ECBOT 10 Year T-Note Future June 2024

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

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	109-280	109-310	0-030	0.1%	108-130
High	109-280	109-310	0-030	0.1%	110-005
Low	109-280	109-240	-0-040	-0.1%	108-130
Close	109-280	109-310	0-030	0.1%	109-280
Range	0-000	0-070	0-070		1-195
ATR	0-184	0-175	-0-008	-4.4%	0-000
Volume

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-177	110-153	110-028
R3	110-107	110-083	110-009
R2	110-037	110-037	110-003
R1	110-013	110-013	109-316	110-025
PP	109-287	109-287	109-287	109-292
S1	109-263	109-263	109-304	109-275
S2	109-217	109-217	109-297
S3	109-147	109-193	109-291
S4	109-077	109-123	109-272

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-083	113-217	110-243
R3	112-208	112-022	110-102
R2	111-013	111-013	110-054
R1	110-147	110-147	110-007	110-240
PP	109-138	109-138	109-138	109-185
S1	108-272	108-272	109-233	109-045
S2	107-263	107-263	109-186
S3	106-068	107-077	109-138
S4	104-193	105-202	108-317

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-005	109-105	0-220	0.6%	0-028	0.1%	93%	False	False
10	110-005	108-130	1-195	1.5%	0-040	0.1%	97%	False	False
20	110-005	106-155	3-170	3.2%	0-042	0.1%	99%	False	False
40	110-005	106-075	3-250	3.4%	0-038	0.1%	99%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	110-288
2.618	110-173
1.618	110-103
1.000	110-060
0.618	110-033
HIGH	109-310
0.618	109-283
0.500	109-275
0.382	109-267
LOW	109-240
0.618	109-197
1.000	109-170
1.618	109-127
2.618	109-057
4.250	108-262

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	109-298	109-299
PP	109-287	109-288
S1	109-275	109-278

Download as Excel Spreadsheet

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

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