ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 17-Nov-2023

Day Change Summary
	Previous	Current
	16-Nov-2023	17-Nov-2023	Change	Change %	Previous Week
Open	108-190	109-090	0-220	0.6%	107-215
High	109-095	109-200	0-105	0.3%	109-200
Low	108-190	108-310	0-120	0.3%	107-115
Close	109-075	109-040	-0-035	-0.1%	109-040
Range	0-225	0-210	-0-015	-6.7%	2-085
ATR	0-269	0-265	-0-004	-1.6%	0-000
Volume	58,380	64,366	5,986	10.3%	210,413

Daily Pivots for day following 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-067	110-263	109-156
R3	110-177	110-053	109-098
R2	109-287	109-287	109-078
R1	109-163	109-163	109-059	109-120
PP	109-077	109-077	109-077	109-055
S1	108-273	108-273	109-021	108-230
S2	108-187	108-187	109-002
S3	107-297	108-063	108-302
S4	107-087	107-173	108-244

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-160	114-185	110-119
R3	113-075	112-100	109-239
R2	110-310	110-310	109-173
R1	110-015	110-015	109-106	110-162
PP	108-225	108-225	108-225	108-299
S1	107-250	107-250	108-294	108-078
S2	106-140	106-140	108-227
S3	104-055	105-165	108-161
S4	101-290	103-080	107-281

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-200	107-115	2-085	2.1%	0-283	0.8%	78%	True	False	42,082
10	109-200	107-115	2-085	2.1%	0-262	0.8%	78%	True	False	28,880
20	109-200	105-230	3-290	3.6%	0-268	0.8%	87%	True	False	16,457
40	109-200	105-215	3-305	3.6%	0-254	0.7%	87%	True	False	8,400
60	111-220	105-215	6-005	5.5%	0-203	0.6%	57%	False	False	5,607
80	113-000	105-215	7-105	6.7%	0-156	0.4%	47%	False	False	4,205
100	114-100	105-215	8-205	7.9%	0-128	0.4%	40%	False	False	3,364

Crabel Price Patterns
NR	True
NR4	True
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	0-047
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	112-132
2.618	111-110
1.618	110-220
1.000	110-090
0.618	110-010
HIGH	109-200
0.618	109-120
0.500	109-095
0.382	109-070
LOW	108-310
0.618	108-180
1.000	108-100
1.618	107-290
2.618	107-080
4.250	106-058

Fisher Pivots for day following 17-Nov-2023
Pivot	1 day	3 day
R1	109-095	109-030
PP	109-077	109-020
S1	109-058	109-010

Download as Excel Spreadsheet

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

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