ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	112-030	111-295	-0-055	-0.2%	113-040
High	112-175	112-040	-0-135	-0.4%	113-165
Low	111-275	111-105	-0-170	-0.5%	111-255
Close	111-300	111-115	-0-185	-0.5%	112-085
Range	0-220	0-255	0-035	15.9%	1-230
ATR	0-246	0-246	0-001	0.3%	0-000
Volume	1,071,547	1,640,832	569,285	53.1%	8,152,916

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-318	113-152	111-255
R3	113-063	112-217	111-185
R2	112-128	112-128	111-162
R1	111-282	111-282	111-138	111-238
PP	111-193	111-193	111-193	111-171
S1	111-027	111-027	111-092	110-302
S2	110-258	110-258	111-068
S3	110-003	110-092	111-045
S4	109-068	109-157	110-295

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	113-095	111-105	1-310	1.8%	0-243	0.7%	2%	False	True	1,640,364
10	113-165	111-105	2-060	2.0%	0-224	0.6%	1%	False	True	1,519,221
20	114-065	111-105	2-280	2.6%	0-246	0.7%	1%	False	True	1,529,252
40	117-115	111-105	6-010	5.4%	0-244	0.7%	1%	False	True	1,246,784
60	117-260	111-105	6-155	5.8%	0-246	0.7%	0%	False	True	832,558
80	117-260	111-105	6-155	5.8%	0-290	0.8%	0%	False	True	624,474
100	117-260	110-275	6-305	6.2%	0-259	0.7%	7%	False	False	499,607
120	117-260	110-275	6-305	6.2%	0-224	0.6%	7%	False	False	416,339

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	0-038
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-164
2.618	114-068
1.618	113-133
1.000	112-295
0.618	112-198
HIGH	112-040
0.618	111-263
0.500	111-232
0.382	111-202
LOW	111-105
0.618	110-267
1.000	110-170
1.618	110-012
2.618	109-077
4.250	107-301

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	111-232	111-300
PP	111-193	111-238
S1	111-154	111-177

Download as Excel Spreadsheet

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

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