ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 28-Dec-2023

Day Change Summary
	Previous	Current
	27-Dec-2023	28-Dec-2023	Change	Change %	Previous Week
Open	112-205	113-075	0-190	0.5%	112-155
High	113-120	113-095	-0-025	-0.1%	113-045
Low	112-180	112-255	0-075	0.2%	112-060
Close	113-105	112-285	-0-140	-0.4%	112-190
Range	0-260	0-160	-0-100	-38.5%	0-305
ATR	0-221	0-218	-0-004	-1.7%	0-000
Volume	906,098	994,945	88,847	9.8%	6,050,080

Daily Pivots for day following 28-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-158	114-062	113-053
R3	113-318	113-222	113-009
R2	113-158	113-158	112-314
R1	113-062	113-062	112-300	113-030
PP	112-318	112-318	112-318	112-302
S1	112-222	112-222	112-270	112-190
S2	112-158	112-158	112-256
S3	111-318	112-062	112-241
S4	111-158	111-222	112-197

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	112-160	0-280	0.8%	0-163	0.5%	45%	False	False	933,639
10	113-120	111-315	1-125	1.2%	0-178	0.5%	65%	False	False	1,341,234
20	113-120	109-220	3-220	3.3%	0-221	0.6%	87%	False	False	1,675,173
40	113-120	106-050	7-070	6.4%	0-239	0.7%	93%	False	False	1,216,282
60	113-120	105-215	7-225	6.8%	0-240	0.7%	94%	False	False	811,154
80	113-120	105-215	7-225	6.8%	0-218	0.6%	94%	False	False	608,397
100	113-120	105-215	7-225	6.8%	0-181	0.5%	94%	False	False	486,718
120	114-100	105-215	8-205	7.7%	0-154	0.4%	84%	False	False	405,598

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-135
2.618	114-194
1.618	114-034
1.000	113-255
0.618	113-194
HIGH	113-095
0.618	113-034
0.500	113-015
0.382	112-316
LOW	112-255
0.618	112-156
1.000	112-095
1.618	111-316
2.618	111-156
4.250	110-215

Fisher Pivots for day following 28-Dec-2023
Pivot	1 day	3 day
R1	113-015	112-308
PP	112-318	112-300
S1	112-302	112-292

Download as Excel Spreadsheet

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

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