ECBOT 10 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 04-Jan-2023

Day Change Summary
	Previous	Current
	03-Jan-2023	04-Jan-2023	Change	Change %	Previous Week
Open	112-275	113-190	0-235	0.7%	113-180
High	113-180	114-000	0-140	0.4%	113-200
Low	112-275	113-190	0-235	0.7%	112-160
Close	113-060	113-240	0-180	0.5%	112-285
Range	0-225	0-130	-0-095	-42.2%	1-040
ATR	0-217	0-220	0-003	1.4%	0-000
Volume	86	73	-13	-15.1%	144

Daily Pivots for day following 04-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-000	114-250	113-312
R3	114-190	114-120	113-276
R2	114-060	114-060	113-264
R1	113-310	113-310	113-252	114-025
PP	113-250	113-250	113-250	113-268
S1	113-180	113-180	113-228	113-215
S2	113-120	113-120	113-216
S3	112-310	113-050	113-204
S4	112-180	112-240	113-168

Weekly Pivots for week ending 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	116-122	115-243	113-163
R3	115-082	114-203	113-064
R2	114-042	114-042	113-031
R1	113-163	113-163	112-318	113-082
PP	113-002	113-002	113-002	112-281
S1	112-123	112-123	112-252	112-042
S2	111-282	111-282	112-219
S3	110-242	111-083	112-186
S4	109-202	110-043	112-087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-000	112-160	1-160	1.3%	0-178	0.5%	83%	True	False	55
10	114-230	112-160	2-070	2.0%	0-192	0.5%	56%	False	False	71
20	116-060	112-160	3-220	3.2%	0-223	0.6%	34%	False	False	46

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-232
2.618	115-020
1.618	114-210
1.000	114-130
0.618	114-080
HIGH	114-000
0.618	113-270
0.500	113-255
0.382	113-240
LOW	113-190
0.618	113-110
1.000	113-060
1.618	112-300
2.618	112-170
4.250	111-278

Fisher Pivots for day following 04-Jan-2023
Pivot	1 day	3 day
R1	113-255	113-187
PP	113-250	113-133
S1	113-245	113-080

Download as Excel Spreadsheet

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

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