ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 30-Aug-2023

Day Change Summary
	Previous	Current
	29-Aug-2023	30-Aug-2023	Change	Change %	Previous Week
Open	109-220	110-110	0-210	0.6%	109-205
High	110-140	110-195	0-055	0.2%	109-315
Low	109-140	110-020	0-200	0.6%	108-280
Close	110-105	110-115	0-010	0.0%	109-140
Range	1-000	0-175	-0-145	-45.3%	1-035
ATR	0-227	0-223	-0-004	-1.6%	0-000
Volume	1,810,947	459,448	-1,351,499	-74.6%	12,636,170

Daily Pivots for day following 30-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-315	111-230	110-211
R3	111-140	111-055	110-163
R2	110-285	110-285	110-147
R1	110-200	110-200	110-131	110-242
PP	110-110	110-110	110-110	110-131
S1	110-025	110-025	110-099	110-068
S2	109-255	109-255	110-083
S3	109-080	109-170	110-067
S4	108-225	108-315	110-019

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	110-195	109-035	1-160	1.4%	0-195	0.6%	83%	True	False	2,504,349
10	110-195	108-280	1-235	1.6%	0-196	0.6%	86%	True	False	2,103,475
20	111-290	108-280	3-010	2.7%	0-227	0.6%	49%	False	False	1,870,903
40	113-080	108-280	4-120	4.0%	0-231	0.7%	34%	False	False	1,697,980
60	114-065	108-280	5-105	4.8%	0-236	0.7%	28%	False	False	1,641,737
80	117-115	108-280	8-155	7.7%	0-237	0.7%	17%	False	False	1,472,382
100	117-260	108-280	8-300	8.1%	0-240	0.7%	17%	False	False	1,178,727
120	117-260	108-280	8-300	8.1%	0-270	0.8%	17%	False	False	982,309

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-299
2.618	112-013
1.618	111-158
1.000	111-050
0.618	110-303
HIGH	110-195
0.618	110-128
0.500	110-108
0.382	110-087
LOW	110-020
0.618	109-232
1.000	109-165
1.618	109-057
2.618	108-202
4.250	107-236

Fisher Pivots for day following 30-Aug-2023
Pivot	1 day	3 day
R1	110-112	110-072
PP	110-110	110-030
S1	110-108	109-308

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

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