ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 14-Dec-2023

Day Change Summary
	Previous	Current
	13-Dec-2023	14-Dec-2023	Change	Change %	Previous Week
Open	110-185	112-010	1-145	1.3%	110-270
High	112-035	112-280	0-245	0.7%	111-095
Low	110-160	111-315	1-155	1.3%	110-005
Close	111-285	112-165	0-200	0.6%	110-085
Range	1-195	0-285	-0-230	-44.7%	1-090
ATR	0-261	0-265	0-004	1.5%	0-000
Volume	2,374,535	3,120,482	745,947	31.4%	9,314,140

Daily Pivots for day following 14-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-042	114-228	113-002
R3	114-077	113-263	112-243
R2	113-112	113-112	112-217
R1	112-298	112-298	112-191	113-045
PP	112-147	112-147	112-147	112-180
S1	112-013	112-013	112-139	112-080
S2	111-182	111-182	112-113
S3	110-217	111-048	112-087
S4	109-252	110-083	112-008

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	112-280	109-315	2-285	2.6%	0-300	0.8%	88%	True	False	2,185,375
10	112-280	109-250	3-030	2.7%	0-268	0.7%	88%	True	False	2,046,466
20	112-280	108-185	4-095	3.8%	0-238	0.7%	92%	True	False	1,908,314
40	112-280	105-215	7-065	6.4%	0-252	0.7%	95%	True	False	959,349
60	112-280	105-215	7-065	6.4%	0-248	0.7%	95%	True	False	639,662
80	112-280	105-215	7-065	6.4%	0-206	0.6%	95%	True	False	479,749
100	113-120	105-215	7-225	6.8%	0-168	0.5%	89%	False	False	383,800
120	114-165	105-215	8-270	7.9%	0-143	0.4%	77%	False	False	319,833

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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-211
2.618	115-066
1.618	114-101
1.000	113-245
0.618	113-136
HIGH	112-280
0.618	112-171
0.500	112-138
0.382	112-104
LOW	111-315
0.618	111-139
1.000	111-030
1.618	110-174
2.618	109-209
4.250	108-064

Fisher Pivots for day following 14-Dec-2023
Pivot	1 day	3 day
R1	112-156	112-062
PP	112-147	111-280
S1	112-138	111-178

Download as Excel Spreadsheet

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

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