ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 14-Dec-2023

Day Change Summary
	Previous	Current
	13-Dec-2023	14-Dec-2023	Change	Change %	Previous Week
Open	110-100	111-220	1-120	1.2%	110-135
High	111-260	112-185	0-245	0.7%	110-305
Low	110-090	111-175	1-085	1.1%	109-235
Close	111-195	112-075	0-200	0.6%	109-310
Range	1-170	1-010	-0-160	-32.7%	1-070
ATR	0-257	0-262	0-005	2.0%	0-000
Volume	1,154	1,286	132	11.4%	21,595

Daily Pivots for day following 14-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-068	114-242	112-256
R3	114-058	113-232	112-166
R2	113-048	113-048	112-136
R1	112-222	112-222	112-105	112-295
PP	112-038	112-038	112-038	112-075
S1	111-212	111-212	112-045	111-285
S2	111-028	111-028	112-014
S3	110-018	110-202	111-304
S4	109-008	109-192	111-214

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	112-185	109-220	2-285	2.6%	0-297	0.8%	88%	True	False	1,583
10	112-185	109-155	3-030	2.8%	0-259	0.7%	89%	True	False	4,050
20	112-185	108-060	4-125	3.9%	0-234	0.7%	92%	True	False	1,088,337
40	112-185	105-105	7-080	6.5%	0-254	0.7%	95%	True	False	1,590,884
60	112-185	105-105	7-080	6.5%	0-254	0.7%	95%	True	False	1,697,276
80	112-185	105-105	7-080	6.5%	0-237	0.7%	95%	True	False	1,665,964
100	112-260	105-105	7-155	6.7%	0-237	0.7%	92%	False	False	1,340,803
120	114-030	105-105	8-245	7.8%	0-233	0.6%	79%	False	False	1,117,531

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-308
2.618	115-089
1.618	114-079
1.000	113-195
0.618	113-069
HIGH	112-185
0.618	112-059
0.500	112-020
0.382	111-301
LOW	111-175
0.618	110-291
1.000	110-165
1.618	109-281
2.618	108-271
4.250	107-052

Fisher Pivots for day following 14-Dec-2023
Pivot	1 day	3 day
R1	112-057	111-291
PP	112-038	111-187
S1	112-020	111-082

Download as Excel Spreadsheet

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

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