ECBOT 10 Year T-Note Future June 2024

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

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	106-075	107-220	1-145	1.4%	108-015
High	106-075	107-220	1-145	1.4%	108-015
Low	106-075	106-260	0-185	0.5%	106-075
Close	106-075	106-260	0-185	0.5%	106-260
Range	0-000	0-280	0-280		1-260
ATR	0-159	0-181	0-022	13.7%	0-000
Volume	0	3	3		4

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-233	109-047	107-094
R3	108-273	108-087	107-017
R2	107-313	107-313	106-311
R1	107-127	107-127	106-286	107-080
PP	107-033	107-033	107-033	107-010
S1	106-167	106-167	106-234	106-120
S2	106-073	106-073	106-209
S3	105-113	105-207	106-183
S4	104-153	104-247	106-106

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-150	111-145	107-259
R3	110-210	109-205	107-100
R2	108-270	108-270	107-046
R1	107-265	107-265	106-313	107-138
PP	107-010	107-010	107-010	106-266
S1	106-005	106-005	106-207	105-198
S2	105-070	105-070	106-154
S3	103-130	104-065	106-100
S4	101-190	102-125	105-261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-015	106-075	1-260	1.7%	0-076	0.2%	32%	False	False
10	108-255	106-075	2-180	2.4%	0-038	0.1%	23%	False	False
20	109-210	106-075	3-135	3.2%	0-043	0.1%	17%	False	False

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	0-000
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	111-130
2.618	109-313
1.618	109-033
1.000	108-180
0.618	108-073
HIGH	107-220
0.618	107-113
0.500	107-080
0.382	107-047
LOW	106-260
0.618	106-087
1.000	105-300
1.618	105-127
2.618	104-167
4.250	103-030

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	107-080	106-308
PP	107-033	106-292
S1	106-307	106-276

Download as Excel Spreadsheet

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

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