ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 19-Jul-2023

Day Change Summary
	Previous	Current
	18-Jul-2023	19-Jul-2023	Change	Change %	Previous Week
Open	112-205	112-225	0-020	0.1%	110-170
High	113-080	113-065	-0-015	0.0%	113-030
Low	112-195	112-210	0-015	0.0%	110-130
Close	112-240	113-000	0-080	0.2%	112-180
Range	0-205	0-175	-0-030	-14.6%	2-220
ATR	0-244	0-239	-0-005	-2.0%	0-000
Volume	1,303,657	1,349,143	45,486	3.5%	7,659,442

Daily Pivots for day following 19-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-190	114-110	113-096
R3	114-015	113-255	113-048
R2	113-160	113-160	113-032
R1	113-080	113-080	113-016	113-120
PP	112-305	112-305	112-305	113-005
S1	112-225	112-225	112-304	112-265
S2	112-130	112-130	112-288
S3	111-275	112-050	112-272
S4	111-100	111-195	112-224

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	112-070	1-010	0.9%	0-204	0.6%	76%	False	False	1,332,954
10	113-080	110-050	3-030	2.7%	0-240	0.7%	92%	False	False	1,520,882
20	113-165	110-050	3-115	3.0%	0-232	0.6%	85%	False	False	1,520,051
40	115-000	110-050	4-270	4.3%	0-248	0.7%	59%	False	False	1,602,625
60	117-260	110-050	7-210	6.8%	0-252	0.7%	37%	False	False	1,085,896
80	117-260	110-050	7-210	6.8%	0-247	0.7%	37%	False	False	814,577
100	117-260	110-050	7-210	6.8%	0-277	0.8%	37%	False	False	651,695
120	117-260	110-050	7-210	6.8%	0-241	0.7%	37%	False	False	543,079

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-169
2.618	114-203
1.618	114-028
1.000	113-240
0.618	113-173
HIGH	113-065
0.618	112-318
0.500	112-298
0.382	112-277
LOW	112-210
0.618	112-102
1.000	112-035
1.618	111-247
2.618	111-072
4.250	110-106

Fisher Pivots for day following 19-Jul-2023
Pivot	1 day	3 day
R1	112-312	112-302
PP	112-305	112-283
S1	112-298	112-265

Download as Excel Spreadsheet

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

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