ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 30-Nov-2023

Day Change Summary
	Previous	Current
	29-Nov-2023	30-Nov-2023	Change	Change %	Previous Week
Open	109-185	109-310	0-125	0.4%	108-220
High	110-040	110-030	-0-010	0.0%	109-085
Low	109-175	109-120	-0-055	-0.2%	108-105
Close	109-300	109-150	-0-150	-0.4%	108-125
Range	0-185	0-230	0-045	24.3%	0-300
ATR	0-246	0-245	-0-001	-0.5%	0-000
Volume	597,861	80,902	-516,959	-86.5%	10,530,710

Daily Pivots for day following 30-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-257	111-113	109-276
R3	111-027	110-203	109-213
R2	110-117	110-117	109-192
R1	109-293	109-293	109-171	109-250
PP	109-207	109-207	109-207	109-185
S1	109-063	109-063	109-129	109-020
S2	108-297	108-297	109-108
S3	108-067	108-153	109-087
S4	107-157	107-243	109-024

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	110-040	108-060	1-300	1.8%	0-231	0.7%	66%	False	False	2,013,847
10	110-040	108-060	1-300	1.8%	0-209	0.6%	66%	False	False	2,172,624
20	110-040	107-000	3-040	2.9%	0-248	0.7%	79%	False	False	2,126,865
40	110-040	105-105	4-255	4.4%	0-256	0.7%	86%	False	False	2,041,638
60	110-105	105-105	5-000	4.6%	0-238	0.7%	83%	False	False	1,904,899
80	112-140	105-105	7-035	6.5%	0-232	0.7%	58%	False	False	1,674,578
100	114-030	105-105	8-245	8.0%	0-232	0.7%	47%	False	False	1,340,597
120	114-100	105-105	8-315	8.2%	0-229	0.7%	46%	False	False	1,117,196

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-048
2.618	111-312
1.618	111-082
1.000	110-260
0.618	110-172
HIGH	110-030
0.618	109-262
0.500	109-235
0.382	109-208
LOW	109-120
0.618	108-298
1.000	108-210
1.618	108-068
2.618	107-158
4.250	106-102

Fisher Pivots for day following 30-Nov-2023
Pivot	1 day	3 day
R1	109-235	109-149
PP	109-207	109-148
S1	109-178	109-148

Download as Excel Spreadsheet

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

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