ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 16-Nov-2023

Day Change Summary
	Previous	Current
	15-Nov-2023	16-Nov-2023	Change	Change %	Previous Week
Open	109-055	108-190	-0-185	-0.5%	108-200
High	109-125	109-095	-0-030	-0.1%	108-290
Low	108-140	108-190	0-050	0.1%	107-200
Close	108-185	109-075	0-210	0.6%	107-250
Range	0-305	0-225	-0-080	-26.2%	1-090
ATR	0-272	0-269	-0-003	-1.1%	0-000
Volume	32,393	58,380	25,987	80.2%	78,389

Daily Pivots for day following 16-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-048	110-287	109-199
R3	110-143	110-062	109-137
R2	109-238	109-238	109-116
R1	109-157	109-157	109-096	109-198
PP	109-013	109-013	109-013	109-034
S1	108-252	108-252	109-054	108-292
S2	108-108	108-108	109-034
S3	107-203	108-027	109-013
S4	106-298	107-122	108-271

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-303	111-047	108-156
R3	110-213	109-277	108-043
R2	109-123	109-123	108-005
R1	108-187	108-187	107-288	108-110
PP	108-033	108-033	108-033	107-315
S1	107-097	107-097	107-212	107-020
S2	106-263	106-263	107-175
S3	105-173	106-007	107-137
S4	104-083	104-237	107-024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-125	107-115	2-010	1.9%	0-282	0.8%	92%	False	False	34,748
10	109-125	107-115	2-010	1.9%	0-286	0.8%	92%	False	False	23,705
20	109-125	105-230	3-215	3.4%	0-269	0.8%	96%	False	False	13,263
40	109-125	105-215	3-230	3.4%	0-252	0.7%	96%	False	False	6,791
60	111-220	105-215	6-005	5.5%	0-199	0.6%	59%	False	False	4,534
80	113-000	105-215	7-105	6.7%	0-154	0.4%	49%	False	False	3,401
100	114-165	105-215	8-270	8.1%	0-126	0.4%	40%	False	False	2,721

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-091
2.618	111-044
1.618	110-139
1.000	110-000
0.618	109-234
HIGH	109-095
0.618	109-009
0.500	108-302
0.382	108-276
LOW	108-190
0.618	108-051
1.000	107-285
1.618	107-146
2.618	106-241
4.250	105-194

Fisher Pivots for day following 16-Nov-2023
Pivot	1 day	3 day
R1	109-044	109-000
PP	109-013	108-245
S1	108-302	108-170

Download as Excel Spreadsheet

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

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