ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 14-Jul-2023

Day Change Summary
	Previous	Current
	13-Jul-2023	14-Jul-2023	Change	Change %	Previous Week
Open	112-070	112-310	0-240	0.7%	110-170
High	113-030	113-015	-0-015	0.0%	113-030
Low	112-070	112-140	0-070	0.2%	110-130
Close	113-015	112-180	-0-155	-0.4%	112-180
Range	0-280	0-195	-0-085	-30.4%	2-220
ATR	0-257	0-253	-0-004	-1.7%	0-000
Volume	1,807,675	1,294,157	-513,518	-28.4%	7,659,442

Daily Pivots for day following 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-163	114-047	112-287
R3	113-288	113-172	112-234
R2	113-093	113-093	112-216
R1	112-297	112-297	112-198	112-258
PP	112-218	112-218	112-218	112-199
S1	112-102	112-102	112-162	112-062
S2	112-023	112-023	112-144
S3	111-148	111-227	112-126
S4	110-273	111-032	112-073

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	120-027	119-003	114-013
R3	117-127	116-103	113-096
R2	114-227	114-227	113-018
R1	113-203	113-203	112-259	114-055
PP	112-007	112-007	112-007	112-092
S1	110-303	110-303	112-101	111-155
S2	109-107	109-107	112-022
S3	106-207	108-083	111-264
S4	103-307	105-183	111-027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-030	110-130	2-220	2.4%	0-243	0.7%	80%	False	False	1,531,888
10	113-030	110-050	2-300	2.6%	0-252	0.7%	82%	False	False	1,646,113
20	113-180	110-050	3-130	3.0%	0-247	0.7%	71%	False	False	1,584,269
40	115-295	110-050	5-245	5.1%	0-253	0.7%	42%	False	False	1,531,315
60	117-260	110-050	7-210	6.8%	0-252	0.7%	31%	False	False	1,026,580
80	117-260	110-050	7-210	6.8%	0-256	0.7%	31%	False	False	770,044
100	117-260	110-050	7-210	6.8%	0-277	0.8%	31%	False	False	616,065
120	117-260	110-050	7-210	6.8%	0-239	0.7%	31%	False	False	513,388

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-204
2.618	114-206
1.618	114-011
1.000	113-210
0.618	113-136
HIGH	113-015
0.618	112-261
0.500	112-238
0.382	112-214
LOW	112-140
0.618	112-019
1.000	111-265
1.618	111-144
2.618	110-269
4.250	109-271

Fisher Pivots for day following 14-Jul-2023
Pivot	1 day	3 day
R1	112-238	112-141
PP	112-218	112-102
S1	112-199	112-062

Download as Excel Spreadsheet

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

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