ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 18-Jul-2023

Day Change Summary
	Previous	Current
	17-Jul-2023	18-Jul-2023	Change	Change %	Previous Week
Open	112-140	112-205	0-065	0.2%	110-170
High	112-295	113-080	0-105	0.3%	113-030
Low	112-130	112-195	0-065	0.2%	110-130
Close	112-230	112-240	0-010	0.0%	112-180
Range	0-165	0-205	0-040	24.2%	2-220
ATR	0-246	0-244	-0-003	-1.2%	0-000
Volume	910,140	1,303,657	393,517	43.2%	7,659,442

Daily Pivots for day following 18-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-253	114-132	113-033
R3	114-048	113-247	112-296
R2	113-163	113-163	112-278
R1	113-042	113-042	112-259	113-102
PP	112-278	112-278	112-278	112-309
S1	112-157	112-157	112-221	112-218
S2	112-073	112-073	112-202
S3	111-188	111-272	112-184
S4	110-303	111-067	112-127

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	113-080	111-095	1-305	1.7%	0-238	0.7%	74%	True	False	1,472,077
10	113-080	110-050	3-030	2.7%	0-248	0.7%	84%	True	False	1,550,051
20	113-170	110-050	3-120	3.0%	0-236	0.7%	77%	False	False	1,529,171
40	115-000	110-050	4-270	4.3%	0-250	0.7%	54%	False	False	1,576,485
60	117-260	110-050	7-210	6.8%	0-252	0.7%	34%	False	False	1,063,427
80	117-260	110-050	7-210	6.8%	0-250	0.7%	34%	False	False	797,715
100	117-260	110-050	7-210	6.8%	0-278	0.8%	34%	False	False	638,203
120	117-260	110-050	7-210	6.8%	0-242	0.7%	34%	False	False	531,836

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-311
2.618	114-297
1.618	114-092
1.000	113-285
0.618	113-207
HIGH	113-080
0.618	113-002
0.500	112-298
0.382	112-273
LOW	112-195
0.618	112-068
1.000	111-310
1.618	111-183
2.618	110-298
4.250	109-284

Fisher Pivots for day following 18-Jul-2023
Pivot	1 day	3 day
R1	112-298	112-265
PP	112-278	112-257
S1	112-259	112-248

Download as Excel Spreadsheet

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

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