ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 13-Jul-2023

Day Change Summary
	Previous	Current
	12-Jul-2023	13-Jul-2023	Change	Change %	Previous Week
Open	111-105	112-070	0-285	0.8%	112-030
High	112-120	113-030	0-230	0.6%	112-175
Low	111-095	112-070	0-295	0.8%	110-050
Close	112-085	113-015	0-250	0.7%	110-215
Range	1-025	0-280	-0-065	-18.8%	2-125
ATR	0-255	0-257	0-002	0.7%	0-000
Volume	2,044,759	1,807,675	-237,084	-11.6%	6,698,819

Daily Pivots for day following 13-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-132	115-033	113-169
R3	114-172	114-073	113-092
R2	113-212	113-212	113-066
R1	113-113	113-113	113-041	113-162
PP	112-252	112-252	112-252	112-276
S1	112-153	112-153	112-309	112-202
S2	111-292	111-292	112-284
S3	111-012	111-193	112-258
S4	110-052	110-233	112-181

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	113-030	110-095	2-255	2.5%	0-249	0.7%	98%	True	False	1,616,280
10	113-085	110-050	3-035	2.8%	0-272	0.8%	93%	False	False	1,712,669
20	113-180	110-050	3-130	3.0%	0-250	0.7%	85%	False	False	1,608,473
40	116-135	110-050	6-085	5.5%	0-255	0.7%	46%	False	False	1,501,214
60	117-260	110-050	7-210	6.8%	0-251	0.7%	38%	False	False	1,005,023
80	117-260	110-050	7-210	6.8%	0-258	0.7%	38%	False	False	753,867
100	117-260	110-050	7-210	6.8%	0-275	0.8%	38%	False	False	603,124
120	117-260	110-050	7-210	6.8%	0-238	0.7%	38%	False	False	502,603

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-260
2.618	115-123
1.618	114-163
1.000	113-310
0.618	113-203
HIGH	113-030
0.618	112-243
0.500	112-210
0.382	112-177
LOW	112-070
0.618	111-217
1.000	111-110
1.618	110-257
2.618	109-297
4.250	108-160

Fisher Pivots for day following 13-Jul-2023
Pivot	1 day	3 day
R1	112-293	112-234
PP	112-252	112-133
S1	112-210	112-032

Download as Excel Spreadsheet

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

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