ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	110-290	110-160	-0-130	-0.4%	109-300
High	111-125	110-170	-0-275	-0.8%	111-125
Low	110-120	109-295	-0-145	-0.4%	109-255
Close	110-185	109-305	-0-200	-0.6%	110-185
Range	1-005	0-195	-0-130	-40.0%	1-190
ATR	0-221	0-220	-0-001	-0.4%	0-000
Volume	1,793,672	1,501,438	-292,234	-16.3%	10,178,984

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-308	111-182	110-092
R3	111-113	110-307	110-039
R2	110-238	110-238	110-021
R1	110-112	110-112	110-003	110-078
PP	110-043	110-043	110-043	110-026
S1	109-237	109-237	109-287	109-202
S2	109-168	109-168	109-269
S3	108-293	109-042	109-251
S4	108-098	108-167	109-198

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-118	114-182	111-146
R3	113-248	112-312	111-005
R2	112-058	112-058	110-278
R1	111-122	111-122	110-232	111-250
PP	110-188	110-188	110-188	110-252
S1	109-252	109-252	110-138	110-060
S2	108-318	108-318	110-092
S3	107-128	108-062	110-045
S4	105-258	106-192	109-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-125	109-285	1-160	1.4%	0-227	0.6%	4%	False	False	1,802,296
10	111-125	109-095	2-030	1.9%	0-206	0.6%	31%	False	False	1,767,811
20	112-140	109-095	3-045	2.9%	0-215	0.6%	21%	False	False	911,772
40	114-030	109-095	4-255	4.4%	0-221	0.6%	14%	False	False	457,939
60	114-100	109-095	5-005	4.6%	0-219	0.6%	13%	False	False	305,355
80	117-145	109-095	8-050	7.4%	0-174	0.5%	8%	False	False	229,019
100	117-265	109-095	8-170	7.8%	0-140	0.4%	8%	False	False	183,215

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	False
Stretch	0-059
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-039
2.618	112-041
1.618	111-166
1.000	111-045
0.618	110-291
HIGH	110-170
0.618	110-096
0.500	110-072
0.382	110-049
LOW	109-295
0.618	109-174
1.000	109-100
1.618	108-299
2.618	108-104
4.250	107-106

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	110-072	110-210
PP	110-043	110-135
S1	110-014	110-060

Download as Excel Spreadsheet

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

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