ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 13-Dec-2023

Day Change Summary
	Previous	Current
	12-Dec-2023	13-Dec-2023	Change	Change %	Previous Week
Open	110-030	110-100	0-070	0.2%	110-135
High	110-195	111-260	1-065	1.1%	110-305
Low	109-300	110-090	0-110	0.3%	109-235
Close	110-080	111-195	1-115	1.2%	109-310
Range	0-215	1-170	0-275	127.9%	1-070
ATR	0-238	0-257	0-019	7.9%	0-000
Volume	2,156	1,154	-1,002	-46.5%	21,595

Daily Pivots for day following 13-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-265	115-080	112-144
R3	114-095	113-230	112-010
R2	112-245	112-245	111-285
R1	112-060	112-060	111-240	112-152
PP	111-075	111-075	111-075	111-121
S1	110-210	110-210	111-150	110-302
S2	109-225	109-225	111-105
S3	108-055	109-040	111-060
S4	106-205	107-190	110-246

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-280	113-045	110-204
R3	112-210	111-295	110-097
R2	111-140	111-140	110-062
R1	110-225	110-225	110-026	110-148
PP	110-070	110-070	110-070	110-031
S1	109-155	109-155	109-274	109-078
S2	109-000	109-000	109-238
S3	107-250	108-085	109-203
S4	106-180	107-015	109-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-260	109-220	2-040	1.9%	0-270	0.8%	90%	True	False	1,792
10	111-260	109-120	2-140	2.2%	0-249	0.7%	92%	True	False	12,012
20	111-260	108-025	3-235	3.3%	0-232	0.6%	95%	True	False	1,210,102
40	111-260	105-105	6-155	5.8%	0-252	0.7%	97%	True	False	1,639,559
60	111-260	105-105	6-155	5.8%	0-252	0.7%	97%	True	False	1,724,611
80	111-260	105-105	6-155	5.8%	0-235	0.7%	97%	True	False	1,668,244
100	112-260	105-105	7-155	6.7%	0-235	0.7%	84%	False	False	1,340,809
120	114-030	105-105	8-245	7.9%	0-231	0.6%	72%	False	False	1,117,521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	118-102
2.618	115-263
1.618	114-093
1.000	113-110
0.618	112-243
HIGH	111-260
0.618	111-073
0.500	111-015
0.382	110-277
LOW	110-090
0.618	109-107
1.000	108-240
1.618	107-257
2.618	106-087
4.250	103-248

Fisher Pivots for day following 13-Dec-2023
Pivot	1 day	3 day
R1	111-135	111-103
PP	111-075	111-012
S1	111-015	110-240

Download as Excel Spreadsheet

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

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