ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 25-Aug-2023

Day Change Summary
	Previous	Current
	24-Aug-2023	25-Aug-2023	Change	Change %	Previous Week
Open	109-270	109-180	-0-090	-0.3%	109-205
High	109-315	109-230	-0-085	-0.2%	109-315
Low	109-165	109-035	-0-130	-0.4%	108-280
Close	109-190	109-140	-0-050	-0.1%	109-140
Range	0-150	0-195	0-045	30.0%	1-035
ATR	0-229	0-226	-0-002	-1.1%	0-000
Volume	3,280,441	3,835,466	555,025	16.9%	12,636,170

Daily Pivots for day following 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-080	110-305	109-247
R3	110-205	110-110	109-194
R2	110-010	110-010	109-176
R1	109-235	109-235	109-158	109-185
PP	109-135	109-135	109-135	109-110
S1	109-040	109-040	109-122	108-310
S2	108-260	108-260	109-104
S3	108-065	108-165	109-086
S4	107-190	107-290	109-033

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-243	112-067	110-015
R3	111-208	111-032	109-238
R2	110-173	110-173	109-205
R1	109-317	109-317	109-173	109-228
PP	109-138	109-138	109-138	109-094
S1	108-282	108-282	109-107	108-192
S2	108-103	108-103	109-075
S3	107-068	107-247	109-042
S4	106-033	106-212	108-265

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%	0-203	0.6%	51%	False	False	2,527,234
10	110-100	108-280	1-140	1.3%	0-202	0.6%	39%	False	False	2,049,533
20	111-290	108-280	3-010	2.8%	0-228	0.7%	19%	False	False	1,854,137
40	113-080	108-280	4-120	4.0%	0-232	0.7%	13%	False	False	1,683,215
60	115-000	108-280	6-040	5.6%	0-240	0.7%	9%	False	False	1,628,260
80	117-260	108-280	8-300	8.2%	0-241	0.7%	6%	False	False	1,405,292
100	117-260	108-280	8-300	8.2%	0-241	0.7%	6%	False	False	1,124,678
120	117-260	108-280	8-300	8.2%	0-274	0.8%	6%	False	False	937,261

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-099
2.618	111-101
1.618	110-226
1.000	110-105
0.618	110-031
HIGH	109-230
0.618	109-156
0.500	109-132
0.382	109-109
LOW	109-035
0.618	108-234
1.000	108-160
1.618	108-039
2.618	107-164
4.250	106-166

Fisher Pivots for day following 25-Aug-2023
Pivot	1 day	3 day
R1	109-138	109-160
PP	109-135	109-153
S1	109-132	109-147

Download as Excel Spreadsheet

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

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