ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	109-185	109-060	-0-125	-0.4%	109-255
High	109-200	109-170	-0-030	-0.1%	110-075
Low	109-030	108-235	-0-115	-0.3%	109-030
Close	109-040	109-070	0-030	0.1%	109-165
Range	0-170	0-255	0-085	50.0%	1-045
ATR	0-188	0-193	0-005	2.5%	0-000
Volume	1,270,702	1,641,379	370,677	29.2%	6,344,037

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-177	111-058	109-210
R3	110-242	110-123	109-140
R2	109-307	109-307	109-117
R1	109-188	109-188	109-093	109-248
PP	109-052	109-052	109-052	109-081
S1	108-253	108-253	109-047	108-312
S2	108-117	108-117	109-023
S3	107-182	107-318	109-000
S4	106-247	107-063	108-250

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	108-235	1-160	1.4%	0-174	0.5%	32%	False	True	1,337,617
10	110-105	108-235	1-190	1.5%	0-166	0.5%	30%	False	True	1,249,791
20	111-125	108-235	2-210	2.4%	0-188	0.5%	18%	False	True	1,572,027
40	112-260	108-235	4-025	3.7%	0-212	0.6%	12%	False	True	806,094
60	114-030	108-235	5-115	4.9%	0-212	0.6%	9%	False	True	537,786
80	115-075	108-235	6-160	6.0%	0-196	0.6%	7%	False	True	403,345
100	117-265	108-235	9-030	8.3%	0-158	0.5%	5%	False	True	322,676
120	118-055	108-235	9-140	8.6%	0-132	0.4%	5%	False	True	268,897

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	112-294
2.618	111-198
1.618	110-263
1.000	110-105
0.618	110-008
HIGH	109-170
0.618	109-073
0.500	109-042
0.382	109-012
LOW	108-235
0.618	108-077
1.000	107-300
1.618	107-142
2.618	106-207
4.250	105-111

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	109-061	109-066
PP	109-052	109-062
S1	109-042	109-058

Download as Excel Spreadsheet

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

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