ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 29-Dec-2023

Day Change Summary
	Previous	Current
	28-Dec-2023	29-Dec-2023	Change	Change %	Previous Week
Open	113-075	112-295	-0-100	-0.3%	112-215
High	113-095	113-010	-0-085	-0.2%	113-120
Low	112-255	112-180	-0-075	-0.2%	112-175
Close	112-285	112-285	0-000	0.0%	112-285
Range	0-160	0-150	-0-010	-6.3%	0-265
ATR	0-218	0-213	-0-005	-2.2%	0-000
Volume	994,945	1,252,433	257,488	25.9%	3,549,793

Daily Pivots for day following 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-075	114-010	113-048
R3	113-245	113-180	113-006
R2	113-095	113-095	112-312
R1	113-030	113-030	112-299	112-308
PP	112-265	112-265	112-265	112-244
S1	112-200	112-200	112-271	112-158
S2	112-115	112-115	112-258
S3	111-285	112-050	112-244
S4	111-135	111-220	112-202

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-135	114-315	113-111
R3	114-190	114-050	113-038
R2	113-245	113-245	113-014
R1	113-105	113-105	112-309	113-175
PP	112-300	112-300	112-300	113-015
S1	112-160	112-160	112-261	112-230
S2	112-035	112-035	112-236
S3	111-090	111-215	112-212
S4	110-145	110-270	112-139

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%	0-157	0.4%	45%	False	False	893,218
10	113-120	112-040	1-080	1.1%	0-165	0.5%	61%	False	False	1,154,430
20	113-120	109-250	3-190	3.2%	0-217	0.6%	87%	False	False	1,600,448
40	113-120	107-115	6-005	5.3%	0-232	0.6%	92%	False	False	1,247,417
60	113-120	105-215	7-225	6.8%	0-237	0.7%	94%	False	False	832,024
80	113-120	105-215	7-225	6.8%	0-220	0.6%	94%	False	False	624,053
100	113-120	105-215	7-225	6.8%	0-183	0.5%	94%	False	False	499,242
120	114-100	105-215	8-205	7.7%	0-155	0.4%	84%	False	False	416,035

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-008
2.618	114-083
1.618	113-253
1.000	113-160
0.618	113-103
HIGH	113-010
0.618	112-273
0.500	112-255
0.382	112-237
LOW	112-180
0.618	112-087
1.000	112-030
1.618	111-257
2.618	111-107
4.250	110-182

Fisher Pivots for day following 29-Dec-2023
Pivot	1 day	3 day
R1	112-275	112-310
PP	112-265	112-302
S1	112-255	112-293

Download as Excel Spreadsheet

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

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