ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 28-Nov-2023

Day Change Summary
	Previous	Current
	27-Nov-2023	28-Nov-2023	Change	Change %	Previous Week
Open	108-135	108-315	0-180	0.5%	108-220
High	109-015	109-195	0-180	0.5%	109-085
Low	108-060	108-255	0-195	0.6%	108-105
Close	109-000	109-170	0-170	0.5%	108-125
Range	0-275	0-260	-0-015	-5.5%	0-300
ATR	0-250	0-250	0-001	0.3%	0-000
Volume	4,517,362	2,600,614	-1,916,748	-42.4%	10,530,710

Daily Pivots for day following 28-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-240	111-145	109-313
R3	110-300	110-205	109-242
R2	110-040	110-040	109-218
R1	109-265	109-265	109-194	109-312
PP	109-100	109-100	109-100	109-124
S1	109-005	109-005	109-146	109-052
S2	108-160	108-160	109-122
S3	107-220	108-065	109-098
S4	106-280	107-125	109-027

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	109-195	108-060	1-135	1.3%	0-215	0.6%	95%	True	False	3,208,211
10	109-195	107-095	2-100	2.1%	0-249	0.7%	97%	True	False	2,612,563
20	109-195	105-275	3-240	3.4%	0-262	0.7%	98%	True	False	2,347,378
40	109-195	105-105	4-090	3.9%	0-262	0.7%	98%	True	False	2,152,664
60	110-170	105-105	5-065	4.8%	0-237	0.7%	81%	False	False	1,942,747
80	112-140	105-105	7-035	6.5%	0-231	0.7%	59%	False	False	1,666,298
100	114-030	105-105	8-245	8.0%	0-232	0.7%	48%	False	False	1,333,824
120	114-100	105-105	8-315	8.2%	0-228	0.7%	47%	False	False	1,111,539

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	113-020
2.618	111-236
1.618	110-296
1.000	110-135
0.618	110-036
HIGH	109-195
0.618	109-096
0.500	109-065
0.382	109-034
LOW	108-255
0.618	108-094
1.000	107-315
1.618	107-154
2.618	106-214
4.250	105-110

Fisher Pivots for day following 28-Nov-2023
Pivot	1 day	3 day
R1	109-135	109-102
PP	109-100	109-035
S1	109-065	108-288

Download as Excel Spreadsheet

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

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