ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	109-115	109-025	-0-090	-0.3%	109-170
High	109-115	109-070	-0-045	-0.1%	109-270
Low	108-260	108-300	0-040	0.1%	108-305
Close	108-265	109-060	0-115	0.3%	109-055
Range	0-175	0-090	-0-085	-48.6%	0-285
ATR	0-180	0-176	-0-004	-2.2%	0-000
Volume	171	81	-90	-52.6%	3,513

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-307	109-273	109-110
R3	109-217	109-183	109-085
R2	109-127	109-127	109-076
R1	109-093	109-093	109-068	109-110
PP	109-037	109-037	109-037	109-045
S1	109-003	109-003	109-052	109-020
S2	108-267	108-267	109-044
S3	108-177	108-233	109-035
S4	108-087	108-143	109-010

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-318	111-152	109-212
R3	111-033	110-187	109-133
R2	110-068	110-068	109-107
R1	109-222	109-222	109-081	109-162
PP	109-103	109-103	109-103	109-074
S1	108-257	108-257	109-029	108-198
S2	108-138	108-138	109-003
S3	107-173	107-292	108-297
S4	106-208	107-007	108-218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-270	108-260	1-010	0.9%	0-134	0.4%	36%	False	False	367
10	109-290	108-260	1-030	1.0%	0-132	0.4%	34%	False	False	1,197
20	110-305	108-260	2-045	2.0%	0-171	0.5%	18%	False	False	764,131
40	112-070	108-260	3-130	3.1%	0-204	0.6%	11%	False	False	1,197,067
60	113-130	108-260	4-190	4.2%	0-213	0.6%	8%	False	False	1,295,828
80	115-000	108-260	6-060	5.7%	0-225	0.6%	6%	False	False	1,367,206
100	117-260	108-260	9-000	8.2%	0-231	0.7%	4%	False	False	1,180,018
120	117-260	108-260	9-000	8.2%	0-232	0.7%	4%	False	False	983,557

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-132
2.618	109-306
1.618	109-216
1.000	109-160
0.618	109-126
HIGH	109-070
0.618	109-036
0.500	109-025
0.382	109-014
LOW	108-300
0.618	108-244
1.000	108-210
1.618	108-154
2.618	108-064
4.250	107-238

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	109-048	109-049
PP	109-037	109-038
S1	109-025	109-028

Download as Excel Spreadsheet

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

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