ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	109-025	109-015	-0-010	0.0%	110-055
High	109-090	109-315	0-225	0.6%	110-100
Low	108-280	109-005	0-045	0.1%	109-035
Close	109-020	109-290	0-270	0.8%	109-205
Range	0-130	0-310	0-180	138.5%	1-065
ATR	0-229	0-235	0-006	2.5%	0-000
Volume	1,396,508	2,609,078	1,212,570	86.8%	7,859,160

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-173	112-062	110-140
R3	111-183	111-072	110-055
R2	110-193	110-193	110-027
R1	110-082	110-082	109-318	110-138
PP	109-203	109-203	109-203	109-231
S1	109-092	109-092	109-262	109-148
S2	108-213	108-213	109-233
S3	107-223	108-102	109-205
S4	106-233	107-112	109-120

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	109-315	108-280	1-035	1.0%	0-197	0.6%	93%	True	False	1,702,601
10	111-290	108-280	3-010	2.8%	0-233	0.7%	34%	False	False	1,690,329
20	112-070	108-280	3-110	3.0%	0-244	0.7%	31%	False	False	1,695,565
40	113-095	108-280	4-135	4.0%	0-237	0.7%	23%	False	False	1,589,982
60	115-000	108-280	6-040	5.6%	0-244	0.7%	17%	False	False	1,581,577
80	117-260	108-280	8-300	8.1%	0-245	0.7%	12%	False	False	1,316,550
100	117-260	108-280	8-300	8.1%	0-244	0.7%	12%	False	False	1,053,527
120	117-260	108-280	8-300	8.1%	0-274	0.8%	12%	False	False	877,962

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-064
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	114-032
2.618	112-167
1.618	111-177
1.000	110-305
0.618	110-187
HIGH	109-315
0.618	109-197
0.500	109-160
0.382	109-123
LOW	109-005
0.618	108-133
1.000	108-015
1.618	107-143
2.618	106-153
4.250	104-288

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	109-247	109-239
PP	109-203	109-188
S1	109-160	109-138

Download as Excel Spreadsheet

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

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