ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 21-Nov-2023

Day Change Summary
	Previous	Current
	20-Nov-2023	21-Nov-2023	Change	Change %	Previous Week
Open	108-220	108-275	0-055	0.2%	107-110
High	108-295	109-035	0-060	0.2%	109-085
Low	108-140	108-235	0-095	0.3%	107-000
Close	108-270	108-300	0-030	0.1%	108-240
Range	0-155	0-120	-0-035	-22.6%	2-085
ATR	0-264	0-254	-0-010	-3.9%	0-000
Volume	1,607,627	2,956,534	1,348,907	83.9%	9,718,567

Daily Pivots for day following 21-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-017	109-278	109-046
R3	109-217	109-158	109-013
R2	109-097	109-097	109-002
R1	109-038	109-038	108-311	109-068
PP	108-297	108-297	108-297	108-311
S1	108-238	108-238	108-289	108-268
S2	108-177	108-177	108-278
S3	108-057	108-118	108-267
S4	107-257	107-318	108-234

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	108-025	1-060	1.1%	0-200	0.6%	72%	False	False	2,079,907
10	109-085	107-000	2-085	2.1%	0-246	0.7%	86%	False	False	1,995,267
20	109-085	105-150	3-255	3.5%	0-260	0.7%	91%	False	False	2,076,727
40	109-085	105-105	3-300	3.6%	0-263	0.8%	92%	False	False	2,040,000
60	111-125	105-105	6-020	5.6%	0-237	0.7%	60%	False	False	1,849,839
80	112-140	105-105	7-035	6.5%	0-234	0.7%	51%	False	False	1,503,301
100	114-030	105-105	8-245	8.0%	0-232	0.7%	41%	False	False	1,202,993
120	114-180	105-105	9-075	8.5%	0-223	0.6%	39%	False	False	1,002,503

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	110-225
2.618	110-029
1.618	109-229
1.000	109-155
0.618	109-109
HIGH	109-035
0.618	108-309
0.500	108-295
0.382	108-281
LOW	108-235
0.618	108-161
1.000	108-115
1.618	108-041
2.618	107-241
4.250	107-045

Fisher Pivots for day following 21-Nov-2023
Pivot	1 day	3 day
R1	108-298	108-291
PP	108-297	108-282
S1	108-295	108-272

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

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