ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	109-155	109-205	0-050	0.1%	110-055
High	109-285	109-220	-0-065	-0.2%	110-100
Low	109-140	108-310	-0-150	-0.4%	109-035
Close	109-205	109-025	-0-180	-0.5%	109-205
Range	0-145	0-230	0-085	58.6%	1-065
ATR	0-237	0-237	-0-001	-0.2%	0-000
Volume	1,251,625	1,514,677	263,052	21.0%	7,859,160

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-128	110-307	109-152
R3	110-218	110-077	109-088
R2	109-308	109-308	109-067
R1	109-167	109-167	109-046	109-122
PP	109-078	109-078	109-078	109-056
S1	108-257	108-257	109-004	108-212
S2	108-168	108-168	108-303
S3	107-258	108-027	108-282
S4	107-028	107-117	108-218

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-095	112-215	110-097
R3	112-030	111-150	109-311
R2	110-285	110-285	109-276
R1	110-085	110-085	109-240	109-312
PP	109-220	109-220	109-220	109-174
S1	109-020	109-020	109-170	108-248
S2	108-155	108-155	109-134
S3	107-090	107-275	109-099
S4	106-025	106-210	108-313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-070	108-310	1-080	1.1%	0-212	0.6%	9%	False	True	1,612,939
10	111-290	108-310	2-300	2.7%	0-224	0.6%	4%	False	True	1,553,562
20	112-070	108-310	3-080	3.0%	0-239	0.7%	3%	False	True	1,622,936
40	113-165	108-310	4-175	4.2%	0-234	0.7%	2%	False	True	1,556,429
60	115-000	108-310	6-010	5.5%	0-246	0.7%	2%	False	True	1,587,212
80	117-260	108-310	8-270	8.1%	0-247	0.7%	1%	False	True	1,266,610
100	117-260	108-310	8-270	8.1%	0-244	0.7%	1%	False	True	1,013,482
120	117-260	108-310	8-270	8.1%	0-272	0.8%	1%	False	True	844,604

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	0-062
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-238
2.618	111-182
1.618	110-272
1.000	110-130
0.618	110-042
HIGH	109-220
0.618	109-132
0.500	109-105
0.382	109-078
LOW	108-310
0.618	108-168
1.000	108-080
1.618	107-258
2.618	107-028
4.250	105-292

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	109-105	109-138
PP	109-078	109-100
S1	109-052	109-062

Download as Excel Spreadsheet

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

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