ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	108-300	109-115	0-135	0.4%	109-170
High	109-070	109-115	0-045	0.1%	109-270
Low	108-300	108-260	-0-040	-0.1%	108-305
Close	109-065	108-265	-0-120	-0.3%	109-055
Range	0-090	0-175	0-085	94.4%	0-285
ATR	0-180	0-180	0-000	-0.2%	0-000
Volume	314	171	-143	-45.5%	3,513

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-205	110-090	109-041
R3	110-030	109-235	108-313
R2	109-175	109-175	108-297
R1	109-060	109-060	108-281	109-030
PP	109-000	109-000	109-000	108-305
S1	108-205	108-205	108-249	108-175
S2	108-145	108-145	108-233
S3	107-290	108-030	108-217
S4	107-115	107-175	108-169

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	108-260	1-010	0.9%	0-167	0.5%	2%	False	True	553
10	109-290	108-260	1-030	1.0%	0-140	0.4%	1%	False	True	2,105
20	110-305	108-260	2-045	2.0%	0-173	0.5%	1%	False	True	833,952
40	112-070	108-260	3-130	3.1%	0-206	0.6%	0%	False	True	1,228,444
60	113-165	108-260	4-225	4.3%	0-214	0.6%	0%	False	True	1,315,603
80	115-000	108-260	6-060	5.7%	0-227	0.7%	0%	False	True	1,398,897
100	117-260	108-260	9-000	8.3%	0-233	0.7%	0%	False	True	1,180,078
120	117-260	108-260	9-000	8.3%	0-232	0.7%	0%	False	True	983,560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111-219
2.618	110-253
1.618	110-078
1.000	109-290
0.618	109-223
HIGH	109-115
0.618	109-048
0.500	109-028
0.382	109-007
LOW	108-260
0.618	108-152
1.000	108-085
1.618	107-297
2.618	107-122
4.250	106-156

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	109-028	109-055
PP	109-000	109-018
S1	108-292	108-302

Download as Excel Spreadsheet

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

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