ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 04-Dec-2023

Day Change Summary
	Previous	Current
	01-Dec-2023	04-Dec-2023	Change	Change %	Previous Week
Open	109-305	110-270	0-285	0.8%	108-255
High	110-280	110-270	-0-010	0.0%	110-280
Low	109-250	110-035	0-105	0.3%	108-185
Close	110-215	110-060	-0-155	-0.4%	110-215
Range	1-030	0-235	-0-115	-32.9%	2-095
ATR	0-249	0-248	-0-001	-0.4%	0-000
Volume	2,387,698	1,644,535	-743,163	-31.1%	14,384,433

Daily Pivots for day following 04-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-187	112-038	110-189
R3	111-272	111-123	110-125
R2	111-037	111-037	110-103
R1	110-208	110-208	110-082	110-165
PP	110-122	110-122	110-122	110-100
S1	109-293	109-293	110-038	109-250
S2	109-207	109-207	110-017
S3	108-292	109-058	109-315
S4	108-057	108-143	109-251

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-298	116-032	111-299
R3	114-203	113-257	111-097
R2	112-108	112-108	111-030
R1	111-162	111-162	110-282	111-295
PP	110-013	110-013	110-013	110-080
S1	109-067	109-067	110-148	109-200
S2	107-238	107-238	110-080
S3	105-143	106-292	110-013
S4	103-048	104-197	109-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-280	109-055	1-225	1.5%	0-253	0.7%	60%	False	False	2,454,635
10	110-280	108-185	2-095	2.1%	0-222	0.6%	70%	False	False	2,161,111
20	110-280	107-115	3-165	3.2%	0-242	0.7%	80%	False	False	1,094,995
40	110-280	105-215	5-065	4.7%	0-250	0.7%	87%	False	False	548,607
60	110-280	105-215	5-065	4.7%	0-228	0.6%	87%	False	False	365,792
80	111-220	105-215	6-005	5.5%	0-181	0.5%	75%	False	False	274,344
100	114-090	105-215	8-195	7.8%	0-147	0.4%	52%	False	False	219,475

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-309
2.618	112-245
1.618	112-010
1.000	111-185
0.618	111-095
HIGH	110-270
0.618	110-180
0.500	110-152
0.382	110-125
LOW	110-035
0.618	109-210
1.000	109-120
1.618	108-295
2.618	108-060
4.250	106-316

Fisher Pivots for day following 04-Dec-2023
Pivot	1 day	3 day
R1	110-152	110-090
PP	110-122	110-080
S1	110-091	110-070

Download as Excel Spreadsheet

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

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