ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	111-170	111-220	0-050	0.1%	110-230
High	111-200	111-220	0-020	0.1%	111-220
Low	111-145	111-055	-0-090	-0.3%	110-215
Close	111-200	111-055	-0-145	-0.4%	111-055
Range	0-055	0-165	0-110	200.0%	1-005
ATR	0-121	0-124	0-003	2.6%	0-000
Volume	20	13	-7	-35.0%	33

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-285	112-175	111-146
R3	112-120	112-010	111-100
R2	111-275	111-275	111-085
R1	111-165	111-165	111-070	111-138
PP	111-110	111-110	111-110	111-096
S1	111-000	111-000	111-040	110-292
S2	110-265	110-265	111-025
S3	110-100	110-155	111-010
S4	109-255	109-310	110-284

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-072	113-228	111-234
R3	113-067	112-223	111-144
R2	112-062	112-062	111-115
R1	111-218	111-218	111-085	111-300
PP	111-057	111-057	111-057	111-098
S1	110-213	110-213	111-025	110-295
S2	110-052	110-052	110-315
S3	109-047	109-208	110-286
S4	108-042	108-203	110-196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-220	110-215	1-005	0.9%	0-097	0.3%	49%	True	False	6
10	111-220	110-030	1-190	1.4%	0-052	0.1%	68%	True	False	3
20	112-235	110-030	2-205	2.4%	0-033	0.1%	41%	False	False	1
40	114-100	110-030	4-070	3.8%	0-026	0.1%	26%	False	False	1

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	0-002
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-281
2.618	113-012
1.618	112-167
1.000	112-065
0.618	112-002
HIGH	111-220
0.618	111-157
0.500	111-138
0.382	111-118
LOW	111-055
0.618	110-273
1.000	110-210
1.618	110-108
2.618	109-263
4.250	108-314

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	111-138	111-138
PP	111-110	111-110
S1	111-082	111-082

Download as Excel Spreadsheet

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

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