ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 19-Dec-2023

Day Change Summary
	Previous	Current
	18-Dec-2023	19-Dec-2023	Change	Change %	Previous Week
Open	112-155	112-125	-0-030	-0.1%	110-095
High	112-215	112-205	-0-010	0.0%	112-280
Low	112-060	112-080	0-020	0.1%	109-315
Close	112-080	112-140	0-060	0.2%	112-130
Range	0-155	0-125	-0-030	-19.4%	2-285
ATR	0-252	0-243	-0-009	-3.6%	0-000
Volume	1,111,902	1,122,344	10,442	0.9%	10,707,252

Daily Pivots for day following 19-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-197	113-133	112-209
R3	113-072	113-008	112-174
R2	112-267	112-267	112-163
R1	112-203	112-203	112-151	112-235
PP	112-142	112-142	112-142	112-158
S1	112-078	112-078	112-129	112-110
S2	112-017	112-017	112-117
S3	111-212	111-273	112-106
S4	111-087	111-148	112-071

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	110-160	2-120	2.1%	0-256	0.7%	82%	False	False	1,934,738
10	112-280	109-315	2-285	2.6%	0-236	0.7%	85%	False	False	1,873,775
20	112-280	108-185	4-095	3.8%	0-232	0.6%	90%	False	False	2,097,957
40	112-280	105-265	7-015	6.3%	0-246	0.7%	94%	False	False	1,063,776
60	112-280	105-215	7-065	6.4%	0-246	0.7%	94%	False	False	709,303
80	112-280	105-215	7-065	6.4%	0-212	0.6%	94%	False	False	531,983
100	113-000	105-215	7-105	6.5%	0-173	0.5%	92%	False	False	425,586
120	114-100	105-215	8-205	7.7%	0-147	0.4%	78%	False	False	354,655

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	114-096
2.618	113-212
1.618	113-087
1.000	113-010
0.618	112-282
HIGH	112-205
0.618	112-157
0.500	112-142
0.382	112-128
LOW	112-080
0.618	112-003
1.000	111-275
1.618	111-198
2.618	111-073
4.250	110-189

Fisher Pivots for day following 19-Dec-2023
Pivot	1 day	3 day
R1	112-142	112-140
PP	112-142	112-140
S1	112-141	112-140

Download as Excel Spreadsheet

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

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