ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	109-140	109-185	0-045	0.1%	109-255
High	109-195	109-200	0-005	0.0%	110-075
Low	109-080	109-030	-0-050	-0.1%	109-030
Close	109-165	109-040	-0-125	-0.4%	109-165
Range	0-115	0-170	0-055	47.8%	1-045
ATR	0-190	0-188	-0-001	-0.7%	0-000
Volume	972,461	1,270,702	298,241	30.7%	6,344,037

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-280	110-170	109-134
R3	110-110	110-000	109-087
R2	109-260	109-260	109-071
R1	109-150	109-150	109-056	109-120
PP	109-090	109-090	109-090	109-075
S1	108-300	108-300	109-024	108-270
S2	108-240	108-240	109-009
S3	108-070	108-130	108-313
S4	107-220	107-280	108-266

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%	0-190	0.5%	3%	False	True	1,321,846
10	110-105	109-030	1-075	1.1%	0-158	0.5%	3%	False	True	1,230,475
20	111-125	109-030	2-095	2.1%	0-182	0.5%	1%	False	True	1,499,143
40	112-260	109-030	3-230	3.4%	0-209	0.6%	1%	False	True	765,106
60	114-030	109-030	5-000	4.6%	0-210	0.6%	1%	False	True	510,431
80	115-075	109-030	6-045	5.6%	0-193	0.6%	1%	False	True	382,828
100	117-265	109-030	8-235	8.0%	0-156	0.4%	0%	False	True	306,262
120	118-055	109-030	9-025	8.3%	0-130	0.4%	0%	False	True	255,219

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111-282
2.618	111-005
1.618	110-155
1.000	110-050
0.618	109-305
HIGH	109-200
0.618	109-135
0.500	109-115
0.382	109-095
LOW	109-030
0.618	108-245
1.000	108-180
1.618	108-075
2.618	107-225
4.250	106-268

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	109-115	109-158
PP	109-090	109-118
S1	109-065	109-079

Download as Excel Spreadsheet

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

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