ECBOT 10 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 05-Dec-2023

Day Change Summary
	Previous	Current
	04-Dec-2023	05-Dec-2023	Change	Change %	Previous Week
Open	111-050	110-270	-0-100	-0.3%	110-025
High	111-050	111-155	0-105	0.3%	111-105
Low	110-235	110-270	0-035	0.1%	109-145
Close	110-240	111-155	0-235	0.7%	111-075
Range	0-135	0-205	0-070	51.9%	1-280
ATR	0-186	0-190	0-003	1.9%	0-000
Volume	10	11	1	10.0%	164

Daily Pivots for day following 05-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-062	112-313	111-268
R3	112-177	112-108	111-211
R2	111-292	111-292	111-193
R1	111-223	111-223	111-174	111-258
PP	111-087	111-087	111-087	111-104
S1	111-018	111-018	111-136	111-052
S2	110-202	110-202	111-117
S3	109-317	110-133	111-099
S4	109-112	109-248	111-042

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-095	115-205	112-085
R3	114-135	113-245	111-240
R2	112-175	112-175	111-185
R1	111-285	111-285	111-130	112-070
PP	110-215	110-215	110-215	110-268
S1	110-005	110-005	111-020	110-110
S2	108-255	108-255	110-285
S3	106-295	108-045	110-230
S4	105-015	106-085	110-065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-155	110-090	1-065	1.1%	0-155	0.4%	100%	True	False	24
10	111-155	109-145	2-010	1.8%	0-146	0.4%	100%	True	False	19
20	111-155	108-130	3-025	2.8%	0-092	0.3%	100%	True	False	9
40	111-155	106-075	5-080	4.7%	0-067	0.2%	100%	True	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-066
2.618	113-052
1.618	112-167
1.000	112-040
0.618	111-282
HIGH	111-155
0.618	111-077
0.500	111-052
0.382	111-028
LOW	110-270
0.618	110-143
1.000	110-065
1.618	109-258
2.618	109-053
4.250	108-039

Fisher Pivots for day following 05-Dec-2023
Pivot	1 day	3 day
R1	111-121	111-115
PP	111-087	111-075
S1	111-052	111-035

Download as Excel Spreadsheet

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

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