ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	109-245	109-170	-0-075	-0.2%	110-020
High	109-290	109-170	-0-120	-0.3%	110-050
Low	109-160	109-090	-0-070	-0.2%	109-070
Close	109-170	109-130	-0-040	-0.1%	109-170
Range	0-130	0-080	-0-050	-38.5%	0-300
ATR	0-206	0-197	-0-009	-4.4%	0-000
Volume	969	668	-301	-31.1%	34,648

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-050	110-010	109-174
R3	109-290	109-250	109-152
R2	109-210	109-210	109-145
R1	109-170	109-170	109-137	109-150
PP	109-130	109-130	109-130	109-120
S1	109-090	109-090	109-123	109-070
S2	109-050	109-050	109-115
S3	108-290	109-010	109-108
S4	108-210	108-250	109-086

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-143	111-297	110-015
R3	111-163	110-317	109-252
R2	110-183	110-183	109-225
R1	110-017	110-017	109-198	109-270
PP	109-203	109-203	109-203	109-170
S1	109-037	109-037	109-142	108-290
S2	108-223	108-223	109-115
S3	107-243	108-057	109-088
S4	106-263	107-077	109-005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-050	109-070	0-300	0.9%	0-143	0.4%	20%	False	False	7,063
10	110-305	109-070	1-235	1.6%	0-178	0.5%	11%	False	False	555,423
20	110-305	108-280	2-025	1.9%	0-190	0.5%	26%	False	False	1,302,478
40	113-080	108-280	4-120	4.0%	0-213	0.6%	12%	False	False	1,410,542
60	113-180	108-280	4-220	4.3%	0-224	0.6%	11%	False	False	1,468,451
80	115-295	108-280	7-015	6.4%	0-233	0.7%	8%	False	False	1,470,929
100	117-260	108-280	8-300	8.2%	0-236	0.7%	6%	False	False	1,180,165
120	117-260	108-280	8-300	8.2%	0-242	0.7%	6%	False	False	983,543

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-054
Narrowest range in 140 trading days

Fibonacci Retracements and Extensions
4.250	110-190
2.618	110-059
1.618	109-299
1.000	109-250
0.618	109-219
HIGH	109-170
0.618	109-139
0.500	109-130
0.382	109-121
LOW	109-090
0.618	109-041
1.000	109-010
1.618	108-281
2.618	108-201
4.250	108-070

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	109-130	109-185
PP	109-130	109-167
S1	109-130	109-148

Download as Excel Spreadsheet

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

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