ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 21-Jul-2023

Day Change Summary
	Previous	Current
	20-Jul-2023	21-Jul-2023	Change	Change %	Previous Week
Open	112-285	112-040	-0-245	-0.7%	112-140
High	112-310	112-135	-0-175	-0.5%	113-080
Low	112-000	112-020	0-020	0.1%	112-000
Close	112-045	112-075	0-030	0.1%	112-075
Range	0-310	0-115	-0-195	-62.9%	1-080
ATR	0-244	0-235	-0-009	-3.8%	0-000
Volume	1,563,021	1,012,410	-550,611	-35.2%	6,138,371

Daily Pivots for day following 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-102	113-043	112-138
R3	112-307	112-248	112-107
R2	112-192	112-192	112-096
R1	112-133	112-133	112-086	112-162
PP	112-077	112-077	112-077	112-091
S1	112-018	112-018	112-064	112-048
S2	111-282	111-282	112-054
S3	111-167	111-223	112-043
S4	111-052	111-108	112-012

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-078	115-157	112-295
R3	114-318	114-077	112-185
R2	113-238	113-238	112-148
R1	112-317	112-317	112-112	112-238
PP	112-158	112-158	112-158	112-119
S1	111-237	111-237	112-038	111-158
S2	111-078	111-078	112-002
S3	109-318	110-157	111-285
S4	108-238	109-077	111-175

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%	0-194	0.5%	19%	False	False	1,227,674
10	113-080	110-130	2-270	2.5%	0-218	0.6%	64%	False	False	1,379,781
20	113-165	110-050	3-115	3.0%	0-232	0.6%	62%	False	False	1,508,306
40	115-000	110-050	4-270	4.3%	0-248	0.7%	43%	False	False	1,617,395
60	117-260	110-050	7-210	6.8%	0-250	0.7%	27%	False	False	1,128,759
80	117-260	110-050	7-210	6.8%	0-245	0.7%	27%	False	False	846,769
100	117-260	110-050	7-210	6.8%	0-279	0.8%	27%	False	False	677,449
120	117-260	110-050	7-210	6.8%	0-242	0.7%	27%	False	False	564,541

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	113-304
2.618	113-116
1.618	113-001
1.000	112-250
0.618	112-206
HIGH	112-135
0.618	112-091
0.500	112-078
0.382	112-064
LOW	112-020
0.618	111-269
1.000	111-225
1.618	111-154
2.618	111-039
4.250	110-171

Fisher Pivots for day following 21-Jul-2023
Pivot	1 day	3 day
R1	112-078	112-192
PP	112-077	112-153
S1	112-076	112-114

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

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