ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 20-Dec-2023

Day Change Summary
	Previous	Current
	19-Dec-2023	20-Dec-2023	Change	Change %	Previous Week
Open	112-125	112-120	-0-005	0.0%	110-095
High	112-205	112-315	0-110	0.3%	112-280
Low	112-080	112-110	0-030	0.1%	109-315
Close	112-140	112-250	0-110	0.3%	112-130
Range	0-125	0-205	0-080	64.0%	2-285
ATR	0-243	0-241	-0-003	-1.1%	0-000
Volume	1,122,344	1,444,999	322,655	28.7%	10,707,252

Daily Pivots for day following 20-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-200	114-110	113-043
R3	113-315	113-225	112-306
R2	113-110	113-110	112-288
R1	113-020	113-020	112-269	113-065
PP	112-225	112-225	112-225	112-248
S1	112-135	112-135	112-231	112-180
S2	112-020	112-020	112-212
S3	111-135	111-250	112-194
S4	110-250	111-045	112-137

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	112-315	111-315	1-000	0.9%	0-194	0.5%	80%	True	False	1,748,830
10	112-315	109-315	3-000	2.7%	0-237	0.7%	93%	True	False	1,843,039
20	112-315	108-185	4-130	3.9%	0-237	0.7%	95%	True	False	2,091,404
40	112-315	105-265	7-050	6.3%	0-246	0.7%	97%	True	False	1,099,884
60	112-315	105-215	7-100	6.5%	0-248	0.7%	97%	True	False	733,386
80	112-315	105-215	7-100	6.5%	0-214	0.6%	97%	True	False	550,045
100	112-315	105-215	7-100	6.5%	0-173	0.5%	97%	True	False	440,036
120	114-100	105-215	8-205	7.7%	0-149	0.4%	82%	False	False	366,697

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-032
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-226
2.618	114-212
1.618	114-007
1.000	113-200
0.618	113-122
HIGH	112-315
0.618	112-237
0.500	112-212
0.382	112-188
LOW	112-110
0.618	111-303
1.000	111-225
1.618	111-098
2.618	110-213
4.250	109-199

Fisher Pivots for day following 20-Dec-2023
Pivot	1 day	3 day
R1	112-238	112-229
PP	112-225	112-208
S1	112-212	112-188

Download as Excel Spreadsheet

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

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