ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 26-May-2023

Day Change Summary
	Previous	Current
	25-May-2023	26-May-2023	Change	Change %	Previous Week
Open	113-315	113-105	-0-210	-0.6%	114-160
High	114-055	113-195	-0-180	-0.5%	114-235
Low	113-090	112-295	-0-115	-0.3%	112-295
Close	113-130	113-060	-0-070	-0.2%	113-060
Range	0-285	0-220	-0-065	-22.8%	1-260
ATR	0-250	0-248	-0-002	-0.9%	0-000
Volume	2,535,426	1,808,254	-727,172	-28.7%	9,398,961

Daily Pivots for day following 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-097	114-298	113-181
R3	114-197	114-078	113-120
R2	113-297	113-297	113-100
R1	113-178	113-178	113-080	113-128
PP	113-077	113-077	113-077	113-051
S1	112-278	112-278	113-040	112-228
S2	112-177	112-177	113-020
S3	111-277	112-058	113-000
S4	111-057	111-158	112-259

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	119-017	117-298	114-059
R3	117-077	116-038	113-220
R2	115-137	115-137	113-166
R1	114-098	114-098	113-113	113-308
PP	113-197	113-197	113-197	113-141
S1	112-158	112-158	113-007	112-048
S2	111-257	111-257	112-274
S3	109-317	110-218	112-220
S4	108-057	108-278	112-061

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-235	112-295	1-260	1.6%	0-218	0.6%	15%	False	True	1,879,792
10	116-135	112-295	3-160	3.1%	0-222	0.6%	8%	False	True	1,023,584
20	117-260	112-295	4-285	4.3%	0-248	0.7%	5%	False	True	521,466
40	117-260	112-295	4-285	4.3%	0-244	0.7%	5%	False	True	261,452
60	117-260	111-050	6-210	5.9%	0-303	0.8%	31%	False	False	174,347
80	117-260	110-275	6-305	6.1%	0-247	0.7%	33%	False	False	130,793
100	117-260	110-275	6-305	6.1%	0-205	0.6%	33%	False	False	104,635

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	0-062
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-170
2.618	115-131
1.618	114-231
1.000	114-095
0.618	114-011
HIGH	113-195
0.618	113-111
0.500	113-085
0.382	113-059
LOW	112-295
0.618	112-159
1.000	112-075
1.618	111-259
2.618	111-039
4.250	110-000

Fisher Pivots for day following 26-May-2023
Pivot	1 day	3 day
R1	113-085	113-240
PP	113-077	113-180
S1	113-068	113-120

Download as Excel Spreadsheet

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

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