ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	109-060	108-255	-0-125	-0.4%	109-255
High	109-170	108-255	-0-235	-0.7%	110-075
Low	108-235	108-080	-0-155	-0.4%	109-030
Close	109-070	108-135	-0-255	-0.7%	109-165
Range	0-255	0-175	-0-080	-31.4%	1-045
ATR	0-193	0-202	0-008	4.3%	0-000
Volume	1,641,379	2,142,465	501,086	30.5%	6,344,037

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-042	109-263	108-231
R3	109-187	109-088	108-183
R2	109-012	109-012	108-167
R1	108-233	108-233	108-151	108-195
PP	108-157	108-157	108-157	108-138
S1	108-058	108-058	108-119	108-020
S2	107-302	107-302	108-103
S3	107-127	107-203	108-087
S4	106-272	107-028	108-039

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	109-285	108-080	1-205	1.5%	0-175	0.5%	10%	False	True	1,463,733
10	110-105	108-080	2-025	1.9%	0-168	0.5%	8%	False	True	1,342,630
20	111-125	108-080	3-045	2.9%	0-181	0.5%	5%	False	True	1,632,202
40	112-260	108-080	4-180	4.2%	0-212	0.6%	4%	False	True	859,604
60	114-030	108-080	5-270	5.4%	0-212	0.6%	3%	False	True	573,494
80	115-075	108-080	6-315	6.4%	0-198	0.6%	2%	False	True	430,126
100	117-265	108-080	9-185	8.8%	0-160	0.5%	2%	False	True	344,101
120	118-055	108-080	9-295	9.2%	0-134	0.4%	2%	False	True	286,751

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	0-054
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-039
2.618	110-073
1.618	109-218
1.000	109-110
0.618	109-043
HIGH	108-255
0.618	108-188
0.500	108-168
0.382	108-147
LOW	108-080
0.618	107-292
1.000	107-225
1.618	107-117
2.618	106-262
4.250	105-296

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	108-168	108-300
PP	108-157	108-245
S1	108-146	108-190

Download as Excel Spreadsheet

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

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