ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 19-Dec-2023

Day Change Summary
	Previous	Current
	18-Dec-2023	19-Dec-2023	Change	Change %	Previous Week
Open	112-050	112-080	0-030	0.1%	110-010
High	112-085	112-100	0-015	0.0%	112-185
Low	111-295	112-050	0-075	0.2%	109-220
Close	111-305	112-060	0-075	0.2%	112-035
Range	0-110	0-050	-0-060	-54.5%	2-285
ATR	0-248	0-238	-0-009	-3.8%	0-000
Volume	56	182	126	225.0%	6,627

Daily Pivots for day following 19-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-220	112-190	112-088
R3	112-170	112-140	112-074
R2	112-120	112-120	112-069
R1	112-090	112-090	112-065	112-080
PP	112-070	112-070	112-070	112-065
S1	112-040	112-040	112-055	112-030
S2	112-020	112-020	112-051
S3	111-290	111-310	112-046
S4	111-240	111-260	112-032

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	110-090	2-095	2.0%	0-238	0.7%	83%	False	False	661
10	112-185	109-220	2-285	2.6%	0-224	0.6%	86%	False	False	1,308
20	112-185	108-060	4-125	3.9%	0-222	0.6%	91%	False	False	838,060
40	112-185	105-150	7-035	6.3%	0-243	0.7%	95%	False	False	1,429,472
60	112-185	105-105	7-080	6.5%	0-250	0.7%	95%	False	False	1,616,808
80	112-185	105-105	7-080	6.5%	0-234	0.7%	95%	False	False	1,593,299
100	112-185	105-105	7-080	6.5%	0-232	0.6%	95%	False	False	1,340,703
120	114-030	105-105	8-245	7.8%	0-231	0.6%	78%	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	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 136 trading days

Fibonacci Retracements and Extensions
4.250	112-312
2.618	112-231
1.618	112-181
1.000	112-150
0.618	112-131
HIGH	112-100
0.618	112-081
0.500	112-075
0.382	112-069
LOW	112-050
0.618	112-019
1.000	112-000
1.618	111-289
2.618	111-239
4.250	111-158

Fisher Pivots for day following 19-Dec-2023
Pivot	1 day	3 day
R1	112-075	112-057
PP	112-070	112-053
S1	112-065	112-050

Download as Excel Spreadsheet

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

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