ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 26-Jun-2023

Day Change Summary
	Previous	Current
	23-Jun-2023	26-Jun-2023	Change	Change %	Previous Week
Open	112-240	113-040	0-120	0.3%	113-025
High	113-155	113-165	0-010	0.0%	113-170
Low	112-220	113-030	0-130	0.4%	112-210
Close	113-025	113-075	0-050	0.1%	113-025
Range	0-255	0-135	-0-120	-47.1%	0-280
ATR	0-259	0-251	-0-009	-3.3%	0-000
Volume	1,516,582	1,186,600	-329,982	-21.8%	5,858,459

Daily Pivots for day following 26-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-175	114-100	113-149
R3	114-040	113-285	113-112
R2	113-225	113-225	113-100
R1	113-150	113-150	113-087	113-188
PP	113-090	113-090	113-090	113-109
S1	113-015	113-015	113-063	113-052
S2	112-275	112-275	113-050
S3	112-140	112-200	113-038
S4	112-005	112-065	113-001

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%	0-216	0.6%	66%	False	False	1,409,011
10	114-000	112-125	1-195	1.4%	0-253	0.7%	52%	False	False	1,543,382
20	115-000	112-125	2-195	2.3%	0-260	0.7%	32%	False	False	1,581,338
40	117-260	112-125	5-135	4.8%	0-257	0.7%	16%	False	False	1,006,303
60	117-260	112-125	5-135	4.8%	0-250	0.7%	16%	False	False	671,286
80	117-260	111-005	6-255	6.0%	0-292	0.8%	33%	False	False	503,524
100	117-260	110-275	6-305	6.1%	0-248	0.7%	34%	False	False	402,820
120	117-260	110-275	6-305	6.1%	0-214	0.6%	34%	False	False	335,683

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	115-099
2.618	114-198
1.618	114-063
1.000	113-300
0.618	113-248
HIGH	113-165
0.618	113-113
0.500	113-098
0.382	113-082
LOW	113-030
0.618	112-267
1.000	112-215
1.618	112-132
2.618	111-317
4.250	111-096

Fisher Pivots for day following 26-Jun-2023
Pivot	1 day	3 day
R1	113-098	113-059
PP	113-090	113-043
S1	113-082	113-028

Download as Excel Spreadsheet

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

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