ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 27-Jun-2023

Day Change Summary
	Previous	Current
	26-Jun-2023	27-Jun-2023	Change	Change %	Previous Week
Open	113-040	113-065	0-025	0.1%	113-025
High	113-165	113-130	-0-035	-0.1%	113-170
Low	113-030	112-245	-0-105	-0.3%	112-210
Close	113-075	112-265	-0-130	-0.4%	113-025
Range	0-135	0-205	0-070	51.9%	0-280
ATR	0-251	0-248	-0-003	-1.3%	0-000
Volume	1,186,600	1,476,874	290,274	24.5%	5,858,459

Daily Pivots for day following 27-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-295	114-165	113-058
R3	114-090	113-280	113-001
R2	113-205	113-205	112-303
R1	113-075	113-075	112-284	113-038
PP	113-000	113-000	113-000	112-301
S1	112-190	112-190	112-246	112-152
S2	112-115	112-115	112-227
S3	111-230	111-305	112-209
S4	111-025	111-100	112-152

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	113-165	112-210	0-275	0.8%	0-205	0.6%	20%	False	False	1,398,078
10	114-000	112-125	1-195	1.4%	0-255	0.7%	27%	False	False	1,559,128
20	115-000	112-125	2-195	2.3%	0-260	0.7%	17%	False	False	1,564,769
40	117-260	112-125	5-135	4.8%	0-254	0.7%	8%	False	False	1,043,118
60	117-260	112-125	5-135	4.8%	0-249	0.7%	8%	False	False	695,891
80	117-260	111-050	6-210	5.9%	0-292	0.8%	25%	False	False	521,953
100	117-260	110-275	6-305	6.2%	0-249	0.7%	28%	False	False	417,589
120	117-260	110-275	6-305	6.2%	0-214	0.6%	28%	False	False	347,991

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	0-074
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-041
2.618	115-027
1.618	114-142
1.000	114-015
0.618	113-257
HIGH	113-130
0.618	113-052
0.500	113-028
0.382	113-003
LOW	112-245
0.618	112-118
1.000	112-040
1.618	111-233
2.618	111-028
4.250	110-014

Fisher Pivots for day following 27-Jun-2023
Pivot	1 day	3 day
R1	113-028	113-032
PP	113-000	113-003
S1	112-292	112-294

Download as Excel Spreadsheet

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

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