ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	111-220	112-115	0-215	0.6%	110-010
High	112-185	112-155	-0-030	-0.1%	112-185
Low	111-175	111-265	0-090	0.3%	109-220
Close	112-075	112-035	-0-040	-0.1%	112-035
Range	1-010	0-210	-0-120	-36.4%	2-285
ATR	0-262	0-258	-0-004	-1.4%	0-000
Volume	1,286	631	-655	-50.9%	6,627

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-035	113-245	112-150
R3	113-145	113-035	112-093
R2	112-255	112-255	112-074
R1	112-145	112-145	112-054	112-095
PP	112-045	112-045	112-045	112-020
S1	111-255	111-255	112-016	111-205
S2	111-155	111-155	111-316
S3	110-265	111-045	111-297
S4	110-055	110-155	111-240

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	120-042	119-003	113-224
R3	117-077	116-038	112-289
R2	114-112	114-112	112-205
R1	113-073	113-073	112-120	113-252
PP	111-147	111-147	111-147	111-236
S1	110-108	110-108	111-270	110-288
S2	108-182	108-182	111-185
S3	105-217	107-143	111-101
S4	102-252	104-178	110-166

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%	0-276	0.8%	84%	False	False	1,325
10	112-185	109-220	2-285	2.6%	0-248	0.7%	84%	False	False	2,822
20	112-185	108-060	4-125	3.9%	0-233	0.6%	89%	False	False	1,002,688
40	112-185	105-125	7-060	6.4%	0-254	0.7%	93%	False	False	1,531,002
60	112-185	105-105	7-080	6.5%	0-254	0.7%	94%	False	False	1,661,578
80	112-185	105-105	7-080	6.5%	0-236	0.7%	94%	False	False	1,654,234
100	112-260	105-105	7-155	6.7%	0-238	0.7%	91%	False	False	1,340,789
120	114-030	105-105	8-245	7.8%	0-233	0.6%	77%	False	False	1,117,536

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

Fibonacci Retracements and Extensions
4.250	115-088
2.618	114-065
1.618	113-175
1.000	113-045
0.618	112-285
HIGH	112-155
0.618	112-075
0.500	112-050
0.382	112-025
LOW	111-265
0.618	111-135
1.000	111-055
1.618	110-245
2.618	110-035
4.250	109-012

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	112-050	111-282
PP	112-045	111-210
S1	112-040	111-138

Download as Excel Spreadsheet

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

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