ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	110-055	109-290	-0-085	-0.2%	111-085
High	110-100	110-070	-0-030	-0.1%	111-290
Low	109-245	109-115	-0-130	-0.4%	110-040
Close	110-000	109-245	-0-075	-0.2%	110-060
Range	0-175	0-275	0-100	57.1%	1-250
ATR	0-244	0-246	0-002	0.9%	0-000
Volume	1,309,141	1,788,907	479,766	36.6%	7,432,038

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-115	111-295	110-076
R3	111-160	111-020	110-001
R2	110-205	110-205	109-295
R1	110-065	110-065	109-270	109-318
PP	109-250	109-250	109-250	109-216
S1	109-110	109-110	109-220	109-042
S2	108-295	108-295	109-195
S3	108-020	108-155	109-169
S4	107-065	107-200	109-094

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	109-115	2-175	2.3%	0-244	0.7%	16%	False	True	1,557,228
10	111-290	109-115	2-175	2.3%	0-259	0.7%	16%	False	True	1,647,510
20	113-065	109-115	3-270	3.5%	0-240	0.7%	11%	False	True	1,562,820
40	113-170	109-115	4-055	3.8%	0-238	0.7%	10%	False	True	1,545,996
60	115-000	109-115	5-205	5.1%	0-246	0.7%	7%	False	True	1,571,930
80	117-260	109-115	8-145	7.7%	0-249	0.7%	5%	False	True	1,188,275
100	117-260	109-115	8-145	7.7%	0-248	0.7%	5%	False	True	950,736
120	117-260	109-115	8-145	7.7%	0-272	0.8%	5%	False	True	792,306

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	0-070
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-279
2.618	112-150
1.618	111-195
1.000	111-025
0.618	110-240
HIGH	110-070
0.618	109-285
0.500	109-252
0.382	109-220
LOW	109-115
0.618	108-265
1.000	108-160
1.618	107-310
2.618	107-035
4.250	105-226

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	109-252	110-042
PP	109-250	110-003
S1	109-248	109-284

Download as Excel Spreadsheet

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

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