ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 23-Jun-2023

Day Change Summary
	Previous	Current
	22-Jun-2023	23-Jun-2023	Change	Change %	Previous Week
Open	113-095	112-240	-0-175	-0.5%	113-025
High	113-140	113-155	0-015	0.0%	113-170
Low	112-210	112-220	0-010	0.0%	112-210
Close	112-235	113-025	0-110	0.3%	113-025
Range	0-250	0-255	0-005	2.0%	0-280
ATR	0-260	0-259	0-000	-0.1%	0-000
Volume	1,405,552	1,516,582	111,030	7.9%	5,858,459

Daily Pivots for day following 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-152	115-023	113-165
R3	114-217	114-088	113-095
R2	113-282	113-282	113-072
R1	113-153	113-153	113-048	113-218
PP	113-027	113-027	113-027	113-059
S1	112-218	112-218	113-002	112-282
S2	112-092	112-092	112-298
S3	111-157	111-283	112-275
S4	110-222	111-028	112-205

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-228	115-087	113-179
R3	114-268	114-127	113-102
R2	113-308	113-308	113-076
R1	113-167	113-167	113-051	113-165
PP	113-028	113-028	113-028	113-028
S1	112-207	112-207	112-319	112-205
S2	112-068	112-068	112-294
S3	111-108	111-247	112-268
S4	110-148	110-287	112-191

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-170	112-210	0-280	0.8%	0-237	0.7%	48%	False	False	1,474,671
10	114-000	112-125	1-195	1.4%	0-256	0.7%	43%	False	False	1,540,654
20	115-000	112-125	2-195	2.3%	0-268	0.7%	26%	False	False	1,648,780
40	117-260	112-125	5-135	4.8%	0-260	0.7%	13%	False	False	976,791
60	117-260	112-125	5-135	4.8%	0-250	0.7%	13%	False	False	651,517
80	117-260	110-275	6-305	6.1%	0-291	0.8%	32%	False	False	488,691
100	117-260	110-275	6-305	6.1%	0-246	0.7%	32%	False	False	390,954
120	117-260	110-275	6-305	6.1%	0-213	0.6%	32%	False	False	325,795

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-073
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-279
2.618	115-183
1.618	114-248
1.000	114-090
0.618	113-313
HIGH	113-155
0.618	113-058
0.500	113-028
0.382	112-317
LOW	112-220
0.618	112-062
1.000	111-285
1.618	111-127
2.618	110-192
4.250	109-096

Fisher Pivots for day following 23-Jun-2023
Pivot	1 day	3 day
R1	113-028	113-024
PP	113-027	113-023
S1	113-026	113-022

Download as Excel Spreadsheet

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

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