ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 26-Jul-2023

Day Change Summary
	Previous	Current
	25-Jul-2023	26-Jul-2023	Change	Change %	Previous Week
Open	111-295	111-245	-0-050	-0.1%	112-140
High	112-015	112-055	0-040	0.1%	113-080
Low	111-175	111-210	0-035	0.1%	112-000
Close	111-195	112-045	0-170	0.5%	112-075
Range	0-160	0-165	0-005	3.1%	1-080
ATR	0-229	0-225	-0-003	-1.5%	0-000
Volume	1,255,185	1,297,820	42,635	3.4%	6,138,371

Daily Pivots for day following 26-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-172	113-113	112-136
R3	113-007	112-268	112-090
R2	112-162	112-162	112-075
R1	112-103	112-103	112-060	112-132
PP	111-317	111-317	111-317	112-011
S1	111-258	111-258	112-030	111-288
S2	111-152	111-152	112-015
S3	110-307	111-093	112-000
S4	110-142	110-248	111-274

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	112-310	111-175	1-135	1.3%	0-193	0.5%	42%	False	False	1,255,464
10	113-080	111-175	1-225	1.5%	0-198	0.6%	35%	False	False	1,294,209
20	113-095	110-050	3-045	2.8%	0-229	0.6%	63%	False	False	1,484,398
40	115-000	110-050	4-270	4.3%	0-244	0.7%	41%	False	False	1,524,584
60	117-260	110-050	7-210	6.8%	0-246	0.7%	26%	False	False	1,190,211
80	117-260	110-050	7-210	6.8%	0-244	0.7%	26%	False	False	893,018
100	117-260	110-050	7-210	6.8%	0-279	0.8%	26%	False	False	714,442
120	117-260	110-050	7-210	6.8%	0-246	0.7%	26%	False	False	595,390

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-116
2.618	113-167
1.618	113-002
1.000	112-220
0.618	112-157
HIGH	112-055
0.618	111-312
0.500	111-292
0.382	111-273
LOW	111-210
0.618	111-108
1.000	111-045
1.618	110-263
2.618	110-098
4.250	109-149

Fisher Pivots for day following 26-Jul-2023
Pivot	1 day	3 day
R1	112-021	112-035
PP	111-317	112-025
S1	111-292	112-015

Download as Excel Spreadsheet

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

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