ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 30-May-2023

Day Change Summary
	Previous	Current
	26-May-2023	30-May-2023	Change	Change %	Previous Week
Open	113-105	113-060	-0-045	-0.1%	114-160
High	113-195	114-060	0-185	0.5%	114-235
Low	112-295	112-295	0-000	0.0%	112-295
Close	113-060	114-010	0-270	0.7%	113-060
Range	0-220	1-085	0-185	84.1%	1-260
ATR	0-248	0-259	0-011	4.5%	0-000
Volume	1,808,254	2,020,621	212,367	11.7%	9,398,961

Daily Pivots for day following 30-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	117-163	117-012	114-233
R3	116-078	115-247	114-121
R2	114-313	114-313	114-084
R1	114-162	114-162	114-047	114-238
PP	113-228	113-228	113-228	113-266
S1	113-077	113-077	113-293	113-152
S2	112-143	112-143	113-256
S3	111-058	111-312	113-219
S4	109-293	110-227	113-107

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	114-185	112-295	1-210	1.5%	0-259	0.7%	67%	False	True	2,170,688
10	116-135	112-295	3-160	3.1%	0-252	0.7%	32%	False	True	1,222,026
20	117-260	112-295	4-285	4.3%	0-251	0.7%	23%	False	True	622,191
40	117-260	112-295	4-285	4.3%	0-246	0.7%	23%	False	True	311,967
60	117-260	111-050	6-210	5.8%	0-307	0.8%	43%	False	False	208,024
80	117-260	110-275	6-305	6.1%	0-252	0.7%	46%	False	False	156,051
100	117-260	110-275	6-305	6.1%	0-209	0.6%	46%	False	False	124,841

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-068
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	119-181
2.618	117-160
1.618	116-075
1.000	115-145
0.618	114-310
HIGH	114-060
0.618	113-225
0.500	113-178
0.382	113-130
LOW	112-295
0.618	112-045
1.000	111-210
1.618	110-280
2.618	109-195
4.250	107-174

Fisher Pivots for day following 30-May-2023
Pivot	1 day	3 day
R1	113-279	113-279
PP	113-228	113-228
S1	113-178	113-178

Download as Excel Spreadsheet

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

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