ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	109-170	109-105	-0-065	-0.2%	110-020
High	109-170	109-165	-0-005	0.0%	110-050
Low	109-090	109-105	0-015	0.0%	109-070
Close	109-130	109-165	0-035	0.1%	109-170
Range	0-080	0-060	-0-020	-25.0%	0-300
ATR	0-197	0-187	-0-010	-5.0%	0-000
Volume	668	562	-106	-15.9%	34,648

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-005	109-305	109-198
R3	109-265	109-245	109-182
R2	109-205	109-205	109-176
R1	109-185	109-185	109-170	109-195
PP	109-145	109-145	109-145	109-150
S1	109-125	109-125	109-160	109-135
S2	109-085	109-085	109-154
S3	109-025	109-065	109-148
S4	108-285	109-005	109-132

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	109-290	109-070	0-220	0.6%	0-114	0.3%	43%	False	False	3,657
10	110-305	109-070	1-235	1.6%	0-170	0.5%	17%	False	False	241,934
20	110-305	108-280	2-025	1.9%	0-184	0.5%	31%	False	False	1,237,049
40	113-080	108-280	4-120	4.0%	0-210	0.6%	15%	False	False	1,387,803
60	113-170	108-280	4-210	4.3%	0-220	0.6%	14%	False	False	1,438,446
80	115-190	108-280	6-230	6.1%	0-231	0.7%	10%	False	False	1,469,100
100	117-260	108-280	8-300	8.2%	0-235	0.7%	7%	False	False	1,180,164
120	117-260	108-280	8-300	8.2%	0-238	0.7%	7%	False	False	983,548

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-049
Narrowest range in 141 trading days

Fibonacci Retracements and Extensions
4.250	110-100
2.618	110-002
1.618	109-262
1.000	109-225
0.618	109-202
HIGH	109-165
0.618	109-142
0.500	109-135
0.382	109-128
LOW	109-105
0.618	109-068
1.000	109-045
1.618	109-008
2.618	108-268
4.250	108-170

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	109-155	109-190
PP	109-145	109-182
S1	109-135	109-173

Download as Excel Spreadsheet

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

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