ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 17-Mar-2023

Day Change Summary
	Previous	Current
	16-Mar-2023	17-Mar-2023	Change	Change %	Previous Week
Open	115-200	114-200	-1-000	-0.9%	113-235
High	116-220	116-200	-0-020	-0.1%	116-220
Low	114-215	114-200	-0-015	0.0%	113-105
Close	114-215	116-120	1-225	1.5%	116-120
Range	2-005	2-000	-0-005	-0.8%	3-115
ATR	1-015	1-037	0-022	6.5%	0-000
Volume	32	63	31	96.9%	236

Daily Pivots for day following 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	121-280	121-040	117-152
R3	119-280	119-040	116-296
R2	117-280	117-280	116-237
R1	117-040	117-040	116-179	117-160
PP	115-280	115-280	115-280	116-020
S1	115-040	115-040	116-061	115-160
S2	113-280	113-280	116-003
S3	111-280	113-040	115-264
S4	109-280	111-040	115-088

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	125-173	124-102	118-071
R3	122-058	120-307	117-096
R2	118-263	118-263	116-317
R1	117-192	117-192	116-219	118-068
PP	115-148	115-148	115-148	115-246
S1	114-077	114-077	116-021	114-272
S2	112-033	112-033	115-243
S3	108-238	110-282	115-144
S4	105-123	107-167	114-169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-220	113-105	3-115	2.9%	2-058	1.9%	91%	False	False	47
10	116-220	111-050	5-170	4.8%	1-169	1.3%	94%	False	False	35
20	116-220	110-275	5-265	5.0%	0-310	0.8%	95%	False	False	148
40	117-000	110-275	6-045	5.3%	0-180	0.5%	90%	False	False	75

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-090
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-040
2.618	121-276
1.618	119-276
1.000	118-200
0.618	117-276
HIGH	116-200
0.618	115-276
0.500	115-200
0.382	115-124
LOW	114-200
0.618	113-124
1.000	112-200
1.618	111-124
2.618	109-124
4.250	106-040

Fisher Pivots for day following 17-Mar-2023
Pivot	1 day	3 day
R1	116-040	116-004
PP	115-280	115-208
S1	115-200	115-092

Download as Excel Spreadsheet

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

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