ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 15-Nov-2023

Day Change Summary
	Previous	Current
	14-Nov-2023	15-Nov-2023	Change	Change %	Previous Week
Open	107-115	108-255	1-140	1.3%	108-075
High	108-310	108-305	-0-005	0.0%	108-170
Low	107-095	108-025	0-250	0.7%	107-085
Close	108-290	108-070	-0-220	-0.6%	107-135
Range	1-215	0-280	-0-255	-47.7%	1-085
ATR	0-281	0-281	0-000	0.0%	0-000
Volume	2,641,567	2,436,582	-204,985	-7.8%	9,162,717

Daily Pivots for day following 15-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-013	110-162	108-224
R3	110-053	109-202	108-147
R2	109-093	109-093	108-121
R1	108-242	108-242	108-096	108-188
PP	108-133	108-133	108-133	108-106
S1	107-282	107-282	108-044	107-228
S2	107-173	107-173	108-019
S3	106-213	107-002	107-313
S4	105-253	106-042	107-236

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	108-310	107-000	1-310	1.8%	0-307	0.9%	62%	False	False	2,024,461
10	108-310	107-000	1-310	1.8%	0-288	0.8%	62%	False	False	2,081,105
20	108-310	105-105	3-205	3.4%	0-274	0.8%	79%	False	False	2,093,431
40	108-310	105-105	3-205	3.4%	0-264	0.8%	79%	False	False	2,001,745
60	111-125	105-105	6-020	5.6%	0-238	0.7%	48%	False	False	1,858,506
80	112-260	105-105	7-155	6.9%	0-238	0.7%	39%	False	False	1,403,919
100	114-030	105-105	8-245	8.1%	0-232	0.7%	33%	False	False	1,123,370
120	115-075	105-105	9-290	9.2%	0-219	0.6%	29%	False	False	936,145

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-215
2.618	111-078
1.618	110-118
1.000	109-265
0.618	109-158
HIGH	108-305
0.618	108-198
0.500	108-165
0.382	108-132
LOW	108-025
0.618	107-172
1.000	107-065
1.618	106-212
2.618	105-252
4.250	104-115

Fisher Pivots for day following 15-Nov-2023
Pivot	1 day	3 day
R1	108-165	108-045
PP	108-133	108-020
S1	108-102	107-315

Download as Excel Spreadsheet

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

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