ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 16-Nov-2023

Day Change Summary
	Previous	Current
	15-Nov-2023	16-Nov-2023	Change	Change %	Previous Week
Open	108-255	108-080	-0-175	-0.5%	108-075
High	108-305	108-300	-0-005	0.0%	108-170
Low	108-025	108-070	0-045	0.1%	107-085
Close	108-070	108-275	0-205	0.6%	107-135
Range	0-280	0-230	-0-050	-17.9%	1-085
ATR	0-281	0-277	-0-004	-1.3%	0-000
Volume	2,436,582	1,713,618	-722,964	-29.7%	9,162,717

Daily Pivots for day following 16-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-265	110-180	109-082
R3	110-035	109-270	109-018
R2	109-125	109-125	108-317
R1	109-040	109-040	108-296	109-082
PP	108-215	108-215	108-215	108-236
S1	108-130	108-130	108-254	108-172
S2	107-305	107-305	108-233
S3	107-075	107-220	108-212
S4	106-165	106-310	108-148

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%	0-282	0.8%	94%	False	False	1,942,710
10	108-310	107-000	1-310	1.8%	0-286	0.8%	94%	False	False	2,007,362
20	108-310	105-125	3-185	3.3%	0-276	0.8%	97%	False	False	2,059,317
40	108-310	105-105	3-205	3.3%	0-265	0.8%	97%	False	False	1,991,024
60	111-125	105-105	6-020	5.6%	0-237	0.7%	58%	False	False	1,871,416
80	112-260	105-105	7-155	6.9%	0-239	0.7%	47%	False	False	1,425,314
100	114-030	105-105	8-245	8.1%	0-233	0.7%	40%	False	False	1,140,506
120	115-075	105-105	9-290	9.1%	0-220	0.6%	36%	False	False	950,425

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	0-043
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111-318
2.618	110-262
1.618	110-032
1.000	109-210
0.618	109-122
HIGH	108-300
0.618	108-212
0.500	108-185
0.382	108-158
LOW	108-070
0.618	107-248
1.000	107-160
1.618	107-018
2.618	106-108
4.250	105-052

Fisher Pivots for day following 16-Nov-2023
Pivot	1 day	3 day
R1	108-245	108-198
PP	108-215	108-120
S1	108-185	108-042

Download as Excel Spreadsheet

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

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