ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	109-015	109-270	0-255	0.7%	110-055
High	109-315	109-315	0-000	0.0%	110-100
Low	109-005	109-165	0-160	0.5%	109-035
Close	109-290	109-190	-0-100	-0.3%	109-205
Range	0-310	0-150	-0-160	-51.6%	1-065
ATR	0-235	0-229	-0-006	-2.6%	0-000
Volume	2,609,078	3,280,441	671,363	25.7%	7,859,160

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-033	110-262	109-272
R3	110-203	110-112	109-231
R2	110-053	110-053	109-218
R1	109-282	109-282	109-204	109-252
PP	109-223	109-223	109-223	109-209
S1	109-132	109-132	109-176	109-102
S2	109-073	109-073	109-162
S3	108-243	108-302	109-149
S4	108-093	108-152	109-108

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%	0-193	0.6%	65%	True	False	2,010,465
10	110-290	108-280	2-010	1.9%	0-208	0.6%	35%	False	False	1,822,635
20	111-290	108-280	3-010	2.8%	0-232	0.7%	24%	False	False	1,748,688
40	113-085	108-280	4-125	4.0%	0-237	0.7%	16%	False	False	1,636,321
60	115-000	108-280	6-040	5.6%	0-240	0.7%	12%	False	False	1,602,574
80	117-260	108-280	8-300	8.2%	0-243	0.7%	8%	False	False	1,357,479
100	117-260	108-280	8-300	8.2%	0-242	0.7%	8%	False	False	1,086,331
120	117-260	108-280	8-300	8.2%	0-273	0.8%	8%	False	False	905,299

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-051
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-312
2.618	111-068
1.618	110-238
1.000	110-145
0.618	110-088
HIGH	109-315
0.618	109-258
0.500	109-240
0.382	109-222
LOW	109-165
0.618	109-072
1.000	109-015
1.618	108-242
2.618	108-092
4.250	107-168

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	109-240	109-172
PP	109-223	109-155
S1	109-207	109-138

Download as Excel Spreadsheet

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

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