ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 30-Jun-2023

Day Change Summary
	Previous	Current
	29-Jun-2023	30-Jun-2023	Change	Change %	Previous Week
Open	113-080	112-075	-1-005	-0.9%	113-040
High	113-085	112-125	-0-280	-0.8%	113-165
Low	112-010	111-255	-0-075	-0.2%	111-255
Close	112-040	112-085	0-045	0.1%	112-085
Range	1-075	0-190	-0-205	-51.9%	1-230
ATR	0-252	0-248	-0-004	-1.8%	0-000
Volume	1,959,722	2,102,870	143,148	7.3%	8,152,916

Daily Pivots for day following 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-298	113-222	112-190
R3	113-108	113-032	112-137
R2	112-238	112-238	112-120
R1	112-162	112-162	112-102	112-200
PP	112-048	112-048	112-048	112-068
S1	111-292	111-292	112-068	112-010
S2	111-178	111-178	112-050
S3	110-308	111-102	112-033
S4	110-118	110-232	111-300

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	117-218	116-222	113-068
R3	115-308	114-312	112-236
R2	114-078	114-078	112-186
R1	113-082	113-082	112-135	112-285
PP	112-168	112-168	112-168	112-110
S1	111-172	111-172	112-035	111-055
S2	110-258	110-258	111-304
S3	109-028	109-262	111-254
S4	107-118	108-032	111-102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-165	111-255	1-230	1.5%	0-216	0.6%	27%	False	True	1,630,583
10	113-170	111-255	1-235	1.5%	0-226	0.6%	27%	False	True	1,552,627
20	114-245	111-255	2-310	2.6%	0-251	0.7%	16%	False	True	1,543,612
40	117-260	111-255	6-005	5.4%	0-247	0.7%	8%	False	True	1,179,684
60	117-260	111-255	6-005	5.4%	0-244	0.7%	8%	False	True	787,357
80	117-260	111-090	6-170	5.8%	0-295	0.8%	15%	False	False	590,570
100	117-260	110-275	6-305	6.2%	0-254	0.7%	20%	False	False	472,483
120	117-260	110-275	6-305	6.2%	0-220	0.6%	20%	False	False	393,736

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-292
2.618	113-302
1.618	113-112
1.000	112-315
0.618	112-242
HIGH	112-125
0.618	112-052
0.500	112-030
0.382	112-008
LOW	111-255
0.618	111-138
1.000	111-065
1.618	110-268
2.618	110-078
4.250	109-088

Fisher Pivots for day following 30-Jun-2023
Pivot	1 day	3 day
R1	112-067	112-175
PP	112-048	112-145
S1	112-030	112-115

Download as Excel Spreadsheet

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

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