ECBOT 10 Year T-Note Future September 2023

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

Day Change Summary
	Previous	Current
	16-Aug-2023	17-Aug-2023	Change	Change %	Previous Week
Open	109-265	109-175	-0-090	-0.3%	111-085
High	110-055	109-205	-0-170	-0.5%	111-290
Low	109-135	109-035	-0-100	-0.3%	110-040
Close	109-180	109-090	-0-090	-0.3%	110-060
Range	0-240	0-170	-0-070	-29.2%	1-250
ATR	0-246	0-240	-0-005	-2.2%	0-000
Volume	1,768,369	1,741,118	-27,251	-1.5%	7,432,038

Daily Pivots for day following 17-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-300	110-205	109-184
R3	110-130	110-035	109-137
R2	109-280	109-280	109-121
R1	109-185	109-185	109-106	109-148
PP	109-110	109-110	109-110	109-091
S1	109-015	109-015	109-074	108-298
S2	108-260	108-260	109-059
S3	108-090	108-165	109-043
S4	107-240	107-315	108-316

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	110-290	109-035	1-255	1.6%	0-222	0.6%	10%	False	True	1,634,804
10	111-290	109-035	2-255	2.6%	0-254	0.7%	6%	False	True	1,617,882
20	112-175	109-035	3-140	3.1%	0-236	0.7%	5%	False	True	1,592,686
40	113-165	109-035	4-130	4.0%	0-238	0.7%	4%	False	True	1,560,325
60	115-000	109-035	5-285	5.4%	0-246	0.7%	3%	False	True	1,615,926
80	117-260	109-035	8-225	8.0%	0-250	0.7%	2%	False	True	1,232,126
100	117-260	109-035	8-225	8.0%	0-244	0.7%	2%	False	True	985,829
120	117-260	109-035	8-225	8.0%	0-272	0.8%	2%	False	True	821,552

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-076
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	111-288
2.618	111-010
1.618	110-160
1.000	110-055
0.618	109-310
HIGH	109-205
0.618	109-140
0.500	109-120
0.382	109-100
LOW	109-035
0.618	108-250
1.000	108-185
1.618	108-080
2.618	107-230
4.250	106-272

Fisher Pivots for day following 17-Aug-2023
Pivot	1 day	3 day
R1	109-120	109-212
PP	109-110	109-172
S1	109-100	109-131

Download as Excel Spreadsheet

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

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