ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	110-010	109-255	-0-075	-0.2%	110-160
High	110-105	109-290	-0-135	-0.4%	110-170
Low	109-275	109-200	-0-075	-0.2%	109-190
Close	109-295	109-250	-0-045	-0.1%	109-295
Range	0-150	0-090	-0-060	-40.0%	0-300
ATR	0-208	0-200	-0-008	-3.9%	0-000
Volume	1,055,256	967,962	-87,294	-8.3%	5,218,991

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-197	110-153	109-300
R3	110-107	110-063	109-275
R2	110-017	110-017	109-266
R1	109-293	109-293	109-258	109-270
PP	109-247	109-247	109-247	109-235
S1	109-203	109-203	109-242	109-180
S2	109-157	109-157	109-234
S3	109-067	109-113	109-225
S4	108-297	109-023	109-200

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-265	112-100	110-140
R3	111-285	111-120	110-058
R2	110-305	110-305	110-030
R1	110-140	110-140	110-002	110-072
PP	110-005	110-005	110-005	109-291
S1	109-160	109-160	109-268	109-092
S2	109-025	109-025	109-240
S3	108-045	108-180	109-212
S4	107-065	107-200	109-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-170	109-190	0-300	0.9%	0-152	0.4%	20%	False	False	1,237,390
10	111-125	109-190	1-255	1.6%	0-184	0.5%	10%	False	False	1,636,593
20	111-125	109-095	2-030	1.9%	0-194	0.6%	23%	False	False	1,143,228
40	114-030	109-095	4-255	4.4%	0-214	0.6%	10%	False	False	574,988
60	114-050	109-095	4-275	4.4%	0-212	0.6%	10%	False	False	383,445
80	115-265	109-095	6-170	5.9%	0-180	0.5%	7%	False	False	287,588
100	117-265	109-095	8-170	7.8%	0-146	0.4%	6%	False	False	230,070

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Narrowest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	111-032
2.618	110-206
1.618	110-116
1.000	110-060
0.618	110-026
HIGH	109-290
0.618	109-256
0.500	109-245
0.382	109-234
LOW	109-200
0.618	109-144
1.000	109-110
1.618	109-054
2.618	108-284
4.250	108-138

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	109-248	109-308
PP	109-247	109-288
S1	109-245	109-269

Download as Excel Spreadsheet

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

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