ECBOT 10 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 12-Dec-2023

Day Change Summary
	Previous	Current
	11-Dec-2023	12-Dec-2023	Change	Change %	Previous Week
Open	110-225	111-005	0-100	0.3%	111-050
High	110-290	111-115	0-145	0.4%	111-230
Low	110-215	110-280	0-065	0.2%	110-235
Close	110-285	111-035	0-070	0.2%	110-265
Range	0-075	0-155	0-080	106.7%	0-315
ATR	0-183	0-181	-0-002	-1.1%	0-000
Volume	5	6	1	20.0%	43

Daily Pivots for day following 12-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-182	112-103	111-120
R3	112-027	111-268	111-078
R2	111-192	111-192	111-063
R1	111-113	111-113	111-049	111-152
PP	111-037	111-037	111-037	111-056
S1	110-278	110-278	111-021	110-318
S2	110-202	110-202	111-007
S3	110-047	110-123	110-312
S4	109-212	109-288	110-270

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-015	113-135	111-118
R3	113-020	112-140	111-032
R2	112-025	112-025	111-003
R1	111-145	111-145	110-294	111-088
PP	111-030	111-030	111-030	111-001
S1	110-150	110-150	110-236	110-092
S2	110-035	110-035	110-207
S3	109-040	109-155	110-178
S4	108-045	108-160	110-092

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-230	110-215	1-015	0.9%	0-140	0.4%	42%	False	False	6
10	111-230	110-090	1-140	1.3%	0-148	0.4%	58%	False	False	15
20	111-230	109-105	2-125	2.2%	0-115	0.3%	75%	False	False	11
40	111-230	106-075	5-155	4.9%	0-085	0.2%	89%	False	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 2 trading days

Fibonacci Retracements and Extensions
4.250	113-134
2.618	112-201
1.618	112-046
1.000	111-270
0.618	111-211
HIGH	111-115
0.618	111-056
0.500	111-038
0.382	111-019
LOW	110-280
0.618	110-184
1.000	110-125
1.618	110-029
2.618	109-194
4.250	108-261

Fisher Pivots for day following 12-Dec-2023
Pivot	1 day	3 day
R1	111-038	111-028
PP	111-037	111-020
S1	111-036	111-012

Download as Excel Spreadsheet

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

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