Xenophon considers whether it might just be sensible to found a city with the Ten Thousand as its citizens; we have talked here about how they are a sort of Republic in any case, a Republic on the march. Were they to settle and take some promising country, they could defend it and support themselves in a sufficient way exactly as other states like Sparta were doing in the same period. Xenophon commissions a sacrifice and oracular reading to understand whether or not this is as promising an idea as he thinks it might be, and receives the prophecy that someone will betray him soon.
The efficacy of this prophecy turns out to be a small wonder, as the oracle himself was alarmed by the idea of city-founding and immediately betrays Xenophon by spreading rumors about his designs. This sets off a series of hearings within the army as some internal tensions that have been building in periods of danger now have a moment of peace in which they can be brought forward and resolved. Xenophon is able to convince the army that his intention in consulting the oracle was merely to decide whether the idea was promising enough to bring forward to the group, rather than an attempt to make decisions behind their backs. Some additional internal dramatics get worked out in this period, which I find less compelling than other matters and so will leave as an exercise for interested readers.
By the way, if you follow the link "Ten Thousand" you will learn that the Ancient Greeks had a specific word for this quantity, which is the root of our word "myriad." For us that word implies a very large but nonspecific number, but for the Greeks it was a specific figure that was written: "M". Thus, in Greek the name of the army that we give in English as "the Ten Thousand" is properly "The Myriad."
It's a more evocative term. You can easily imagine the effect on a city state of discovering that the Myriad had suddenly materialized in their vicinity, as the citizens of Sinope did, with demands they wished to make about access to markets and resources. They bring silver and would prefer to buy, and might want to charter shipping or else purchase larger supplies for a further march; but they are perilous, numerous, and disciplined.
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