ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 22-Dec-2023

Day Change Summary
	Previous	Current
	21-Dec-2023	22-Dec-2023	Change	Change %	Previous Week
Open	112-305	112-220	-0-085	-0.2%	112-155
High	113-045	112-310	-0-055	-0.2%	113-045
Low	112-185	112-160	-0-025	-0.1%	112-060
Close	112-215	112-190	-0-025	-0.1%	112-190
Range	0-180	0-150	-0-030	-16.7%	0-305
ATR	0-236	0-230	-0-006	-2.6%	0-000
Volume	1,454,535	916,300	-538,235	-37.0%	6,050,080

Daily Pivots for day following 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-030	113-260	112-272
R3	113-200	113-110	112-231
R2	113-050	113-050	112-218
R1	112-280	112-280	112-204	112-250
PP	112-220	112-220	112-220	112-205
S1	112-130	112-130	112-176	112-100
S2	112-070	112-070	112-162
S3	111-240	111-300	112-149
S4	111-090	111-150	112-108

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-160	115-000	113-038
R3	114-175	114-015	112-274
R2	113-190	113-190	112-246
R1	113-030	113-030	112-218	113-110
PP	112-205	112-205	112-205	112-245
S1	112-045	112-045	112-162	112-125
S2	111-220	111-220	112-134
S3	110-235	111-060	112-106
S4	109-250	110-075	112-022

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-045	112-060	0-305	0.8%	0-163	0.5%	43%	False	False	1,210,016
10	113-045	109-315	3-050	2.8%	0-219	0.6%	83%	False	False	1,675,733
20	113-045	108-185	4-180	4.1%	0-232	0.6%	88%	False	False	2,022,795
40	113-045	106-050	6-315	6.2%	0-240	0.7%	92%	False	False	1,159,020
60	113-045	105-215	7-150	6.6%	0-244	0.7%	93%	False	False	772,893
80	113-045	105-215	7-150	6.6%	0-215	0.6%	93%	False	False	579,681
100	113-045	105-215	7-150	6.6%	0-177	0.5%	93%	False	False	463,745
120	114-100	105-215	8-205	7.7%	0-151	0.4%	80%	False	False	386,454

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	0-041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-308
2.618	114-063
1.618	113-233
1.000	113-140
0.618	113-083
HIGH	112-310
0.618	112-253
0.500	112-235
0.382	112-217
LOW	112-160
0.618	112-067
1.000	112-010
1.618	111-237
2.618	111-087
4.250	110-162

Fisher Pivots for day following 22-Dec-2023
Pivot	1 day	3 day
R1	112-235	112-238
PP	112-220	112-222
S1	112-205	112-206

Download as Excel Spreadsheet

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

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