ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 06-Dec-2023

Day Change Summary
	Previous	Current
	05-Dec-2023	06-Dec-2023	Change	Change %	Previous Week
Open	110-115	110-290	0-175	0.5%	108-255
High	110-315	111-085	0-090	0.3%	110-280
Low	110-100	110-205	0-105	0.3%	108-185
Close	110-295	111-045	0-070	0.2%	110-215
Range	0-215	0-200	-0-015	-7.0%	2-095
ATR	0-248	0-245	-0-003	-1.4%	0-000
Volume	1,873,349	1,752,354	-120,995	-6.5%	14,384,433

Daily Pivots for day following 06-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-285	112-205	111-155
R3	112-085	112-005	111-100
R2	111-205	111-205	111-082
R1	111-125	111-125	111-063	111-165
PP	111-005	111-005	111-005	111-025
S1	110-245	110-245	111-027	110-285
S2	110-125	110-125	111-008
S3	109-245	110-045	110-310
S4	109-045	109-165	110-255

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	111-085	109-220	1-185	1.4%	0-248	0.7%	92%	True	False	2,080,974
10	111-085	108-185	2-220	2.4%	0-237	0.7%	95%	True	False	2,339,769
20	111-085	107-115	3-290	3.5%	0-242	0.7%	97%	True	False	1,275,451
40	111-085	105-215	5-190	5.0%	0-249	0.7%	98%	True	False	639,240
60	111-085	105-215	5-190	5.0%	0-233	0.7%	98%	True	False	426,220
80	111-220	105-215	6-005	5.4%	0-185	0.5%	91%	False	False	319,665
100	114-090	105-215	8-195	7.7%	0-152	0.4%	64%	False	False	255,732

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-044
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113-295
2.618	112-289
1.618	112-089
1.000	111-285
0.618	111-209
HIGH	111-085
0.618	111-009
0.500	110-305
0.382	110-281
LOW	110-205
0.618	110-081
1.000	110-005
1.618	109-201
2.618	109-001
4.250	107-315

Fisher Pivots for day following 06-Dec-2023
Pivot	1 day	3 day
R1	111-025	110-317
PP	111-005	110-268
S1	110-305	110-220

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

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