ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 18-Dec-2023

Day Change Summary
	Previous	Current
	15-Dec-2023	18-Dec-2023	Change	Change %	Previous Week
Open	112-115	112-050	-0-065	-0.2%	110-010
High	112-155	112-085	-0-070	-0.2%	112-185
Low	111-265	111-295	0-030	0.1%	109-220
Close	112-035	111-305	-0-050	-0.1%	112-035
Range	0-210	0-110	-0-100	-47.6%	2-285
ATR	0-258	0-248	-0-011	-4.1%	0-000
Volume	631	56	-575	-91.1%	6,627

Daily Pivots for day following 18-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-025	112-275	112-046
R3	112-235	112-165	112-015
R2	112-125	112-125	112-005
R1	112-055	112-055	111-315	112-035
PP	112-015	112-015	112-015	112-005
S1	111-265	111-265	111-295	111-245
S2	111-225	111-225	111-285
S3	111-115	111-155	111-275
S4	111-005	111-045	111-244

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	109-300	2-205	2.4%	0-271	0.8%	76%	False	False	1,056
10	112-185	109-220	2-285	2.6%	0-238	0.7%	78%	False	False	1,815
20	112-185	108-060	4-125	3.9%	0-228	0.6%	86%	False	False	918,432
40	112-185	105-125	7-060	6.4%	0-251	0.7%	91%	False	False	1,481,783
60	112-185	105-105	7-080	6.5%	0-253	0.7%	91%	False	False	1,638,297
80	112-185	105-105	7-080	6.5%	0-236	0.7%	91%	False	False	1,627,942
100	112-185	105-105	7-080	6.5%	0-234	0.7%	91%	False	False	1,340,737
120	114-030	105-105	8-245	7.8%	0-233	0.6%	76%	False	False	1,117,533

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-036
Narrowest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	113-232
2.618	113-053
1.618	112-263
1.000	112-195
0.618	112-153
HIGH	112-085
0.618	112-043
0.500	112-030
0.382	112-017
LOW	111-295
0.618	111-227
1.000	111-185
1.618	111-117
2.618	111-007
4.250	110-148

Fisher Pivots for day following 18-Dec-2023
Pivot	1 day	3 day
R1	112-030	112-020
PP	112-015	112-008
S1	112-000	111-317

Download as Excel Spreadsheet

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

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