0-230	0.7%	46%	False	False	1,669,666
80	114-030	105-105	8-245	8.1%	0-231	0.7%	32%	False	False	1,254,248
100	114-050	105-105	8-265	8.2%	0-226	0.7%	32%	False	False	1,003,474
120	115-075	105-105	9-290	9.2%	0-204	0.6%	28%	False	False	836,231

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-070
2.618	110-031
1.618	109-131
1.000	108-315
0.618	108-231
HIGH	108-095
0.618	108-011
0.500	107-305
0.382	107-279
LOW	107-195
0.618	107-059
1.000	106-295
1.618	106-159
2.618	105-259
4.250	104-220

Fisher Pivots for day following 07-Nov-2023
Pivot	1 day	3 day
R1	108-022	108-036
PP	108-003	108-032
S1	107-305	108-028

Download as Excel Spreadsheet

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

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