ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 22-Jun-2023

Day Change Summary
	Previous	Current
	21-Jun-2023	22-Jun-2023	Change	Change %	Previous Week
Open	113-105	113-095	-0-010	0.0%	113-090
High	113-135	113-140	0-005	0.0%	114-000
Low	112-275	112-210	-0-065	-0.2%	112-125
Close	113-100	112-235	-0-185	-0.5%	113-015
Range	0-180	0-250	0-070	38.9%	1-195
ATR	0-260	0-260	-0-001	-0.3%	0-000
Volume	1,404,783	1,405,552	769	0.1%	8,388,769

Daily Pivots for day following 22-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-092	114-253	113-052
R3	114-162	114-003	112-304
R2	113-232	113-232	112-281
R1	113-073	113-073	112-258	113-028
PP	112-302	112-302	112-302	112-279
S1	112-143	112-143	112-212	112-098
S2	112-052	112-052	112-189
S3	111-122	111-213	112-166
S4	110-192	110-283	112-098

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	112-160	1-020	0.9%	0-254	0.7%	22%	False	False	1,531,524
10	114-000	112-125	1-195	1.4%	0-258	0.7%	21%	False	False	1,544,647
20	115-000	112-125	2-195	2.3%	0-265	0.7%	13%	False	False	1,726,485
40	117-260	112-125	5-135	4.8%	0-259	0.7%	6%	False	False	938,986
60	117-260	112-125	5-135	4.8%	0-249	0.7%	6%	False	False	626,257
80	117-260	110-275	6-305	6.2%	0-291	0.8%	27%	False	False	469,734
100	117-260	110-275	6-305	6.2%	0-244	0.7%	27%	False	False	375,788
120	117-260	110-275	6-305	6.2%	0-211	0.6%	27%	False	False	313,157

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-077
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-242
2.618	115-154
1.618	114-224
1.000	114-070
0.618	113-294
HIGH	113-140
0.618	113-044
0.500	113-015
0.382	112-306
LOW	112-210
0.618	112-056
1.000	111-280
1.618	111-126
2.618	110-196
4.250	109-108

Fisher Pivots for day following 22-Jun-2023
Pivot	1 day	3 day
R1	113-015	113-030
PP	112-302	112-312
S1	112-268	112-273

Download as Excel Spreadsheet

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

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