ECBOT 10 Year T-Note Future June 2024

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

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	109-155	110-025	0-190	0.5%	109-310
High	109-155	110-025	0-190	0.5%	110-005
Low	109-155	109-145	-0-010	0.0%	109-155
Close	109-155	110-025	0-190	0.5%	109-155
Range	0-000	0-200	0-200		0-170
ATR	0-156	0-159	0-003	2.0%	0-000
Volume

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-238	111-172	110-135
R3	111-038	110-292	110-080
R2	110-158	110-158	110-062
R1	110-092	110-092	110-043	110-125
PP	109-278	109-278	109-278	109-295
S1	109-212	109-212	110-007	109-245
S2	109-078	109-078	109-308
S3	108-198	109-012	109-290
S4	107-318	108-132	109-235

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-082	110-288	109-248
R3	110-232	110-118	109-202
R2	110-062	110-062	109-186
R1	109-268	109-268	109-171	109-240
PP	109-212	109-212	109-212	109-198
S1	109-098	109-098	109-139	109-070
S2	109-042	109-042	109-124
S3	108-192	108-248	109-108
S4	108-022	108-078	109-062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-025	109-145	0-200	0.6%	0-065	0.2%	100%	True	True	1
10	110-025	108-130	1-215	1.5%	0-044	0.1%	100%	True	False
20	110-025	106-305	3-040	2.8%	0-049	0.1%	100%	True	False
40	110-025	106-075	3-270	3.5%	0-037	0.1%	100%	True	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-002
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	112-235
2.618	111-229
1.618	111-029
1.000	110-225
0.618	110-149
HIGH	110-025
0.618	109-269
0.500	109-245
0.382	109-221
LOW	109-145
0.618	109-021
1.000	108-265
1.618	108-141
2.618	107-261
4.250	106-255

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	109-312	109-312
PP	109-278	109-278
S1	109-245	109-245

Download as Excel Spreadsheet

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

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