ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	109-130	109-080	-0-050	-0.1%	109-030
High	109-210	109-115	-0-095	-0.3%	109-210
Low	109-000	108-225	-0-095	-0.3%	108-225
Close	109-065	108-250	-0-135	-0.4%	108-250
Range	0-210	0-210	0-000	0.0%	0-305
ATR	0-245	0-242	-0-002	-1.0%	0-000
Volume	2,281,051	1,461,977	-819,074	-35.9%	5,582,144

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-293	110-162	109-046
R3	110-083	109-272	108-308
R2	109-193	109-193	108-288
R1	109-062	109-062	108-269	109-022
PP	108-303	108-303	108-303	108-284
S1	108-172	108-172	108-231	108-132
S2	108-093	108-093	108-212
S3	107-203	107-282	108-192
S4	106-313	107-072	108-134

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-290	111-095	109-098
R3	110-305	110-110	109-014
R2	110-000	110-000	108-306
R1	109-125	109-125	108-278	109-070
PP	109-015	109-015	109-015	108-308
S1	108-140	108-140	108-222	108-085
S2	108-030	108-030	108-194
S3	107-045	107-155	108-166
S4	106-060	106-170	108-082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-210	108-225	0-305	0.9%	0-180	0.5%	8%	False	True	1,129,302
10	109-210	107-115	2-095	2.1%	0-231	0.7%	62%	False	False	582,025
20	109-210	106-050	3-160	3.2%	0-248	0.7%	75%	False	False	295,246
40	109-210	105-215	3-315	3.7%	0-249	0.7%	78%	False	False	147,942
60	111-220	105-215	6-005	5.5%	0-209	0.6%	52%	False	False	98,643
80	112-235	105-215	7-020	6.5%	0-163	0.5%	44%	False	False	73,982
100	114-100	105-215	8-205	7.9%	0-135	0.4%	36%	False	False	59,186

Crabel Price Patterns
NR	False
NR4	False
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	0-052

Fibonacci Retracements and Extensions
4.250	112-048
2.618	111-025
1.618	110-135
1.000	110-005
0.618	109-245
HIGH	109-115
0.618	109-035
0.500	109-010
0.382	108-305
LOW	108-225
0.618	108-095
1.000	108-015
1.618	107-205
2.618	106-315
4.250	105-292

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	109-010	109-058
PP	108-303	109-015
S1	108-277	108-292

Download as Excel Spreadsheet

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

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