ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 13-Nov-2023

Day Change Summary
	Previous	Current
	10-Nov-2023	13-Nov-2023	Change	Change %	Previous Week
Open	107-180	107-110	-0-070	-0.2%	108-075
High	107-295	107-155	-0-140	-0.4%	108-170
Low	107-085	107-000	-0-085	-0.2%	107-085
Close	107-135	107-140	0-005	0.0%	107-135
Range	0-210	0-155	-0-055	-26.2%	1-085
ATR	0-269	0-261	-0-008	-3.0%	0-000
Volume	1,680,163	1,241,622	-438,541	-26.1%	9,162,717

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-243	108-187	107-225
R3	108-088	108-032	107-183
R2	107-253	107-253	107-168
R1	107-197	107-197	107-154	107-225
PP	107-098	107-098	107-098	107-112
S1	107-042	107-042	107-126	107-070
S2	106-263	106-263	107-112
S3	106-108	106-207	107-097
S4	105-273	106-052	107-055

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-172	110-238	108-038
R3	110-087	109-153	107-246
R2	109-002	109-002	107-209
R1	108-068	108-068	107-172	107-312
PP	107-237	107-237	107-237	107-199
S1	106-303	106-303	107-098	106-228
S2	106-152	106-152	107-061
S3	105-067	105-218	107-024
S4	103-302	104-133	106-232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-170	107-000	1-170	1.4%	0-230	0.7%	29%	False	True	1,753,405
10	108-250	105-275	2-295	2.7%	0-274	0.8%	54%	False	False	2,082,193
20	108-250	105-105	3-145	3.2%	0-263	0.8%	61%	False	False	2,044,423
40	109-200	105-105	4-095	4.0%	0-254	0.7%	49%	False	False	1,947,593
60	111-125	105-105	6-020	5.6%	0-231	0.7%	35%	False	False	1,781,038
80	113-045	105-105	7-260	7.3%	0-232	0.7%	27%	False	False	1,340,496
100	114-030	105-105	8-245	8.2%	0-228	0.7%	24%	False	False	1,072,589
120	115-075	105-105	9-290	9.2%	0-212	0.6%	21%	False	False	893,827

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	109-174
2.618	108-241
1.618	108-086
1.000	107-310
0.618	107-251
HIGH	107-155
0.618	107-096
0.500	107-078
0.382	107-059
LOW	107-000
0.618	106-224
1.000	106-165
1.618	106-069
2.618	105-234
4.250	104-301

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	107-119	107-245
PP	107-098	107-210
S1	107-078	107-175

Download as Excel Spreadsheet

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

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