ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 16-Aug-2023

Day Change Summary
	Previous	Current
	15-Aug-2023	16-Aug-2023	Change	Change %	Previous Week
Open	109-290	109-265	-0-025	-0.1%	111-085
High	110-070	110-055	-0-015	0.0%	111-290
Low	109-115	109-135	0-020	0.1%	110-040
Close	109-245	109-180	-0-065	-0.2%	110-060
Range	0-275	0-240	-0-035	-12.7%	1-250
ATR	0-246	0-246	0-000	-0.2%	0-000
Volume	1,788,907	1,768,369	-20,538	-1.1%	7,432,038

Daily Pivots for day following 16-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-310	111-165	109-312
R3	111-070	110-245	109-246
R2	110-150	110-150	109-224
R1	110-005	110-005	109-202	109-278
PP	109-230	109-230	109-230	109-206
S1	109-085	109-085	109-158	109-038
S2	108-310	108-310	109-136
S3	108-070	108-165	109-114
S4	107-150	107-245	109-048

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%	0-269	0.8%	8%	False	False	1,678,057
10	111-290	109-115	2-175	2.3%	0-258	0.7%	8%	False	False	1,638,332
20	112-310	109-115	3-195	3.3%	0-244	0.7%	6%	False	False	1,583,781
40	113-165	109-115	4-050	3.8%	0-238	0.7%	5%	False	False	1,551,916
60	115-000	109-115	5-205	5.1%	0-246	0.7%	4%	False	False	1,596,343
80	117-260	109-115	8-145	7.7%	0-250	0.7%	2%	False	False	1,210,367
100	117-260	109-115	8-145	7.7%	0-246	0.7%	2%	False	False	968,418
120	117-260	109-115	8-145	7.7%	0-272	0.8%	2%	False	False	807,042

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-074
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-115
2.618	112-043
1.618	111-123
1.000	110-295
0.618	110-203
HIGH	110-055
0.618	109-283
0.500	109-255
0.382	109-227
LOW	109-135
0.618	108-307
1.000	108-215
1.618	108-067
2.618	107-147
4.250	106-075

Fisher Pivots for day following 16-Aug-2023
Pivot	1 day	3 day
R1	109-255	109-268
PP	109-230	109-238
S1	109-205	109-209

Download as Excel Spreadsheet

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

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