ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	109-105	109-055	-0-050	-0.1%	110-020
High	109-165	109-240	0-075	0.2%	110-050
Low	109-105	108-305	-0-120	-0.3%	109-070
Close	109-165	109-205	0-040	0.1%	109-170
Range	0-060	0-255	0-195	325.0%	0-300
ATR	0-187	0-192	0-005	2.6%	0-000
Volume	562	1,014	452	80.4%	34,648

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-268	111-172	110-025
R3	111-013	110-237	109-275
R2	110-078	110-078	109-252
R1	109-302	109-302	109-228	110-030
PP	109-143	109-143	109-143	109-168
S1	109-047	109-047	109-182	109-095
S2	108-208	108-208	109-158
S3	107-273	108-112	109-135
S4	107-018	107-177	109-065

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	108-305	0-305	0.9%	0-131	0.4%	72%	False	True	2,027
10	110-305	108-305	2-000	1.8%	0-164	0.5%	34%	False	True	60,941
20	110-305	108-280	2-025	1.9%	0-183	0.5%	37%	False	False	1,147,654
40	113-065	108-280	4-105	3.9%	0-212	0.6%	18%	False	False	1,355,237
60	113-170	108-280	4-210	4.2%	0-220	0.6%	16%	False	False	1,413,215
80	115-000	108-280	6-040	5.6%	0-231	0.7%	13%	False	False	1,465,861
100	117-260	108-280	8-300	8.2%	0-236	0.7%	9%	False	False	1,180,151
120	117-260	108-280	8-300	8.2%	0-237	0.7%	9%	False	False	983,556

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	0-048
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	113-044
2.618	111-268
1.618	111-013
1.000	110-175
0.618	110-078
HIGH	109-240
0.618	109-143
0.500	109-112
0.382	109-082
LOW	108-305
0.618	108-147
1.000	108-050
1.618	107-212
2.618	106-277
4.250	105-181

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	109-174	109-174
PP	109-143	109-143
S1	109-112	109-112

Download as Excel Spreadsheet

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

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