ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	108-235	108-070	-0-165	-0.5%	109-140
High	108-255	108-170	-0-085	-0.2%	109-200
Low	108-040	108-005	-0-035	-0.1%	108-080
Close	108-055	108-035	-0-020	-0.1%	108-220
Range	0-215	0-165	-0-050	-23.3%	1-120
ATR	0-201	0-198	-0-003	-1.3%	0-000
Volume	1,289,496	1,603,850	314,354	24.4%	7,423,952

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-245	109-145	108-126
R3	109-080	108-300	108-080
R2	108-235	108-235	108-065
R1	108-135	108-135	108-050	108-102
PP	108-070	108-070	108-070	108-054
S1	107-290	107-290	108-020	107-258
S2	107-225	107-225	108-005
S3	107-060	107-125	107-310
S4	106-215	106-280	107-264

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	109-170	108-005	1-165	1.4%	0-197	0.6%	6%	False	True	1,614,827
10	110-075	108-005	2-070	2.1%	0-194	0.6%	4%	False	True	1,468,336
20	111-125	108-005	3-120	3.1%	0-185	0.5%	3%	False	True	1,469,518
40	112-140	108-005	4-135	4.1%	0-206	0.6%	2%	False	True	966,602
60	114-030	108-005	6-025	5.6%	0-211	0.6%	2%	False	True	644,988
80	114-180	108-005	6-175	6.1%	0-203	0.6%	1%	False	True	483,755
100	117-265	108-005	9-260	9.1%	0-166	0.5%	1%	False	True	387,004
120	118-045	108-005	10-040	9.4%	0-138	0.4%	1%	False	True	322,503

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-052
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	110-231
2.618	109-282
1.618	109-117
1.000	109-015
0.618	108-272
HIGH	108-170
0.618	108-107
0.500	108-088
0.382	108-068
LOW	108-005
0.618	107-223
1.000	107-160
1.618	107-058
2.618	106-213
4.250	105-264

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	108-088	108-135
PP	108-070	108-102
S1	108-052	108-068

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

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