ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	109-155	108-300	-0-175	-0.5%	109-170
High	109-170	109-070	-0-100	-0.3%	109-270
Low	109-020	108-300	-0-040	-0.1%	108-305
Close	109-055	109-065	0-010	0.0%	109-055
Range	0-150	0-090	-0-060	-40.0%	0-285
ATR	0-187	0-180	-0-007	-3.7%	0-000
Volume	87	314	227	260.9%	3,513

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-308	109-277	109-114
R3	109-218	109-187	109-090
R2	109-128	109-128	109-082
R1	109-097	109-097	109-073	109-112
PP	109-038	109-038	109-038	109-046
S1	109-007	109-007	109-057	109-022
S2	108-268	108-268	109-048
S3	108-178	108-237	109-040
S4	108-088	108-147	109-016

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	108-300	0-290	0.8%	0-144	0.4%	29%	False	True	631
10	110-050	108-300	1-070	1.1%	0-144	0.4%	22%	False	True	3,847
20	110-305	108-280	2-025	1.9%	0-176	0.5%	16%	False	False	909,678
40	112-175	108-280	3-215	3.4%	0-207	0.6%	9%	False	False	1,257,162
60	113-165	108-280	4-205	4.2%	0-215	0.6%	7%	False	False	1,340,877
80	115-000	108-280	6-040	5.6%	0-228	0.7%	5%	False	False	1,437,279
100	117-260	108-280	8-300	8.2%	0-233	0.7%	4%	False	False	1,180,120
120	117-260	108-280	8-300	8.2%	0-232	0.7%	4%	False	False	983,567

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	0-022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	110-132
2.618	109-306
1.618	109-216
1.000	109-160
0.618	109-126
HIGH	109-070
0.618	109-036
0.500	109-025
0.382	109-014
LOW	108-300
0.618	108-244
1.000	108-210
1.618	108-154
2.618	108-064
4.250	107-238

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	109-052	109-125
PP	109-038	109-105
S1	109-025	109-085

Download as Excel Spreadsheet

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

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