ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 29-Jun-2023

Day Change Summary
	Previous	Current
	28-Jun-2023	29-Jun-2023	Change	Change %	Previous Week
Open	112-270	113-080	0-130	0.4%	113-025
High	113-095	113-085	-0-010	0.0%	113-170
Low	112-260	112-010	-0-250	-0.7%	112-210
Close	113-080	112-040	-1-040	-1.0%	113-025
Range	0-155	1-075	0-240	154.8%	0-280
ATR	0-241	0-252	0-011	4.6%	0-000
Volume	1,426,850	1,959,722	532,872	37.3%	5,858,459

Daily Pivots for day following 29-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-057	115-123	112-257
R3	114-302	114-048	112-149
R2	113-227	113-227	112-112
R1	112-293	112-293	112-076	112-222
PP	112-152	112-152	112-152	112-116
S1	111-218	111-218	112-004	111-148
S2	111-077	111-077	111-288
S3	110-002	110-143	111-251
S4	108-247	109-068	111-143

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	112-010	1-155	1.3%	0-229	0.6%	6%	False	True	1,513,325
10	113-180	112-010	1-170	1.4%	0-242	0.7%	6%	False	True	1,522,425
20	115-000	112-010	2-310	2.6%	0-257	0.7%	3%	False	True	1,518,352
40	117-260	112-010	5-250	5.2%	0-250	0.7%	2%	False	True	1,127,369
60	117-260	112-010	5-250	5.2%	0-246	0.7%	2%	False	True	752,320
80	117-260	111-050	6-210	5.9%	0-295	0.8%	15%	False	False	564,284
100	117-260	110-275	6-305	6.2%	0-254	0.7%	18%	False	False	451,454
120	117-260	110-275	6-305	6.2%	0-218	0.6%	18%	False	False	376,212

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	118-164
2.618	116-159
1.618	115-084
1.000	114-160
0.618	114-009
HIGH	113-085
0.618	112-254
0.500	112-208
0.382	112-161
LOW	112-010
0.618	111-086
1.000	110-255
1.618	110-011
2.618	108-256
4.250	106-251

Fisher Pivots for day following 29-Jun-2023
Pivot	1 day	3 day
R1	112-208	112-230
PP	112-152	112-167
S1	112-096	112-103

Download as Excel Spreadsheet

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

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