ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 21-Jun-2023

Day Change Summary
	Previous	Current
	20-Jun-2023	21-Jun-2023	Change	Change %	Previous Week
Open	113-025	113-105	0-080	0.2%	113-090
High	113-170	113-135	-0-035	-0.1%	114-000
Low	112-230	112-275	0-045	0.1%	112-125
Close	113-100	113-100	0-000	0.0%	113-015
Range	0-260	0-180	-0-080	-30.8%	1-195
ATR	0-267	0-260	-0-006	-2.3%	0-000
Volume	1,531,542	1,404,783	-126,759	-8.3%	8,388,769

Daily Pivots for day following 21-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-283	114-212	113-199
R3	114-103	114-032	113-150
R2	113-243	113-243	113-133
R1	113-172	113-172	113-116	113-118
PP	113-063	113-063	113-063	113-036
S1	112-312	112-312	113-084	112-258
S2	112-203	112-203	113-067
S3	112-023	112-132	113-050
S4	111-163	111-272	113-001

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	117-312	117-038	113-298
R3	116-117	115-163	113-157
R2	114-242	114-242	113-109
R1	113-288	113-288	113-062	113-168
PP	113-047	113-047	113-047	112-306
S1	112-093	112-093	112-288	111-292
S2	111-172	111-172	112-241
S3	109-297	110-218	112-193
S4	108-102	109-023	112-052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-180	112-125	1-055	1.0%	0-254	0.7%	79%	False	False	1,606,061
10	114-025	112-125	1-220	1.5%	0-266	0.7%	55%	False	False	1,565,883
20	115-000	112-125	2-195	2.3%	0-262	0.7%	35%	False	False	1,727,130
40	117-260	112-125	5-135	4.8%	0-263	0.7%	17%	False	False	903,927
60	117-260	112-125	5-135	4.8%	0-248	0.7%	17%	False	False	602,832
80	117-260	110-275	6-305	6.1%	0-289	0.8%	35%	False	False	452,165
100	117-260	110-275	6-305	6.1%	0-245	0.7%	35%	False	False	361,733
120	117-260	110-275	6-305	6.1%	0-209	0.6%	35%	False	False	301,444

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-074
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	115-260
2.618	114-286
1.618	114-106
1.000	113-315
0.618	113-246
HIGH	113-135
0.618	113-066
0.500	113-045
0.382	113-024
LOW	112-275
0.618	112-164
1.000	112-095
1.618	111-304
2.618	111-124
4.250	110-150

Fisher Pivots for day following 21-Jun-2023
Pivot	1 day	3 day
R1	113-082	113-080
PP	113-063	113-060
S1	113-045	113-040

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

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