ECBOT 10 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 13-Dec-2023

Day Change Summary
	Previous	Current
	12-Dec-2023	13-Dec-2023	Change	Change %	Previous Week
Open	111-005	111-105	0-100	0.3%	111-050
High	111-115	112-185	1-070	1.1%	111-230
Low	110-280	111-105	0-145	0.4%	110-235
Close	111-035	112-145	1-110	1.2%	110-265
Range	0-155	1-080	0-245	158.1%	0-315
ATR	0-181	0-201	0-021	11.5%	0-000
Volume	6	17	11	183.3%	43

Daily Pivots for day following 13-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-278	115-132	113-045
R3	114-198	114-052	112-255
R2	113-118	113-118	112-218
R1	112-292	112-292	112-182	113-045
PP	112-038	112-038	112-038	112-075
S1	111-212	111-212	112-108	111-285
S2	110-278	110-278	112-072
S3	109-198	110-132	112-035
S4	108-118	109-052	111-245

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	112-185	110-215	1-290	1.7%	0-192	0.5%	93%	True	False	8
10	112-185	110-090	2-095	2.0%	0-182	0.5%	95%	True	False	14
20	112-185	109-105	3-080	2.9%	0-135	0.4%	96%	True	False	12
40	112-185	106-075	6-110	5.6%	0-095	0.3%	98%	True	False	6

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	0-012
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	117-285
2.618	115-272
1.618	114-192
1.000	113-265
0.618	113-112
HIGH	112-185
0.618	112-032
0.500	111-305
0.382	111-258
LOW	111-105
0.618	110-178
1.000	110-025
1.618	109-098
2.618	108-018
4.250	106-005

Fisher Pivots for day following 13-Dec-2023
Pivot	1 day	3 day
R1	112-092	112-057
PP	112-038	111-288
S1	111-305	111-200

Download as Excel Spreadsheet

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

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