ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	109-245	109-250	0-005	0.0%	110-160
High	109-285	110-045	0-080	0.2%	110-170
Low	109-220	109-030	-0-190	-0.5%	109-190
Close	109-280	110-005	0-045	0.1%	109-295
Range	0-065	1-015	0-270	415.4%	0-300
ATR	0-190	0-201	0-010	5.4%	0-000
Volume	1,010,007	1,562,522	552,515	54.7%	5,218,991

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-285	112-160	110-189
R3	111-270	111-145	110-097
R2	110-255	110-255	110-066
R1	110-130	110-130	110-036	110-192
PP	109-240	109-240	109-240	109-271
S1	109-115	109-115	109-294	109-178
S2	108-225	108-225	109-264
S3	107-210	108-100	109-233
S4	106-195	107-085	109-141

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	109-030	1-075	1.1%	0-158	0.4%	75%	False	True	1,161,965
10	111-125	109-030	2-095	2.1%	0-177	0.5%	40%	False	True	1,410,850
20	111-125	109-030	2-095	2.1%	0-191	0.5%	40%	False	True	1,268,043
40	113-270	109-030	4-240	4.3%	0-213	0.6%	19%	False	True	639,244
60	114-030	109-030	5-000	4.5%	0-212	0.6%	18%	False	True	426,320
80	115-075	109-030	6-045	5.6%	0-185	0.5%	15%	False	True	319,744
100	117-265	109-030	8-235	7.9%	0-150	0.4%	11%	False	True	255,795
120	118-055	109-030	9-025	8.3%	0-125	0.4%	10%	False	True	213,163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	114-189
2.618	112-282
1.618	111-267
1.000	111-060
0.618	110-252
HIGH	110-045
0.618	109-237
0.500	109-198
0.382	109-158
LOW	109-030
0.618	108-143
1.000	108-015
1.618	107-128
2.618	106-113
4.250	104-206

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	109-282	109-282
PP	109-240	109-240
S1	109-198	109-198

Download as Excel Spreadsheet

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

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