ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 11-Jul-2023

Day Change Summary
	Previous	Current
	10-Jul-2023	11-Jul-2023	Change	Change %	Previous Week
Open	110-170	111-055	0-205	0.6%	112-030
High	111-080	111-160	0-080	0.2%	112-175
Low	110-130	111-035	0-225	0.6%	110-050
Close	111-045	111-085	0-040	0.1%	110-215
Range	0-270	0-125	-0-145	-53.7%	2-125
ATR	0-257	0-248	-0-009	-3.7%	0-000
Volume	1,292,789	1,220,062	-72,727	-5.6%	6,698,819

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-148	112-082	111-154
R3	112-023	111-277	111-119
R2	111-218	111-218	111-108
R1	111-152	111-152	111-096	111-185
PP	111-093	111-093	111-093	111-110
S1	111-027	111-027	111-074	111-060
S2	110-288	110-288	111-062
S3	110-163	110-222	111-051
S4	110-038	110-097	111-016

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	118-095	116-280	111-316
R3	115-290	114-155	111-105
R2	113-165	113-165	111-035
R1	112-030	112-030	110-285	111-195
PP	111-040	111-040	111-040	110-282
S1	109-225	109-225	110-145	109-070
S2	108-235	108-235	110-075
S3	106-110	107-100	110-005
S4	103-305	104-295	109-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-040	110-050	1-310	1.8%	0-259	0.7%	56%	False	False	1,628,024
10	113-130	110-050	3-080	2.9%	0-246	0.7%	34%	False	False	1,617,798
20	114-000	110-050	3-270	3.5%	0-250	0.7%	29%	False	False	1,580,590
40	117-020	110-050	6-290	6.2%	0-248	0.7%	16%	False	False	1,406,802
60	117-260	110-050	7-210	6.9%	0-249	0.7%	14%	False	False	940,833
80	117-260	110-050	7-210	6.9%	0-267	0.7%	14%	False	False	705,713
100	117-260	110-050	7-210	6.9%	0-269	0.8%	14%	False	False	564,599
120	117-260	110-050	7-210	6.9%	0-232	0.7%	14%	False	False	470,500

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-043
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	113-051
2.618	112-167
1.618	112-042
1.000	111-285
0.618	111-237
HIGH	111-160
0.618	111-112
0.500	111-098
0.382	111-083
LOW	111-035
0.618	110-278
1.000	110-230
1.618	110-153
2.618	110-028
4.250	109-144

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	111-098	111-046
PP	111-093	111-007
S1	111-089	110-288

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

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