ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	110-000	109-235	-0-085	-0.2%	109-255
High	110-075	109-285	-0-110	-0.3%	110-075
Low	109-225	109-125	-0-100	-0.3%	109-030
Close	109-240	109-165	-0-075	-0.2%	109-165
Range	0-170	0-160	-0-010	-5.9%	1-045
ATR	0-198	0-196	-0-003	-1.4%	0-000
Volume	1,511,888	1,291,658	-220,230	-14.6%	6,344,037

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-032	110-258	109-253
R3	110-192	110-098	109-209
R2	110-032	110-032	109-194
R1	109-258	109-258	109-180	109-225
PP	109-192	109-192	109-192	109-175
S1	109-098	109-098	109-150	109-065
S2	109-032	109-032	109-136
S3	108-192	108-258	109-121
S4	108-032	108-098	109-077

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-012	112-133	110-046
R3	111-287	111-088	109-265
R2	110-242	110-242	109-232
R1	110-043	110-043	109-198	109-280
PP	109-197	109-197	109-197	109-155
S1	108-318	108-318	109-132	108-235
S2	108-152	108-152	109-098
S3	107-107	107-273	109-065
S4	106-062	106-228	108-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-075	109-030	1-045	1.0%	0-164	0.5%	37%	False	False	1,268,807
10	111-125	109-030	2-095	2.1%	0-182	0.5%	18%	False	False	1,335,670
20	111-125	109-030	2-095	2.1%	0-187	0.5%	18%	False	False	1,401,492
40	113-045	109-030	4-015	3.7%	0-210	0.6%	10%	False	False	709,108
60	114-030	109-030	5-000	4.6%	0-212	0.6%	8%	False	False	473,045
80	115-075	109-030	6-045	5.6%	0-189	0.5%	7%	False	False	354,789
100	117-265	109-030	8-235	8.0%	0-153	0.4%	5%	False	False	283,831
120	118-055	109-030	9-025	8.3%	0-128	0.4%	5%	False	False	236,526

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	0-062
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-005
2.618	111-064
1.618	110-224
1.000	110-125
0.618	110-064
HIGH	109-285
0.618	109-224
0.500	109-205
0.382	109-186
LOW	109-125
0.618	109-026
1.000	108-285
1.618	108-186
2.618	108-026
4.250	107-085

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	109-205	109-212
PP	109-192	109-197
S1	109-178	109-181

Download as Excel Spreadsheet

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

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