ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 29-Aug-2023

Day Change Summary
	Previous	Current
	28-Aug-2023	29-Aug-2023	Change	Change %	Previous Week
Open	109-145	109-220	0-075	0.2%	109-205
High	109-235	110-140	0-225	0.6%	109-315
Low	109-100	109-140	0-040	0.1%	108-280
Close	109-205	110-105	0-220	0.6%	109-140
Range	0-135	1-000	0-185	137.0%	1-035
ATR	0-220	0-227	0-007	3.3%	0-000
Volume	3,135,447	1,810,947	-1,324,500	-42.2%	12,636,170

Daily Pivots for day following 29-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-022	112-223	110-281
R3	112-022	111-223	110-193
R2	111-022	111-022	110-164
R1	110-223	110-223	110-134	110-282
PP	110-022	110-022	110-022	110-051
S1	109-223	109-223	110-076	109-282
S2	109-022	109-022	110-046
S3	108-022	108-223	110-017
S4	107-022	107-223	109-249

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	110-140	109-005	1-135	1.3%	0-222	0.6%	92%	True	False	2,934,275
10	110-140	108-280	1-180	1.4%	0-202	0.6%	93%	True	False	2,234,367
20	111-290	108-280	3-010	2.7%	0-231	0.7%	48%	False	False	1,940,938
40	113-080	108-280	4-120	4.0%	0-233	0.7%	33%	False	False	1,727,514
60	114-065	108-280	5-105	4.8%	0-237	0.7%	27%	False	False	1,658,092
80	117-115	108-280	8-155	7.7%	0-238	0.7%	17%	False	False	1,466,752
100	117-260	108-280	8-300	8.1%	0-240	0.7%	16%	False	False	1,174,132
120	117-260	108-280	8-300	8.1%	0-273	0.8%	16%	False	False	978,481

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	0-046
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	114-220
2.618	113-018
1.618	112-018
1.000	111-140
0.618	111-018
HIGH	110-140
0.618	110-018
0.500	109-300
0.382	109-262
LOW	109-140
0.618	108-262
1.000	108-140
1.618	107-262
2.618	106-262
4.250	105-060

Fisher Pivots for day following 29-Aug-2023
Pivot	1 day	3 day
R1	110-063	110-046
PP	110-022	109-307
S1	109-300	109-248

Download as Excel Spreadsheet

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

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