ECBOT 10 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 05-Jan-2023

Day Change Summary
	Previous	Current
	04-Jan-2023	05-Jan-2023	Change	Change %	Previous Week
Open	113-190	113-295	0-105	0.3%	113-180
High	114-000	113-295	-0-025	-0.1%	113-200
Low	113-190	113-060	-0-130	-0.4%	112-160
Close	113-240	113-185	-0-055	-0.2%	112-285
Range	0-130	0-235	0-105	80.8%	1-040
ATR	0-220	0-221	0-001	0.5%	0-000
Volume	73	219	146	200.0%	144

Daily Pivots for day following 05-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-245	115-130	113-314
R3	115-010	114-215	113-250
R2	114-095	114-095	113-228
R1	113-300	113-300	113-207	113-240
PP	113-180	113-180	113-180	113-150
S1	113-065	113-065	113-163	113-005
S2	112-265	112-265	113-142
S3	112-030	112-150	113-120
S4	111-115	111-235	113-056

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%	0-185	0.5%	72%	False	False	92
10	114-195	112-160	2-035	1.9%	0-192	0.5%	51%	False	False	84
20	116-060	112-160	3-220	3.2%	0-227	0.6%	29%	False	False	56

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	117-014
2.618	115-270
1.618	115-035
1.000	114-210
0.618	114-120
HIGH	113-295
0.618	113-205
0.500	113-178
0.382	113-150
LOW	113-060
0.618	112-235
1.000	112-145
1.618	112-000
2.618	111-085
4.250	110-021

Fisher Pivots for day following 05-Jan-2023
Pivot	1 day	3 day
R1	113-182	113-169
PP	113-180	113-153
S1	113-178	113-138

Download as Excel Spreadsheet

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

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