ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 04-Dec-2023

Day Change Summary
	Previous	Current
	01-Dec-2023	04-Dec-2023	Change	Change %	Previous Week
Open	109-195	110-135	0-260	0.7%	108-135
High	110-155	110-145	-0-010	0.0%	110-155
Low	109-155	109-260	0-105	0.3%	108-060
Close	110-110	109-285	-0-145	-0.4%	110-110
Range	1-000	0-205	-0-115	-35.9%	2-095
ATR	0-251	0-247	-0-003	-1.3%	0-000
Volume	12,918	10,121	-2,797	-21.7%	7,809,657

Daily Pivots for day following 04-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-312	111-183	110-078
R3	111-107	110-298	110-021
R2	110-222	110-222	110-003
R1	110-093	110-093	109-304	110-055
PP	110-017	110-017	110-017	109-318
S1	109-208	109-208	109-266	109-170
S2	109-132	109-132	109-247
S3	108-247	109-003	109-229
S4	108-042	108-118	109-172

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-180	115-240	111-194
R3	114-085	113-145	110-312
R2	111-310	111-310	110-245
R1	111-050	111-050	110-177	111-180
PP	109-215	109-215	109-215	109-280
S1	108-275	108-275	110-043	109-085
S2	107-120	107-120	109-295
S3	105-025	106-180	109-228
S4	102-250	104-085	109-026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-155	108-255	1-220	1.5%	0-240	0.7%	65%	False	False	660,483
10	110-155	108-060	2-095	2.1%	0-217	0.6%	74%	False	False	1,835,048
20	110-155	107-000	3-155	3.2%	0-240	0.7%	83%	False	False	1,861,588
40	110-155	105-105	5-050	4.7%	0-256	0.7%	88%	False	False	1,938,750
60	110-155	105-105	5-050	4.7%	0-242	0.7%	88%	False	False	1,867,461
80	111-135	105-105	6-030	5.5%	0-232	0.7%	75%	False	False	1,674,537
100	114-030	105-105	8-245	8.0%	0-232	0.7%	52%	False	False	1,340,797
120	114-050	105-105	8-265	8.0%	0-229	0.7%	52%	False	False	1,117,387

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-056
2.618	112-042
1.618	111-157
1.000	111-030
0.618	110-272
HIGH	110-145
0.618	110-067
0.500	110-042
0.382	110-018
LOW	109-260
0.618	109-133
1.000	109-055
1.618	108-248
2.618	108-043
4.250	107-029

Fisher Pivots for day following 04-Dec-2023
Pivot	1 day	3 day
R1	110-042	109-298
PP	110-017	109-293
S1	109-311	109-289

Download as Excel Spreadsheet

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

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