ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 24-Jul-2023

Day Change Summary
	Previous	Current
	21-Jul-2023	24-Jul-2023	Change	Change %	Previous Week
Open	112-040	112-080	0-040	0.1%	112-140
High	112-135	112-175	0-040	0.1%	113-080
Low	112-020	111-280	-0-060	-0.2%	112-000
Close	112-075	112-020	-0-055	-0.2%	112-075
Range	0-115	0-215	0-100	87.0%	1-080
ATR	0-235	0-234	-0-001	-0.6%	0-000
Volume	1,012,410	1,148,885	136,475	13.5%	6,138,371

Daily Pivots for day following 24-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-057	113-253	112-138
R3	113-162	113-038	112-079
R2	112-267	112-267	112-059
R1	112-143	112-143	112-040	112-098
PP	112-052	112-052	112-052	112-029
S1	111-248	111-248	112-000	111-202
S2	111-157	111-157	111-301
S3	110-262	111-033	111-281
S4	110-047	110-138	111-222

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	111-280	1-120	1.2%	0-204	0.6%	14%	False	True	1,275,423
10	113-080	111-035	2-045	1.9%	0-213	0.6%	45%	False	False	1,365,390
20	113-165	110-050	3-115	3.0%	0-230	0.6%	57%	False	False	1,489,921
40	115-000	110-050	4-270	4.3%	0-249	0.7%	39%	False	False	1,569,350
60	117-260	110-050	7-210	6.8%	0-250	0.7%	25%	False	False	1,147,834
80	117-260	110-050	7-210	6.8%	0-245	0.7%	25%	False	False	861,118
100	117-260	110-050	7-210	6.8%	0-279	0.8%	25%	False	False	688,937
120	117-260	110-050	7-210	6.8%	0-244	0.7%	25%	False	False	574,115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-129
2.618	114-098
1.618	113-203
1.000	113-070
0.618	112-308
HIGH	112-175
0.618	112-093
0.500	112-068
0.382	112-042
LOW	111-280
0.618	111-147
1.000	111-065
1.618	110-252
2.618	110-037
4.250	109-006

Fisher Pivots for day following 24-Jul-2023
Pivot	1 day	3 day
R1	112-068	112-135
PP	112-052	112-097
S1	112-036	112-058

Download as Excel Spreadsheet

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

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