ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	109-250	110-000	0-070	0.2%	110-160
High	110-045	110-075	0-030	0.1%	110-170
Low	109-030	109-225	0-195	0.6%	109-190
Close	110-005	109-240	-0-085	-0.2%	109-295
Range	1-015	0-170	-0-165	-49.3%	0-300
ATR	0-201	0-198	-0-002	-1.1%	0-000
Volume	1,562,522	1,511,888	-50,634	-3.2%	5,218,991

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-157	111-048	110-014
R3	110-307	110-198	109-287
R2	110-137	110-137	109-271
R1	110-028	110-028	109-256	109-318
PP	109-287	109-287	109-287	109-271
S1	109-178	109-178	109-224	109-148
S2	109-117	109-117	109-209
S3	108-267	109-008	109-193
S4	108-097	108-158	109-146

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%	0-162	0.5%	53%	False	False	1,221,527
10	111-125	109-030	2-095	2.1%	0-176	0.5%	29%	False	False	1,397,311
20	111-125	109-030	2-095	2.1%	0-188	0.5%	29%	False	False	1,340,050
40	113-185	109-030	4-155	4.1%	0-213	0.6%	15%	False	False	676,946
60	114-030	109-030	5-000	4.6%	0-212	0.6%	13%	False	False	451,518
80	115-075	109-030	6-045	5.6%	0-187	0.5%	11%	False	False	338,643
100	117-265	109-030	8-235	8.0%	0-151	0.4%	8%	False	False	270,914
120	118-055	109-030	9-025	8.3%	0-126	0.4%	7%	False	False	225,762

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	0-060
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-158
2.618	111-200
1.618	111-030
1.000	110-245
0.618	110-180
HIGH	110-075
0.618	110-010
0.500	109-310
0.382	109-290
LOW	109-225
0.618	109-120
1.000	109-055
1.618	108-270
2.618	108-100
4.250	107-142

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	109-310	109-231
PP	109-287	109-222
S1	109-263	109-212

Download as Excel Spreadsheet

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

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