ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	109-180	109-145	-0-035	-0.1%	109-205
High	109-230	109-235	0-005	0.0%	109-315
Low	109-035	109-100	0-065	0.2%	108-280
Close	109-140	109-205	0-065	0.2%	109-140
Range	0-195	0-135	-0-060	-30.8%	1-035
ATR	0-226	0-220	-0-007	-2.9%	0-000
Volume	3,835,466	3,135,447	-700,019	-18.3%	12,636,170

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-265	110-210	109-279
R3	110-130	110-075	109-242
R2	109-315	109-315	109-230
R1	109-260	109-260	109-217	109-288
PP	109-180	109-180	109-180	109-194
S1	109-125	109-125	109-193	109-152
S2	109-045	109-045	109-180
S3	108-230	108-310	109-168
S4	108-095	108-175	109-131

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%	0-184	0.5%	69%	False	False	2,851,388
10	110-070	108-280	1-110	1.2%	0-198	0.6%	57%	False	False	2,232,163
20	111-290	108-280	3-010	2.8%	0-226	0.6%	25%	False	False	1,926,588
40	113-080	108-280	4-120	4.0%	0-230	0.7%	18%	False	False	1,709,029
60	114-245	108-280	5-285	5.4%	0-237	0.7%	13%	False	False	1,653,890
80	117-260	108-280	8-300	8.2%	0-239	0.7%	9%	False	False	1,444,357
100	117-260	108-280	8-300	8.2%	0-239	0.7%	9%	False	False	1,156,026
120	117-260	108-280	8-300	8.2%	0-273	0.8%	9%	False	False	963,390

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-048
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111-169
2.618	110-268
1.618	110-133
1.000	110-050
0.618	109-318
HIGH	109-235
0.618	109-183
0.500	109-168
0.382	109-152
LOW	109-100
0.618	109-017
1.000	108-285
1.618	108-202
2.618	108-067
4.250	107-166

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	109-192	109-195
PP	109-180	109-185
S1	109-168	109-175

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

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