ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	110-150	110-020	-0-130	-0.4%	109-145
High	110-305	110-050	-0-255	-0.7%	110-305
Low	109-300	109-165	-0-135	-0.4%	109-100
Close	110-050	109-175	-0-195	-0.6%	110-050
Range	1-005	0-205	-0-120	-36.9%	1-205
ATR	0-223	0-222	-0-001	-0.6%	0-000
Volume	33,863	17,589	-16,274	-48.1%	5,518,916

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-212	111-078	109-288
R3	111-007	110-193	109-231
R2	110-122	110-122	109-213
R1	109-308	109-308	109-194	109-272
PP	109-237	109-237	109-237	109-219
S1	109-103	109-103	109-156	109-068
S2	109-032	109-032	109-137
S3	108-147	108-218	109-119
S4	107-262	108-013	109-062

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	109-140	1-165	1.4%	0-227	0.6%	7%	False	False	480,211
10	110-305	108-280	2-025	1.9%	0-206	0.6%	32%	False	False	1,665,799
20	111-290	108-280	3-010	2.8%	0-214	0.6%	22%	False	False	1,609,681
40	113-080	108-280	4-120	4.0%	0-224	0.6%	15%	False	False	1,569,266
60	114-000	108-280	5-040	4.7%	0-233	0.7%	13%	False	False	1,572,028
80	117-115	108-280	8-155	7.7%	0-238	0.7%	8%	False	False	1,473,284
100	117-260	108-280	8-300	8.2%	0-240	0.7%	8%	False	False	1,180,008
120	117-260	108-280	8-300	8.2%	0-257	0.7%	8%	False	False	983,397

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	0-060
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-281
2.618	111-267
1.618	111-062
1.000	110-255
0.618	110-177
HIGH	110-050
0.618	109-292
0.500	109-268
0.382	109-243
LOW	109-165
0.618	109-038
1.000	108-280
1.618	108-153
2.618	107-268
4.250	106-254

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	109-268	110-075
PP	109-237	110-002
S1	109-206	109-248

Download as Excel Spreadsheet

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

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