ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	110-160	110-000	-0-160	-0.5%	109-300
High	110-170	110-050	-0-120	-0.3%	111-125
Low	109-295	109-195	-0-100	-0.3%	109-255
Close	109-305	109-220	-0-085	-0.2%	110-185
Range	0-195	0-175	-0-020	-10.3%	1-190
ATR	0-220	0-217	-0-003	-1.5%	0-000
Volume	1,501,438	1,448,216	-53,222	-3.5%	10,178,984

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-147	111-038	109-316
R3	110-292	110-183	109-268
R2	110-117	110-117	109-252
R1	110-008	110-008	109-236	109-295
PP	109-262	109-262	109-262	109-245
S1	109-153	109-153	109-204	109-120
S2	109-087	109-087	109-188
S3	108-232	108-298	109-172
S4	108-057	108-123	109-124

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	109-195	1-250	1.6%	0-196	0.6%	4%	False	True	1,659,736
10	111-125	109-140	1-305	1.8%	0-210	0.6%	13%	False	False	1,894,264
20	112-140	109-095	3-045	2.9%	0-212	0.6%	12%	False	False	983,615
40	114-030	109-095	4-255	4.4%	0-223	0.6%	8%	False	False	494,144
60	114-100	109-095	5-005	4.6%	0-219	0.6%	8%	False	False	329,492
80	116-225	109-095	7-130	6.8%	0-175	0.5%	5%	False	False	247,122
100	117-265	109-095	8-170	7.8%	0-142	0.4%	5%	False	False	197,697

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	0-058
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-154
2.618	111-188
1.618	111-013
1.000	110-225
0.618	110-158
HIGH	110-050
0.618	109-303
0.500	109-282
0.382	109-262
LOW	109-195
0.618	109-087
1.000	109-020
1.618	108-232
2.618	108-057
4.250	107-091

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	109-282	110-160
PP	109-262	110-073
S1	109-241	109-307

Download as Excel Spreadsheet

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

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