ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 08-Dec-2023

Day Change Summary
	Previous	Current
	07-Dec-2023	08-Dec-2023	Change	Change %	Previous Week
Open	111-075	110-315	-0-080	-0.2%	110-270
High	111-095	111-010	-0-085	-0.2%	111-095
Low	110-230	110-005	-0-225	-0.6%	110-005
Close	111-050	110-085	-0-285	-0.8%	110-085
Range	0-185	1-005	0-140	75.7%	1-090
ATR	0-240	0-249	0-009	3.7%	0-000
Volume	1,879,849	2,164,053	284,204	15.1%	9,314,140

Daily Pivots for day following 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-155	112-285	110-264
R3	112-150	111-280	110-174
R2	111-145	111-145	110-145
R1	110-275	110-275	110-115	110-208
PP	110-140	110-140	110-140	110-106
S1	109-270	109-270	110-055	109-202
S2	109-135	109-135	110-025
S3	108-130	108-265	109-316
S4	107-125	107-260	109-226

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-118	113-192	110-310
R3	113-028	112-102	110-198
R2	111-258	111-258	110-160
R1	111-012	111-012	110-123	110-250
PP	110-168	110-168	110-168	110-128
S1	109-242	109-242	110-047	109-160
S2	109-078	109-078	110-010
S3	107-308	108-152	109-292
S4	106-218	107-062	109-180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-095	110-005	1-090	1.2%	0-232	0.7%	20%	False	True	1,862,828
10	111-095	108-185	2-230	2.5%	0-246	0.7%	62%	False	False	2,369,857
20	111-095	107-115	3-300	3.6%	0-238	0.7%	74%	False	False	1,475,941
40	111-095	105-215	5-200	5.1%	0-247	0.7%	82%	False	False	740,313
60	111-095	105-215	5-200	5.1%	0-236	0.7%	82%	False	False	493,616
80	111-220	105-215	6-005	5.5%	0-191	0.5%	76%	False	False	370,214
100	113-155	105-215	7-260	7.1%	0-157	0.4%	59%	False	False	296,171

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-111
2.618	113-221
1.618	112-216
1.000	112-015
0.618	111-211
HIGH	111-010
0.618	110-206
0.500	110-168
0.382	110-129
LOW	110-005
0.618	109-124
1.000	109-000
1.618	108-119
2.618	107-114
4.250	105-224

Fisher Pivots for day following 08-Dec-2023
Pivot	1 day	3 day
R1	110-168	110-210
PP	110-140	110-168
S1	110-112	110-127

Download as Excel Spreadsheet

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

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