ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	109-265	109-155	-0-110	-0.3%	109-170
High	109-270	109-170	-0-100	-0.3%	109-270
Low	109-105	109-020	-0-085	-0.2%	108-305
Close	109-115	109-055	-0-060	-0.2%	109-055
Range	0-165	0-150	-0-015	-9.1%	0-285
ATR	0-190	0-187	-0-003	-1.5%	0-000
Volume	1,182	87	-1,095	-92.6%	3,513

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-212	110-123	109-138
R3	110-062	109-293	109-096
R2	109-232	109-232	109-082
R1	109-143	109-143	109-069	109-112
PP	109-082	109-082	109-082	109-066
S1	108-313	108-313	109-041	108-282
S2	108-252	108-252	109-028
S3	108-102	108-163	109-014
S4	107-272	108-013	108-292

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-318	111-152	109-212
R3	111-033	110-187	109-133
R2	110-068	110-068	109-107
R1	109-222	109-222	109-081	109-162
PP	109-103	109-103	109-103	109-074
S1	108-257	108-257	109-029	108-198
S2	108-138	108-138	109-003
S3	107-173	107-292	108-297
S4	106-208	107-007	108-218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-270	108-305	0-285	0.8%	0-142	0.4%	25%	False	False	702
10	110-305	108-305	2-000	1.8%	0-167	0.5%	11%	False	False	7,202
20	110-305	108-280	2-025	1.9%	0-178	0.5%	14%	False	False	972,243
40	112-175	108-280	3-215	3.4%	0-208	0.6%	8%	False	False	1,282,465
60	113-165	108-280	4-205	4.3%	0-218	0.6%	6%	False	False	1,364,297
80	115-000	108-280	6-040	5.6%	0-229	0.7%	5%	False	False	1,455,006
100	117-260	108-280	8-300	8.2%	0-236	0.7%	3%	False	False	1,180,149
120	117-260	108-280	8-300	8.2%	0-233	0.7%	3%	False	False	983,565

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111-168
2.618	110-243
1.618	110-093
1.000	110-000
0.618	109-263
HIGH	109-170
0.618	109-113
0.500	109-095
0.382	109-077
LOW	109-020
0.618	108-247
1.000	108-190
1.618	108-097
2.618	107-267
4.250	107-022

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	109-095	109-128
PP	109-082	109-103
S1	109-068	109-079

Download as Excel Spreadsheet

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

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