ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	111-055	111-105	0-050	0.1%	112-030
High	111-160	112-120	0-280	0.8%	112-175
Low	111-035	111-095	0-060	0.2%	110-050
Close	111-085	112-085	1-000	0.9%	110-215
Range	0-125	1-025	0-220	176.0%	2-125
ATR	0-248	0-255	0-008	3.1%	0-000
Volume	1,220,062	2,044,759	824,697	67.6%	6,698,819

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-068	114-262	112-275
R3	114-043	113-237	112-180
R2	113-018	113-018	112-148
R1	112-212	112-212	112-117	112-275
PP	111-313	111-313	111-313	112-025
S1	111-187	111-187	112-053	111-250
S2	110-288	110-288	112-022
S3	109-263	110-162	111-310
S4	108-238	109-137	111-215

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	112-120	110-050	2-070	2.0%	0-277	0.8%	95%	True	False	1,708,810
10	113-095	110-050	3-045	2.8%	0-260	0.7%	67%	False	False	1,674,587
20	114-000	110-050	3-270	3.4%	0-258	0.7%	55%	False	False	1,616,857
40	116-135	110-050	6-085	5.6%	0-250	0.7%	34%	False	False	1,456,927
60	117-260	110-050	7-210	6.8%	0-250	0.7%	28%	False	False	974,901
80	117-260	110-050	7-210	6.8%	0-263	0.7%	28%	False	False	731,272
100	117-260	110-050	7-210	6.8%	0-273	0.8%	28%	False	False	585,047
120	117-260	110-050	7-210	6.8%	0-235	0.7%	28%	False	False	487,539

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	116-306
2.618	115-063
1.618	114-038
1.000	113-145
0.618	113-013
HIGH	112-120
0.618	111-308
0.500	111-268
0.382	111-227
LOW	111-095
0.618	110-202
1.000	110-070
1.618	109-177
2.618	108-152
4.250	106-229

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	112-039	111-312
PP	111-313	111-218
S1	111-268	111-125

Download as Excel Spreadsheet

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

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