ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 07-Jun-2023

Day Change Summary
	Previous	Current
	06-Jun-2023	07-Jun-2023	Change	Change %	Previous Week
Open	113-300	114-005	0-025	0.1%	113-060
High	114-065	114-025	-0-040	-0.1%	115-000
Low	113-185	113-010	-0-175	-0.5%	112-295
Close	113-250	113-070	-0-180	-0.5%	113-270
Range	0-200	1-015	0-135	67.5%	2-025
ATR	0-258	0-263	0-006	2.1%	0-000
Volume	1,138,789	1,617,909	479,120	42.1%	7,471,451

Daily Pivots for day following 07-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-187	115-303	113-254
R3	115-172	114-288	113-162
R2	114-157	114-157	113-131
R1	113-273	113-273	113-101	113-208
PP	113-142	113-142	113-142	113-109
S1	112-258	112-258	113-039	112-192
S2	112-127	112-127	113-009
S3	111-112	111-243	112-298
S4	110-097	110-228	112-206

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	120-050	119-025	114-316
R3	118-025	117-000	114-133
R2	116-000	116-000	114-072
R1	114-295	114-295	114-011	115-148
PP	113-295	113-295	113-295	114-061
S1	112-270	112-270	113-209	113-122
S2	111-270	111-270	113-148
S3	109-245	110-245	113-087
S4	107-220	108-220	112-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-000	113-010	1-310	1.7%	0-283	0.8%	10%	False	True	1,470,787
10	115-000	112-295	2-025	1.8%	0-272	0.8%	14%	False	False	1,908,322
20	117-115	112-295	4-140	3.9%	0-251	0.7%	7%	False	False	1,100,799
40	117-260	112-295	4-285	4.3%	0-251	0.7%	6%	False	False	553,079
60	117-260	112-295	4-285	4.3%	0-290	0.8%	6%	False	False	368,825
80	117-260	110-275	6-305	6.1%	0-269	0.7%	34%	False	False	276,654
100	117-260	110-275	6-305	6.1%	0-225	0.6%	34%	False	False	221,323

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	0-062
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	118-169
2.618	116-262
1.618	115-247
1.000	115-040
0.618	114-232
HIGH	114-025
0.618	113-217
0.500	113-178
0.382	113-138
LOW	113-010
0.618	112-123
1.000	111-315
1.618	111-108
2.618	110-093
4.250	108-186

Fisher Pivots for day following 07-Jun-2023
Pivot	1 day	3 day
R1	113-178	113-198
PP	113-142	113-155
S1	113-106	113-112

Download as Excel Spreadsheet

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

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