ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 25-Sep-2023

Day Change Summary
	Previous	Current
	22-Sep-2023	25-Sep-2023	Change	Change %	Previous Week
Open	108-110	108-235	0-125	0.4%	109-140
High	108-265	108-255	-0-010	0.0%	109-200
Low	108-090	108-040	-0-050	-0.1%	108-080
Close	108-220	108-055	-0-165	-0.5%	108-220
Range	0-175	0-215	0-040	22.9%	1-120
ATR	0-200	0-201	0-001	0.6%	0-000
Volume	1,396,945	1,289,496	-107,449	-7.7%	7,423,952

Daily Pivots for day following 25-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-122	109-303	108-173
R3	109-227	109-088	108-114
R2	109-012	109-012	108-094
R1	108-193	108-193	108-075	108-155
PP	108-117	108-117	108-117	108-098
S1	107-298	107-298	108-035	107-260
S2	107-222	107-222	108-016
S3	107-007	107-083	107-316
S4	106-112	106-188	107-257

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-313	112-067	109-142
R3	111-193	110-267	109-021
R2	110-073	110-073	108-301
R1	109-147	109-147	108-260	109-050
PP	108-273	108-273	108-273	108-225
S1	108-027	108-027	108-180	107-250
S2	107-153	107-153	108-139
S3	106-033	106-227	108-099
S4	104-233	105-107	107-298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-200	108-040	1-160	1.4%	0-198	0.6%	3%	False	True	1,548,197
10	110-075	108-040	2-035	2.0%	0-184	0.5%	2%	False	True	1,408,952
20	111-125	108-040	3-085	3.0%	0-184	0.5%	1%	False	True	1,522,773
40	112-140	108-040	4-100	4.0%	0-206	0.6%	1%	False	True	926,545
60	114-030	108-040	5-310	5.5%	0-211	0.6%	1%	False	True	618,258
80	115-075	108-040	7-035	6.6%	0-201	0.6%	1%	False	True	463,707
100	117-265	108-040	9-225	9.0%	0-164	0.5%	0%	False	True	370,965
120	118-055	108-040	10-015	9.3%	0-137	0.4%	0%	False	True	309,138

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111-209
2.618	110-178
1.618	109-283
1.000	109-150
0.618	109-068
HIGH	108-255
0.618	108-173
0.500	108-148
0.382	108-122
LOW	108-040
0.618	107-227
1.000	107-145
1.618	107-012
2.618	106-117
4.250	105-086

Fisher Pivots for day following 25-Sep-2023
Pivot	1 day	3 day
R1	108-148	108-152
PP	108-117	108-120
S1	108-086	108-088

Download as Excel Spreadsheet

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

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