ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 13-Dec-2023

Day Change Summary
	Previous	Current
	12-Dec-2023	13-Dec-2023	Change	Change %	Previous Week
Open	110-110	110-185	0-075	0.2%	110-270
High	110-315	112-035	1-040	1.0%	111-095
Low	110-075	110-160	0-085	0.2%	110-005
Close	110-175	111-285	1-110	1.2%	110-085
Range	0-240	1-195	0-275	114.6%	1-090
ATR	0-241	0-261	0-020	8.1%	0-000
Volume	1,828,548	2,374,535	545,987	29.9%	9,314,140

Daily Pivots for day following 13-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-105	115-230	112-248
R3	114-230	114-035	112-107
R2	113-035	113-035	112-059
R1	112-160	112-160	112-012	112-258
PP	111-160	111-160	111-160	111-209
S1	110-285	110-285	111-238	111-062
S2	109-285	109-285	111-191
S3	108-090	109-090	111-143
S4	106-215	107-215	111-002

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	112-035	109-315	2-040	1.9%	0-280	0.8%	90%	True	False	1,937,249
10	112-035	109-220	2-135	2.2%	0-264	0.7%	91%	True	False	2,009,111
20	112-035	108-140	3-215	3.3%	0-239	0.7%	94%	True	False	1,753,909
40	112-035	105-215	6-140	5.8%	0-251	0.7%	97%	True	False	881,349
60	112-035	105-215	6-140	5.8%	0-246	0.7%	97%	True	False	587,654
80	112-035	105-215	6-140	5.8%	0-203	0.6%	97%	True	False	440,743
100	113-120	105-215	7-225	6.9%	0-166	0.5%	81%	False	False	352,595
120	114-165	105-215	8-270	7.9%	0-141	0.4%	70%	False	False	293,829

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	118-304
2.618	116-103
1.618	114-228
1.000	113-230
0.618	113-033
HIGH	112-035
0.618	111-158
0.500	111-098
0.382	111-037
LOW	110-160
0.618	109-162
1.000	108-285
1.618	107-287
2.618	106-092
4.250	103-211

Fisher Pivots for day following 13-Dec-2023
Pivot	1 day	3 day
R1	111-222	111-195
PP	111-160	111-105
S1	111-098	111-015

Download as Excel Spreadsheet

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

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