ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 17-Jul-2023

Day Change Summary
	Previous	Current
	14-Jul-2023	17-Jul-2023	Change	Change %	Previous Week
Open	112-310	112-140	-0-170	-0.5%	110-170
High	113-015	112-295	-0-040	-0.1%	113-030
Low	112-140	112-130	-0-010	0.0%	110-130
Close	112-180	112-230	0-050	0.1%	112-180
Range	0-195	0-165	-0-030	-15.4%	2-220
ATR	0-253	0-246	-0-006	-2.5%	0-000
Volume	1,294,157	910,140	-384,017	-29.7%	7,659,442

Daily Pivots for day following 17-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-073	113-317	113-001
R3	113-228	113-152	112-275
R2	113-063	113-063	112-260
R1	112-307	112-307	112-245	113-025
PP	112-218	112-218	112-218	112-238
S1	112-142	112-142	112-215	112-180
S2	112-053	112-053	112-200
S3	111-208	111-297	112-185
S4	111-043	111-132	112-139

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	111-035	1-315	1.8%	0-222	0.6%	81%	False	False	1,455,358
10	113-030	110-050	2-300	2.6%	0-250	0.7%	87%	False	False	1,526,840
20	113-170	110-050	3-120	3.0%	0-238	0.7%	76%	False	False	1,539,733
40	115-190	110-050	5-140	4.8%	0-252	0.7%	47%	False	False	1,550,397
60	117-260	110-050	7-210	6.8%	0-252	0.7%	33%	False	False	1,041,738
80	117-260	110-050	7-210	6.8%	0-251	0.7%	33%	False	False	781,420
100	117-260	110-050	7-210	6.8%	0-278	0.8%	33%	False	False	625,167
120	117-260	110-050	7-210	6.8%	0-241	0.7%	33%	False	False	520,973

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-036
2.618	114-087
1.618	113-242
1.000	113-140
0.618	113-077
HIGH	112-295
0.618	112-232
0.500	112-212
0.382	112-193
LOW	112-130
0.618	112-028
1.000	111-285
1.618	111-183
2.618	111-018
4.250	110-069

Fisher Pivots for day following 17-Jul-2023
Pivot	1 day	3 day
R1	112-224	112-223
PP	112-218	112-217
S1	112-212	112-210

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

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