ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	109-080	108-255	-0-145	-0.4%	109-030
High	109-115	109-135	0-020	0.1%	109-210
Low	108-225	108-185	-0-040	-0.1%	108-225
Close	108-250	109-120	0-190	0.5%	108-250
Range	0-210	0-270	0-060	28.6%	0-305
ATR	0-242	0-244	0-002	0.8%	0-000
Volume	1,461,977	3,755,792	2,293,815	156.9%	5,582,144

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-210	111-115	109-268
R3	110-260	110-165	109-194
R2	109-310	109-310	109-170
R1	109-215	109-215	109-145	109-262
PP	109-040	109-040	109-040	109-064
S1	108-265	108-265	109-095	108-312
S2	108-090	108-090	109-070
S3	107-140	107-315	109-046
S4	106-190	107-045	108-292

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	108-185	1-025	1.0%	0-192	0.5%	74%	False	True	1,867,587
10	109-210	107-115	2-095	2.1%	0-238	0.7%	88%	False	False	954,834
20	109-210	106-050	3-160	3.2%	0-254	0.7%	92%	False	False	482,967
40	109-210	105-215	3-315	3.6%	0-251	0.7%	93%	False	False	241,828
60	111-220	105-215	6-005	5.5%	0-213	0.6%	62%	False	False	161,239
80	112-235	105-215	7-020	6.5%	0-166	0.5%	52%	False	False	120,929
100	114-100	105-215	8-205	7.9%	0-137	0.4%	43%	False	False	96,744

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-054
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	113-002
2.618	111-202
1.618	110-252
1.000	110-085
0.618	109-302
HIGH	109-135
0.618	109-032
0.500	109-000
0.382	108-288
LOW	108-185
0.618	108-018
1.000	107-235
1.618	107-068
2.618	106-118
4.250	104-318

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	109-080	109-092
PP	109-040	109-065
S1	109-000	109-038

Download as Excel Spreadsheet

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

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