ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	110-120	110-180	0-060	0.2%	110-175
High	110-200	110-180	-0-020	-0.1%	110-260
Low	110-000	110-080	0-080	0.2%	110-090
Close	110-180	110-095	-0-085	-0.2%	110-160
Range	0-200	0-100	-0-100	-50.0%	0-170
ATR	0-120	0-118	-0-001	-1.2%	0-000
Volume	133	7	-126	-94.7%	4

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-098	111-037	110-150
R3	110-318	110-257	110-122
R2	110-218	110-218	110-113
R1	110-157	110-157	110-104	110-138
PP	110-118	110-118	110-118	110-109
S1	110-057	110-057	110-086	110-038
S2	110-018	110-018	110-077
S3	109-238	109-277	110-068
S4	109-138	109-177	110-040

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%	0-097	0.3%	37%	False	False	31
10	111-220	110-000	1-220	1.5%	0-083	0.2%	18%	False	False	19
20	111-220	110-000	1-220	1.5%	0-056	0.2%	18%	False	False	9
40	113-155	110-000	3-155	3.2%	0-037	0.1%	9%	False	False	5

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

Fibonacci Retracements and Extensions
4.250	111-285
2.618	111-122
1.618	111-022
1.000	110-280
0.618	110-242
HIGH	110-180
0.618	110-142
0.500	110-130
0.382	110-118
LOW	110-080
0.618	110-018
1.000	109-300
1.618	109-238
2.618	109-138
4.250	108-295

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	110-130	110-100
PP	110-118	110-098
S1	110-107	110-097

Download as Excel Spreadsheet

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

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