ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	112-010	112-175	0-165	0.5%	110-095
High	112-280	112-240	-0-040	-0.1%	112-280
Low	111-315	112-040	0-045	0.1%	109-315
Close	112-165	112-130	-0-035	-0.1%	112-130
Range	0-285	0-200	-0-085	-29.8%	2-285
ATR	0-265	0-260	-0-005	-1.7%	0-000
Volume	3,120,482	1,944,427	-1,176,055	-37.7%	10,707,252

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-097	113-313	112-240
R3	113-217	113-113	112-185
R2	113-017	113-017	112-167
R1	112-233	112-233	112-148	112-185
PP	112-137	112-137	112-137	112-112
S1	112-033	112-033	112-112	111-305
S2	111-257	111-257	112-093
S3	111-057	111-153	112-075
S4	110-177	110-273	112-020

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	120-137	119-098	113-319
R3	117-172	116-133	113-064
R2	114-207	114-207	112-300
R1	113-168	113-168	112-215	114-028
PP	111-242	111-242	111-242	112-011
S1	110-203	110-203	112-045	111-062
S2	108-277	108-277	111-280
S3	105-312	107-238	111-196
S4	103-027	104-273	110-261

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%	0-275	0.8%	84%	False	False	2,141,450
10	112-280	109-315	2-285	2.6%	0-254	0.7%	84%	False	False	2,002,139
20	112-280	108-185	4-095	3.8%	0-237	0.7%	89%	False	False	2,002,616
40	112-280	105-230	7-050	6.4%	0-253	0.7%	93%	False	False	1,007,940
60	112-280	105-215	7-065	6.4%	0-247	0.7%	93%	False	False	672,066
80	112-280	105-215	7-065	6.4%	0-209	0.6%	93%	False	False	504,055
100	113-000	105-215	7-105	6.5%	0-170	0.5%	92%	False	False	403,244
120	114-165	105-215	8-270	7.9%	0-145	0.4%	76%	False	False	336,037

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

Fibonacci Retracements and Extensions
4.250	115-130
2.618	114-124
1.618	113-244
1.000	113-120
0.618	113-044
HIGH	112-240
0.618	112-164
0.500	112-140
0.382	112-116
LOW	112-040
0.618	111-236
1.000	111-160
1.618	111-036
2.618	110-156
4.250	109-150

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	112-140	112-053
PP	112-137	111-297
S1	112-133	111-220

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

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