ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	110-000	109-240	-0-080	-0.2%	109-300
High	110-050	110-020	-0-030	-0.1%	111-125
Low	109-195	109-190	-0-005	0.0%	109-255
Close	109-220	109-315	0-095	0.3%	110-185
Range	0-175	0-150	-0-025	-14.3%	1-190
ATR	0-217	0-212	-0-005	-2.2%	0-000
Volume	1,448,216	1,214,081	-234,135	-16.2%	10,178,984

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-092	111-033	110-078
R3	110-262	110-203	110-036
R2	110-112	110-112	110-022
R1	110-053	110-053	110-009	110-082
PP	109-282	109-282	109-282	109-296
S1	109-223	109-223	109-301	109-252
S2	109-132	109-132	109-288
S3	108-302	109-073	109-274
S4	108-152	108-243	109-232

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	109-190	1-255	1.6%	0-191	0.5%	22%	False	True	1,573,095
10	111-125	109-185	1-260	1.6%	0-194	0.6%	22%	False	False	1,921,774
20	112-140	109-095	3-045	2.9%	0-214	0.6%	22%	False	False	1,043,784
40	114-030	109-095	4-255	4.4%	0-219	0.6%	14%	False	False	524,485
60	114-100	109-095	5-005	4.6%	0-220	0.6%	14%	False	False	349,727
80	116-160	109-095	7-065	6.5%	0-177	0.5%	10%	False	False	262,298
100	117-265	109-095	8-170	7.8%	0-143	0.4%	8%	False	False	209,838

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	False
Bull Hook	False
Stretch	0-063
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	112-018
2.618	111-093
1.618	110-263
1.000	110-170
0.618	110-113
HIGH	110-020
0.618	109-283
0.500	109-265
0.382	109-247
LOW	109-190
0.618	109-097
1.000	109-040
1.618	108-267
2.618	108-117
4.250	107-192

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	109-298	110-020
PP	109-282	110-012
S1	109-265	110-003

Download as Excel Spreadsheet

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

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