ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	109-055	109-265	0-210	0.6%	110-020
High	109-240	109-270	0-030	0.1%	110-050
Low	108-305	109-105	0-120	0.3%	109-070
Close	109-205	109-115	-0-090	-0.3%	109-170
Range	0-255	0-165	-0-090	-35.3%	0-300
ATR	0-192	0-190	-0-002	-1.0%	0-000
Volume	1,014	1,182	168	16.6%	34,648

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-018	110-232	109-206
R3	110-173	110-067	109-160
R2	110-008	110-008	109-145
R1	109-222	109-222	109-130	109-192
PP	109-163	109-163	109-163	109-149
S1	109-057	109-057	109-100	109-028
S2	108-318	108-318	109-085
S3	108-153	108-212	109-070
S4	107-308	108-047	109-024

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%	0-138	0.4%	43%	False	False	879
10	110-305	108-305	2-000	1.8%	0-163	0.5%	20%	False	False	15,114
20	110-305	108-280	2-025	1.9%	0-180	0.5%	23%	False	False	1,059,295
40	112-310	108-280	4-030	3.7%	0-212	0.6%	12%	False	False	1,321,538
60	113-165	108-280	4-205	4.2%	0-218	0.6%	10%	False	False	1,387,709
80	115-000	108-280	6-040	5.6%	0-230	0.7%	8%	False	False	1,462,081
100	117-260	108-280	8-300	8.2%	0-236	0.7%	5%	False	False	1,180,153
120	117-260	108-280	8-300	8.2%	0-235	0.7%	5%	False	False	983,564

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	True
Stretch	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-011
2.618	111-062
1.618	110-217
1.000	110-115
0.618	110-052
HIGH	109-270
0.618	109-207
0.500	109-188
0.382	109-168
LOW	109-105
0.618	109-003
1.000	108-260
1.618	108-158
2.618	107-313
4.250	107-044

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	109-188	109-128
PP	109-163	109-123
S1	109-139	109-119

Download as Excel Spreadsheet

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

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