ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	110-130	110-150	0-020	0.1%	109-145
High	110-205	110-305	0-100	0.3%	110-305
Low	110-095	109-300	-0-115	-0.3%	109-100
Close	110-180	110-050	-0-130	-0.4%	110-050
Range	0-110	1-005	0-215	195.5%	1-205
ATR	0-215	0-223	0-008	3.6%	0-000
Volume	79,211	33,863	-45,348	-57.2%	5,518,916

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-127	112-253	110-229
R3	112-122	111-248	110-139
R2	111-117	111-117	110-110
R1	110-243	110-243	110-080	110-178
PP	110-112	110-112	110-112	110-079
S1	109-238	109-238	110-020	109-172
S2	109-107	109-107	109-310
S3	108-102	108-233	109-281
S4	107-097	107-228	109-191

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-020	114-080	111-019
R3	113-135	112-195	110-194
R2	111-250	111-250	110-146
R1	110-310	110-310	110-098	111-120
PP	110-045	110-045	110-045	110-110
S1	109-105	109-105	110-002	109-235
S2	108-160	108-160	109-274
S3	106-275	107-220	109-226
S4	105-070	106-015	109-081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-305	109-100	1-205	1.5%	0-213	0.6%	51%	True	False	1,103,783
10	110-305	108-280	2-025	1.9%	0-208	0.6%	62%	True	False	1,815,508
20	111-290	108-280	3-010	2.8%	0-213	0.6%	42%	False	False	1,672,314
40	113-080	108-280	4-120	4.0%	0-226	0.6%	29%	False	False	1,601,146
60	114-000	108-280	5-040	4.7%	0-234	0.7%	25%	False	False	1,597,677
80	117-115	108-280	8-155	7.7%	0-238	0.7%	15%	False	False	1,473,457
100	117-260	108-280	8-300	8.1%	0-241	0.7%	14%	False	False	1,179,838
120	117-260	108-280	8-300	8.1%	0-262	0.7%	14%	False	False	983,251

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	115-086
2.618	113-196
1.618	112-191
1.000	111-310
0.618	111-186
HIGH	110-305
0.618	110-181
0.500	110-142
0.382	110-104
LOW	109-300
0.618	109-099
1.000	108-295
1.618	108-094
2.618	107-089
4.250	105-199

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	110-142	110-142
PP	110-112	110-112
S1	110-081	110-081

Download as Excel Spreadsheet

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

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