ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 27-Dec-2023

Day Change Summary
	Previous	Current
	26-Dec-2023	27-Dec-2023	Change	Change %	Previous Week
Open	112-215	112-205	-0-010	0.0%	112-155
High	112-240	113-120	0-200	0.6%	113-045
Low	112-175	112-180	0-005	0.0%	112-060
Close	112-230	113-105	0-195	0.5%	112-190
Range	0-065	0-260	0-195	300.0%	0-305
ATR	0-218	0-221	0-003	1.4%	0-000
Volume	396,317	906,098	509,781	128.6%	6,050,080

Daily Pivots for day following 27-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-168	115-077	113-248
R3	114-228	114-137	113-176
R2	113-288	113-288	113-153
R1	113-197	113-197	113-129	113-242
PP	113-028	113-028	113-028	113-051
S1	112-257	112-257	113-081	112-302
S2	112-088	112-088	113-057
S3	111-148	111-317	113-034
S4	110-208	111-057	112-282

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	113-120	112-110	1-010	0.9%	0-172	0.5%	95%	True	False	1,023,649
10	113-120	110-160	2-280	2.5%	0-214	0.6%	98%	True	False	1,479,193
20	113-120	109-220	3-220	3.3%	0-222	0.6%	99%	True	False	1,752,844
40	113-120	106-050	7-070	6.4%	0-241	0.7%	99%	True	False	1,191,455
60	113-120	105-215	7-225	6.8%	0-242	0.7%	99%	True	False	794,590
80	113-120	105-215	7-225	6.8%	0-216	0.6%	99%	True	False	595,961
100	113-120	105-215	7-225	6.8%	0-180	0.5%	99%	True	False	476,769
120	114-100	105-215	8-205	7.6%	0-153	0.4%	89%	False	False	397,307

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	116-265
2.618	115-161
1.618	114-221
1.000	114-060
0.618	113-281
HIGH	113-120
0.618	113-021
0.500	112-310
0.382	112-279
LOW	112-180
0.618	112-019
1.000	111-240
1.618	111-079
2.618	110-139
4.250	109-035

Fisher Pivots for day following 27-Dec-2023
Pivot	1 day	3 day
R1	113-067	113-063
PP	113-028	113-022
S1	112-310	112-300

Download as Excel Spreadsheet

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

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