ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 28-Nov-2023

Day Change Summary
	Previous	Current
	27-Nov-2023	28-Nov-2023	Change	Change %	Previous Week
Open	108-255	109-120	0-185	0.5%	109-030
High	109-135	109-310	0-175	0.5%	109-210
Low	108-185	109-055	0-190	0.5%	108-225
Close	109-120	109-285	0-165	0.5%	108-250
Range	0-270	0-255	-0-015	-5.6%	0-305
ATR	0-244	0-245	0-001	0.3%	0-000
Volume	3,755,792	2,945,633	-810,159	-21.6%	5,582,144

Daily Pivots for day following 28-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-022	111-248	110-105
R3	111-087	110-313	110-035
R2	110-152	110-152	110-012
R1	110-058	110-058	109-308	110-105
PP	109-217	109-217	109-217	109-240
S1	109-123	109-123	109-262	109-170
S2	108-282	108-282	109-238
S3	108-027	108-188	109-215
S4	107-092	107-253	109-145

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	109-310	108-185	1-125	1.3%	0-212	0.6%	94%	True	False	2,404,098
10	109-310	107-215	2-095	2.1%	0-248	0.7%	97%	True	False	1,247,749
20	109-310	106-050	3-260	3.5%	0-260	0.7%	98%	True	False	630,065
40	109-310	105-215	4-095	3.9%	0-252	0.7%	98%	True	False	315,463
60	110-260	105-215	5-045	4.7%	0-214	0.6%	82%	False	False	210,333
80	112-235	105-215	7-020	6.4%	0-169	0.5%	60%	False	False	157,750
100	114-100	105-215	8-205	7.9%	0-139	0.4%	49%	False	False	126,200

Crabel Price Patterns
NR	True
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	0-056
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-114
2.618	112-018
1.618	111-083
1.000	110-245
0.618	110-148
HIGH	109-310
0.618	109-213
0.500	109-182
0.382	109-152
LOW	109-055
0.618	108-217
1.000	108-120
1.618	107-282
2.618	107-027
4.250	105-251

Fisher Pivots for day following 28-Nov-2023
Pivot	1 day	3 day
R1	109-251	109-219
PP	109-217	109-153
S1	109-182	109-088

Download as Excel Spreadsheet

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

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