ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	109-255	109-245	-0-010	0.0%	110-160
High	109-290	109-285	-0-005	0.0%	110-170
Low	109-200	109-220	0-020	0.1%	109-190
Close	109-250	109-280	0-030	0.1%	109-295
Range	0-090	0-065	-0-025	-27.8%	0-300
ATR	0-200	0-190	-0-010	-4.8%	0-000
Volume	967,962	1,010,007	42,045	4.3%	5,218,991

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-137	110-113	109-316
R3	110-072	110-048	109-298
R2	110-007	110-007	109-292
R1	109-303	109-303	109-286	109-315
PP	109-262	109-262	109-262	109-268
S1	109-238	109-238	109-274	109-250
S2	109-197	109-197	109-268
S3	109-132	109-173	109-262
S4	109-067	109-108	109-244

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	110-105	109-190	0-235	0.7%	0-126	0.4%	38%	False	False	1,139,104
10	111-125	109-190	1-255	1.6%	0-176	0.5%	16%	False	False	1,470,700
20	111-125	109-095	2-030	1.9%	0-189	0.5%	28%	False	False	1,192,464
40	114-030	109-095	4-255	4.4%	0-212	0.6%	12%	False	False	600,228
60	114-050	109-095	4-275	4.4%	0-210	0.6%	12%	False	False	400,279
80	115-075	109-095	5-300	5.4%	0-181	0.5%	10%	False	False	300,213
100	117-265	109-095	8-170	7.8%	0-146	0.4%	7%	False	False	240,170
120	118-055	109-095	8-280	8.1%	0-122	0.3%	7%	False	False	200,142

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Narrowest range in 67 trading days

Fibonacci Retracements and Extensions
4.250	110-241
2.618	110-135
1.618	110-070
1.000	110-030
0.618	110-005
HIGH	109-285
0.618	109-260
0.500	109-252
0.382	109-245
LOW	109-220
0.618	109-180
1.000	109-155
1.618	109-115
2.618	109-050
4.250	108-264

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	109-271	109-312
PP	109-262	109-302
S1	109-252	109-291

Download as Excel Spreadsheet

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

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