ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	109-090	109-030	-0-060	-0.2%	107-215
High	109-200	109-100	-0-100	-0.3%	109-200
Low	108-310	108-265	-0-045	-0.1%	107-115
Close	109-040	109-070	0-030	0.1%	109-040
Range	0-210	0-155	-0-055	-26.2%	2-085
ATR	0-265	0-257	-0-008	-3.0%	0-000
Volume	64,366	263,075	198,709	308.7%	210,413

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-183	110-122	109-155
R3	110-028	109-287	109-113
R2	109-193	109-193	109-098
R1	109-132	109-132	109-084	109-162
PP	109-038	109-038	109-038	109-054
S1	108-297	108-297	109-056	109-008
S2	108-203	108-203	109-042
S3	108-048	108-142	109-027
S4	107-213	107-307	108-305

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	107-215	1-305	1.8%	0-284	0.8%	79%	False	False	91,401
10	109-200	107-115	2-085	2.1%	0-256	0.7%	82%	False	False	54,700
20	109-200	105-265	3-255	3.5%	0-259	0.7%	89%	False	False	29,595
40	109-200	105-215	3-305	3.6%	0-254	0.7%	90%	False	False	14,976
60	111-220	105-215	6-005	5.5%	0-205	0.6%	59%	False	False	9,992
80	113-000	105-215	7-105	6.7%	0-158	0.5%	48%	False	False	7,494
100	114-100	105-215	8-205	7.9%	0-130	0.4%	41%	False	False	5,995

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-054
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	111-119
2.618	110-186
1.618	110-031
1.000	109-255
0.618	109-196
HIGH	109-100
0.618	109-041
0.500	109-022
0.382	109-004
LOW	108-265
0.618	108-169
1.000	108-110
1.618	108-014
2.618	107-179
4.250	106-246

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	109-054	109-058
PP	109-038	109-047
S1	109-022	109-035

Download as Excel Spreadsheet

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

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