ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 18-Dec-2023

Day Change Summary
	Previous	Current
	15-Dec-2023	18-Dec-2023	Change	Change %	Previous Week
Open	112-175	112-155	-0-020	-0.1%	110-095
High	112-240	112-215	-0-025	-0.1%	112-280
Low	112-040	112-060	0-020	0.1%	109-315
Close	112-130	112-080	-0-050	-0.1%	112-130
Range	0-200	0-155	-0-045	-22.5%	2-285
ATR	0-260	0-252	-0-007	-2.9%	0-000
Volume	1,944,427	1,111,902	-832,525	-42.8%	10,707,252

Daily Pivots for day following 18-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-263	113-167	112-165
R3	113-108	113-012	112-123
R2	112-273	112-273	112-108
R1	112-177	112-177	112-094	112-148
PP	112-118	112-118	112-118	112-104
S1	112-022	112-022	112-066	111-312
S2	111-283	111-283	112-052
S3	111-128	111-187	112-037
S4	110-293	111-032	111-315

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	110-075	2-205	2.4%	0-279	0.8%	76%	False	False	2,075,978
10	112-280	109-315	2-285	2.6%	0-246	0.7%	78%	False	False	1,948,875
20	112-280	108-185	4-095	3.8%	0-234	0.7%	85%	False	False	2,054,993
40	112-280	105-230	7-050	6.4%	0-251	0.7%	91%	False	False	1,035,725
60	112-280	105-215	7-065	6.4%	0-247	0.7%	91%	False	False	690,598
80	112-280	105-215	7-065	6.4%	0-210	0.6%	91%	False	False	517,954
100	113-000	105-215	7-105	6.5%	0-171	0.5%	90%	False	False	414,363
120	114-100	105-215	8-205	7.7%	0-146	0.4%	76%	False	False	345,302

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-234
2.618	113-301
1.618	113-146
1.000	113-050
0.618	112-311
HIGH	112-215
0.618	112-156
0.500	112-138
0.382	112-119
LOW	112-060
0.618	111-284
1.000	111-225
1.618	111-129
2.618	110-294
4.250	110-041

Fisher Pivots for day following 18-Dec-2023
Pivot	1 day	3 day
R1	112-138	112-138
PP	112-118	112-118
S1	112-099	112-099

Download as Excel Spreadsheet

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

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