ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 03-Jul-2023

Day Change Summary
	Previous	Current
	30-Jun-2023	03-Jul-2023	Change	Change %	Previous Week
Open	112-075	112-030	-0-045	-0.1%	113-040
High	112-125	112-175	0-050	0.1%	113-165
Low	111-255	111-275	0-020	0.1%	111-255
Close	112-085	111-300	-0-105	-0.3%	112-085
Range	0-190	0-220	0-030	15.8%	1-230
ATR	0-248	0-246	-0-002	-0.8%	0-000
Volume	2,102,870	1,071,547	-1,031,323	-49.0%	8,152,916

Daily Pivots for day following 03-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-057	113-238	112-101
R3	113-157	113-018	112-040
R2	112-257	112-257	112-020
R1	112-118	112-118	112-000	112-078
PP	112-037	112-037	112-037	112-016
S1	111-218	111-218	111-280	111-178
S2	111-137	111-137	111-260
S3	110-237	110-318	111-240
S4	110-017	110-098	111-179

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	113-130	111-255	1-195	1.4%	0-233	0.7%	9%	False	False	1,607,572
10	113-170	111-255	1-235	1.5%	0-224	0.6%	8%	False	False	1,508,292
20	114-065	111-255	2-130	2.1%	0-246	0.7%	6%	False	False	1,519,246
40	117-115	111-255	5-180	5.0%	0-244	0.7%	3%	False	False	1,205,991
60	117-260	111-255	6-005	5.4%	0-245	0.7%	2%	False	False	805,211
80	117-260	111-255	6-005	5.4%	0-293	0.8%	2%	False	False	603,964
100	117-260	110-275	6-305	6.2%	0-256	0.7%	16%	False	False	483,198
120	117-260	110-275	6-305	6.2%	0-222	0.6%	16%	False	False	402,665

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-150
2.618	114-111
1.618	113-211
1.000	113-075
0.618	112-311
HIGH	112-175
0.618	112-091
0.500	112-065
0.382	112-039
LOW	111-275
0.618	111-139
1.000	111-055
1.618	110-239
2.618	110-019
4.250	108-300

Fisher Pivots for day following 03-Jul-2023
Pivot	1 day	3 day
R1	112-065	112-170
PP	112-037	112-107
S1	112-008	112-043

Download as Excel Spreadsheet

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

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