ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	108-280	108-220	-0-060	-0.2%	107-110
High	109-085	108-295	-0-110	-0.3%	109-085
Low	108-190	108-140	-0-050	-0.1%	107-000
Close	108-240	108-270	0-030	0.1%	108-240
Range	0-215	0-155	-0-060	-27.9%	2-085
ATR	0-273	0-264	-0-008	-3.1%	0-000
Volume	1,685,178	1,607,627	-77,551	-4.6%	9,718,567

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-060	110-000	109-035
R3	109-225	109-165	108-313
R2	109-070	109-070	108-298
R1	109-010	109-010	108-284	109-040
PP	108-235	108-235	108-235	108-250
S1	108-175	108-175	108-256	108-205
S2	108-080	108-080	108-242
S3	107-245	108-020	108-227
S4	107-090	107-185	108-185

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-043	114-067	109-319
R3	112-278	111-302	109-119
R2	110-193	110-193	109-053
R1	109-217	109-217	108-306	110-045
PP	108-108	108-108	108-108	108-182
S1	107-132	107-132	108-174	107-280
S2	106-023	106-023	108-107
S3	103-258	105-047	108-041
S4	101-173	102-282	107-161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-085	107-095	1-310	1.8%	0-283	0.8%	79%	False	False	2,016,914
10	109-085	107-000	2-085	2.1%	0-256	0.7%	81%	False	False	1,885,160
20	109-085	105-150	3-255	3.5%	0-264	0.8%	89%	False	False	2,020,884
40	109-085	105-105	3-300	3.6%	0-264	0.8%	89%	False	False	2,006,183
60	111-125	105-105	6-020	5.6%	0-237	0.7%	58%	False	False	1,845,046
80	112-140	105-105	7-035	6.5%	0-235	0.7%	49%	False	False	1,466,364
100	114-030	105-105	8-245	8.1%	0-232	0.7%	40%	False	False	1,173,428
120	115-075	105-105	9-290	9.1%	0-222	0.6%	35%	False	False	977,865

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-054
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	110-314
2.618	110-061
1.618	109-226
1.000	109-130
0.618	109-071
HIGH	108-295
0.618	108-236
0.500	108-218
0.382	108-199
LOW	108-140
0.618	108-044
1.000	107-305
1.618	107-209
2.618	107-054
4.250	106-121

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	108-252	108-259
PP	108-235	108-248
S1	108-218	108-238

Download as Excel Spreadsheet

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

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