ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	109-215	109-115	-0-100	-0.3%	109-145
High	109-240	109-210	-0-030	-0.1%	110-305
Low	109-070	109-080	0-010	0.0%	109-100
Close	109-090	109-195	0-105	0.3%	110-050
Range	0-170	0-130	-0-040	-23.5%	1-205
ATR	0-218	0-212	-0-006	-2.9%	0-000
Volume	9,167	6,923	-2,244	-24.5%	5,518,916

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-232	110-183	109-266
R3	110-102	110-053	109-231
R2	109-292	109-292	109-219
R1	109-243	109-243	109-207	109-268
PP	109-162	109-162	109-162	109-174
S1	109-113	109-113	109-183	109-138
S2	109-032	109-032	109-171
S3	108-222	108-303	109-159
S4	108-092	108-173	109-124

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	109-070	1-235	1.6%	0-188	0.5%	23%	False	False	29,350
10	110-305	109-035	1-270	1.7%	0-192	0.5%	27%	False	False	1,266,850
20	111-290	108-280	3-010	2.8%	0-212	0.6%	24%	False	False	1,478,589
40	113-080	108-280	4-120	4.0%	0-220	0.6%	17%	False	False	1,488,047
60	114-000	108-280	5-040	4.7%	0-232	0.7%	14%	False	False	1,530,984
80	116-135	108-280	7-175	6.9%	0-235	0.7%	10%	False	False	1,472,487
100	117-260	108-280	8-300	8.2%	0-238	0.7%	8%	False	False	1,180,159
120	117-260	108-280	8-300	8.2%	0-249	0.7%	8%	False	False	983,530

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

Fibonacci Retracements and Extensions
4.250	111-122
2.618	110-230
1.618	110-100
1.000	110-020
0.618	109-290
HIGH	109-210
0.618	109-160
0.500	109-145
0.382	109-130
LOW	109-080
0.618	109-000
1.000	108-270
1.618	108-190
2.618	108-060
4.250	107-168

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	109-178	109-220
PP	109-162	109-212
S1	109-145	109-203

Download as Excel Spreadsheet

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

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