ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 14-Aug-2023

Day Change Summary
	Previous	Current
	11-Aug-2023	14-Aug-2023	Change	Change %	Previous Week
Open	110-215	110-055	-0-160	-0.5%	111-085
High	110-290	110-100	-0-190	-0.5%	111-290
Low	110-040	109-245	-0-115	-0.3%	110-040
Close	110-060	110-000	-0-060	-0.2%	110-060
Range	0-250	0-175	-0-075	-30.0%	1-250
ATR	0-249	0-244	-0-005	-2.1%	0-000
Volume	1,566,489	1,309,141	-257,348	-16.4%	7,432,038

Daily Pivots for day following 14-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-213	111-122	110-096
R3	111-038	110-267	110-048
R2	110-183	110-183	110-032
R1	110-092	110-092	110-016	110-050
PP	110-008	110-008	110-008	109-308
S1	109-237	109-237	109-304	109-195
S2	109-153	109-153	109-288
S3	108-298	109-062	109-272
S4	108-123	108-207	109-224

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-027	114-293	111-054
R3	114-097	113-043	110-217
R2	112-167	112-167	110-164
R1	111-113	111-113	110-112	111-015
PP	110-237	110-237	110-237	110-188
S1	109-183	109-183	110-008	109-085
S2	108-307	108-307	109-276
S3	107-057	107-253	109-223
S4	105-127	106-003	109-066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-290	109-245	2-045	1.9%	0-235	0.7%	11%	False	True	1,494,186
10	111-290	109-240	2-050	2.0%	0-253	0.7%	12%	False	False	1,621,013
20	113-080	109-240	3-160	3.2%	0-237	0.7%	7%	False	False	1,538,557
40	113-170	109-240	3-250	3.4%	0-238	0.7%	7%	False	False	1,539,145
60	115-190	109-240	5-270	5.3%	0-247	0.7%	4%	False	False	1,546,451
80	117-260	109-240	8-020	7.3%	0-248	0.7%	3%	False	False	1,165,943
100	117-260	109-240	8-020	7.3%	0-248	0.7%	3%	False	False	932,848
120	117-260	109-240	8-020	7.3%	0-271	0.8%	3%	False	False	777,399

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	False
Bull Hook	False
Stretch	0-064
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-204
2.618	111-238
1.618	111-063
1.000	110-275
0.618	110-208
HIGH	110-100
0.618	110-033
0.500	110-012
0.382	109-312
LOW	109-245
0.618	109-137
1.000	109-070
1.618	108-282
2.618	108-107
4.250	107-141

Fisher Pivots for day following 14-Aug-2023
Pivot	1 day	3 day
R1	110-012	110-268
PP	110-008	110-178
S1	110-004	110-089

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

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