ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	110-105	110-120	0-015	0.0%	110-175
High	110-145	110-200	0-055	0.2%	110-260
Low	110-105	110-000	-0-105	-0.3%	110-090
Close	110-145	110-180	0-035	0.1%	110-160
Range	0-040	0-200	0-160	400.0%	0-170
ATR	0-114	0-120	0-006	5.4%	0-000
Volume	14	133	119	850.0%	4

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-087	112-013	110-290
R3	111-207	111-133	110-235
R2	111-007	111-007	110-217
R1	110-253	110-253	110-198	110-290
PP	110-127	110-127	110-127	110-145
S1	110-053	110-053	110-162	110-090
S2	109-247	109-247	110-143
S3	109-047	109-173	110-125
S4	108-167	108-293	110-070

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-040	111-270	110-254
R3	111-190	111-100	110-207
R2	111-020	111-020	110-191
R1	110-250	110-250	110-176	110-210
PP	110-170	110-170	110-170	110-150
S1	110-080	110-080	110-144	110-040
S2	110-000	110-000	110-129
S3	109-150	109-230	110-113
S4	108-300	109-060	110-066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-260	110-000	0-260	0.7%	0-102	0.3%	69%	False	True	30
10	111-220	110-000	1-220	1.5%	0-076	0.2%	33%	False	True	18
20	111-220	110-000	1-220	1.5%	0-051	0.1%	33%	False	True	9
40	114-090	110-000	4-090	3.9%	0-034	0.1%	13%	False	True	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	113-090
2.618	112-084
1.618	111-204
1.000	111-080
0.618	111-004
HIGH	110-200
0.618	110-124
0.500	110-100
0.382	110-076
LOW	110-000
0.618	109-196
1.000	109-120
1.618	108-316
2.618	108-116
4.250	107-110

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	110-153	110-153
PP	110-127	110-127
S1	110-100	110-100

Download as Excel Spreadsheet

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

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