ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	109-010	108-270	-0-060	-0.2%	108-220
High	109-085	108-310	-0-095	-0.3%	109-085
Low	108-190	108-105	-0-085	-0.2%	108-105
Close	108-260	108-125	-0-135	-0.4%	108-125
Range	0-215	0-205	-0-010	-4.7%	0-300
ATR	0-251	0-248	-0-003	-1.3%	0-000
Volume	3,694,051	2,272,498	-1,421,553	-38.5%	10,530,710

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-155	110-025	108-238
R3	109-270	109-140	108-181
R2	109-065	109-065	108-163
R1	108-255	108-255	108-144	108-218
PP	108-180	108-180	108-180	108-161
S1	108-050	108-050	108-106	108-012
S2	107-295	107-295	108-087
S3	107-090	107-165	108-069
S4	106-205	106-280	108-012

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-152	110-278	108-290
R3	110-172	109-298	108-208
R2	109-192	109-192	108-180
R1	108-318	108-318	108-152	108-265
PP	108-212	108-212	108-212	108-185
S1	108-018	108-018	108-098	107-285
S2	107-232	107-232	108-070
S3	106-252	107-038	108-042
S4	105-272	106-058	107-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-085	108-105	0-300	0.9%	0-182	0.5%	7%	False	True	2,443,177
10	109-085	107-000	2-085	2.1%	0-232	0.7%	61%	False	False	2,192,944
20	109-085	105-275	3-130	3.1%	0-250	0.7%	74%	False	False	2,155,647
40	109-085	105-105	3-300	3.6%	0-259	0.7%	78%	False	False	2,081,269
60	111-125	105-105	6-020	5.6%	0-236	0.7%	51%	False	False	1,885,810
80	112-140	105-105	7-035	6.6%	0-234	0.7%	43%	False	False	1,577,642
100	114-030	105-105	8-245	8.1%	0-232	0.7%	35%	False	False	1,262,658
120	114-155	105-105	9-050	8.4%	0-226	0.7%	33%	False	False	1,052,224

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	111-221
2.618	110-207
1.618	110-002
1.000	109-195
0.618	109-117
HIGH	108-310
0.618	108-232
0.500	108-208
0.382	108-183
LOW	108-105
0.618	107-298
1.000	107-220
1.618	107-093
2.618	106-208
4.250	105-194

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	108-208	108-255
PP	108-180	108-212
S1	108-152	108-168

Download as Excel Spreadsheet

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

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