ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 22-Nov-2023

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	109-080	109-130	0-050	0.1%	107-215
High	109-155	109-210	0-055	0.2%	109-200
Low	109-040	109-000	-0-040	-0.1%	107-115
Close	109-100	109-065	-0-035	-0.1%	109-040
Range	0-115	0-210	0-095	82.6%	2-085
ATR	0-247	0-245	-0-003	-1.1%	0-000
Volume	1,576,041	2,281,051	705,010	44.7%	210,413

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-082	110-283	109-180
R3	110-192	110-073	109-123
R2	109-302	109-302	109-104
R1	109-183	109-183	109-084	109-138
PP	109-092	109-092	109-092	109-069
S1	108-293	108-293	109-046	108-248
S2	108-202	108-202	109-026
S3	107-312	108-083	109-007
S4	107-102	107-193	108-270

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	109-210	108-190	1-020	1.0%	0-183	0.5%	57%	True	False	848,582
10	109-210	107-115	2-095	2.1%	0-246	0.7%	80%	True	False	437,791
20	109-210	105-265	3-265	3.5%	0-251	0.7%	88%	True	False	222,387
40	109-210	105-215	3-315	3.6%	0-250	0.7%	89%	True	False	111,397
60	111-220	105-215	6-005	5.5%	0-206	0.6%	59%	False	False	74,276
80	112-235	105-215	7-020	6.5%	0-160	0.5%	50%	False	False	55,707
100	114-100	105-215	8-205	7.9%	0-133	0.4%	41%	False	False	44,566

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-053
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-142
2.618	111-120
1.618	110-230
1.000	110-100
0.618	110-020
HIGH	109-210
0.618	109-130
0.500	109-105
0.382	109-080
LOW	109-000
0.618	108-190
1.000	108-110
1.618	107-300
2.618	107-090
4.250	106-068

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	109-105	109-078
PP	109-092	109-073
S1	109-078	109-069

Download as Excel Spreadsheet

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

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