ECBOT 10 Year T-Note Future June 2024

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

Day Change Summary
	Previous	Current
	27-Nov-2023	28-Nov-2023	Change	Change %	Previous Week
Open	110-025	109-225	-0-120	-0.3%	109-310
High	110-025	110-250	0-225	0.6%	110-005
Low	109-145	109-145	0-000	0.0%	109-155
Close	110-025	110-150	0-125	0.4%	109-155
Range	0-200	1-105	0-225	112.5%	0-170
ATR	0-159	0-178	0-019	12.0%	0-000
Volume	0	65	65		6

Daily Pivots for day following 28-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-070	113-215	111-064
R3	112-285	112-110	110-267
R2	111-180	111-180	110-228
R1	111-005	111-005	110-189	111-092
PP	110-075	110-075	110-075	110-119
S1	109-220	109-220	110-111	109-308
S2	108-290	108-290	110-072
S3	107-185	108-115	110-033
S4	106-080	107-010	109-236

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	110-250	109-145	1-105	1.2%	0-136	0.4%	76%	True	True	14
10	110-250	109-105	1-145	1.3%	0-082	0.2%	78%	True	False	7
20	110-250	106-305	3-265	3.5%	0-068	0.2%	92%	True	False	3
40	110-250	106-075	4-175	4.1%	0-048	0.1%	93%	True	False	2

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	0-010
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	116-136
2.618	114-083
1.618	112-298
1.000	112-035
0.618	111-193
HIGH	110-250
0.618	110-088
0.500	110-038
0.382	109-307
LOW	109-145
0.618	108-202
1.000	108-040
1.618	107-097
2.618	105-312
4.250	103-259

Fisher Pivots for day following 28-Nov-2023
Pivot	1 day	3 day
R1	110-112	110-112
PP	110-075	110-075
S1	110-038	110-038

Download as Excel Spreadsheet

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

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