ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	111-295	111-135	-0-160	-0.4%	113-040
High	112-040	111-150	-0-210	-0.6%	113-165
Low	111-105	110-050	-1-055	-1.1%	111-255
Close	111-115	110-195	-0-240	-0.7%	112-085
Range	0-255	1-100	0-165	64.7%	1-230
ATR	0-246	0-259	0-012	5.0%	0-000
Volume	1,640,832	2,270,324	629,492	38.4%	8,152,916

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-218	113-307	111-106
R3	113-118	112-207	110-310
R2	112-018	112-018	110-272
R1	111-107	111-107	110-234	111-012
PP	110-238	110-238	110-238	110-191
S1	110-007	110-007	110-156	109-232
S2	109-138	109-138	110-118
S3	108-038	108-227	110-080
S4	106-258	107-127	109-284

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	113-085	110-050	3-035	2.8%	0-296	0.8%	15%	False	True	1,809,059
10	113-165	110-050	3-115	3.0%	0-248	0.7%	13%	False	True	1,605,775
20	114-025	110-050	3-295	3.5%	0-257	0.7%	12%	False	True	1,585,829
40	117-115	110-050	7-065	6.5%	0-249	0.7%	6%	False	True	1,303,105
60	117-260	110-050	7-210	6.9%	0-250	0.7%	6%	False	True	870,380
80	117-260	110-050	7-210	6.9%	0-284	0.8%	6%	False	True	652,853
100	117-260	110-050	7-210	6.9%	0-263	0.7%	6%	False	True	522,310
120	117-260	110-050	7-210	6.9%	0-227	0.6%	6%	False	True	435,258

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	0-036
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	117-015
2.618	114-290
1.618	113-190
1.000	112-250
0.618	112-090
HIGH	111-150
0.618	110-310
0.500	110-260
0.382	110-210
LOW	110-050
0.618	109-110
1.000	108-270
1.618	108-010
2.618	106-230
4.250	104-185

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	110-260	111-112
PP	110-238	111-033
S1	110-217	110-274

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols