ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	108-270	108-135	-0-135	-0.4%	108-220
High	108-310	109-015	0-025	0.1%	109-085
Low	108-105	108-060	-0-045	-0.1%	108-105
Close	108-125	109-000	0-195	0.6%	108-125
Range	0-205	0-275	0-070	34.1%	0-300
ATR	0-248	0-250	0-002	0.8%	0-000
Volume	2,272,498	4,517,362	2,244,864	98.8%	10,530,710

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-103	111-007	109-151
R3	110-148	110-052	109-076
R2	109-193	109-193	109-050
R1	109-097	109-097	109-025	109-145
PP	108-238	108-238	108-238	108-262
S1	108-142	108-142	108-295	108-190
S2	107-283	107-283	108-270
S3	107-008	107-187	108-244
S4	106-053	106-232	108-169

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	108-060	1-025	1.0%	0-194	0.6%	75%	False	True	3,009,614
10	109-085	107-000	2-085	2.1%	0-238	0.7%	88%	False	False	2,476,663
20	109-085	105-275	3-130	3.1%	0-257	0.7%	92%	False	False	2,294,669
40	109-085	105-105	3-300	3.6%	0-261	0.7%	93%	False	False	2,128,390
60	111-125	105-105	6-020	5.6%	0-238	0.7%	61%	False	False	1,929,298
80	112-140	105-105	7-035	6.5%	0-234	0.7%	52%	False	False	1,633,933
100	114-030	105-105	8-245	8.0%	0-231	0.7%	42%	False	False	1,307,829
120	114-155	105-105	9-050	8.4%	0-228	0.7%	40%	False	False	1,089,869

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-052
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	112-224
2.618	111-095
1.618	110-140
1.000	109-290
0.618	109-185
HIGH	109-015
0.618	108-230
0.500	108-198
0.382	108-165
LOW	108-060
0.618	107-210
1.000	107-105
1.618	106-255
2.618	105-300
4.250	104-171

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	108-279	108-291
PP	108-238	108-262
S1	108-198	108-232

Download as Excel Spreadsheet

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

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