ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	112-225	112-285	0-060	0.2%	110-170
High	113-065	112-310	-0-075	-0.2%	113-030
Low	112-210	112-000	-0-210	-0.6%	110-130
Close	113-000	112-045	-0-275	-0.8%	112-180
Range	0-175	0-310	0-135	77.1%	2-220
ATR	0-239	0-244	0-006	2.4%	0-000
Volume	1,349,143	1,563,021	213,878	15.9%	7,659,442

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-088	114-217	112-216
R3	114-098	113-227	112-130
R2	113-108	113-108	112-102
R1	112-237	112-237	112-073	112-178
PP	112-118	112-118	112-118	112-089
S1	111-247	111-247	112-017	111-188
S2	111-128	111-128	111-308
S3	110-138	110-257	111-280
S4	109-148	109-267	111-194

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	112-000	1-080	1.1%	0-210	0.6%	11%	False	True	1,284,023
10	113-080	110-095	2-305	2.6%	0-230	0.6%	62%	False	False	1,450,151
20	113-165	110-050	3-115	3.0%	0-239	0.7%	59%	False	False	1,527,963
40	115-000	110-050	4-270	4.3%	0-250	0.7%	41%	False	False	1,627,547
60	117-260	110-050	7-210	6.8%	0-255	0.7%	26%	False	False	1,111,939
80	117-260	110-050	7-210	6.8%	0-246	0.7%	26%	False	False	834,115
100	117-260	110-050	7-210	6.8%	0-279	0.8%	26%	False	False	667,325
120	117-260	110-050	7-210	6.8%	0-244	0.7%	26%	False	False	556,104

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	117-028
2.618	115-162
1.618	114-172
1.000	113-300
0.618	113-182
HIGH	112-310
0.618	112-192
0.500	112-155
0.382	112-118
LOW	112-000
0.618	111-128
1.000	111-010
1.618	110-138
2.618	109-148
4.250	107-282

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	112-155	112-200
PP	112-118	112-148
S1	112-082	112-097

Download as Excel Spreadsheet

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

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