ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 09-Jun-2023

Day Change Summary
	Previous	Current
	08-Jun-2023	09-Jun-2023	Change	Change %	Previous Week
Open	113-040	113-220	0-180	0.5%	113-235
High	113-250	113-230	-0-020	-0.1%	114-065
Low	112-300	113-065	0-085	0.2%	112-300
Close	113-235	113-125	-0-110	-0.3%	113-125
Range	0-270	0-165	-0-105	-38.9%	1-085
ATR	0-264	0-257	-0-007	-2.5%	0-000
Volume	1,556,519	1,159,312	-397,207	-25.5%	6,913,243

Daily Pivots for day following 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-315	114-225	113-216
R3	114-150	114-060	113-170
R2	113-305	113-305	113-155
R1	113-215	113-215	113-140	113-178
PP	113-140	113-140	113-140	113-121
S1	113-050	113-050	113-110	113-012
S2	112-295	112-295	113-095
S3	112-130	112-205	113-080
S4	111-285	112-040	113-034

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	117-098	116-197	114-028
R3	116-013	115-112	113-236
R2	114-248	114-248	113-199
R1	114-027	114-027	113-162	113-255
PP	113-163	113-163	113-163	113-118
S1	112-262	112-262	113-088	112-170
S2	112-078	112-078	113-051
S3	110-313	111-177	113-014
S4	109-228	110-092	112-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-065	112-300	1-085	1.1%	0-245	0.7%	36%	False	False	1,382,648
10	115-000	112-295	2-025	1.8%	0-268	0.7%	23%	False	False	1,619,294
20	117-020	112-295	4-045	3.7%	0-247	0.7%	11%	False	False	1,233,013
40	117-260	112-295	4-285	4.3%	0-249	0.7%	10%	False	False	620,955
60	117-260	112-295	4-285	4.3%	0-273	0.8%	10%	False	False	414,087
80	117-260	110-275	6-305	6.1%	0-274	0.8%	36%	False	False	310,602
100	117-260	110-275	6-305	6.1%	0-229	0.6%	36%	False	False	248,482

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-059
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	115-291
2.618	115-022
1.618	114-177
1.000	114-075
0.618	114-012
HIGH	113-230
0.618	113-167
0.500	113-148
0.382	113-128
LOW	113-065
0.618	112-283
1.000	112-220
1.618	112-118
2.618	111-273
4.250	111-004

Fisher Pivots for day following 09-Jun-2023
Pivot	1 day	3 day
R1	113-148	113-162
PP	113-140	113-150
S1	113-132	113-138

Download as Excel Spreadsheet

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

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