ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	111-245	111-305	0-060	0.2%	112-140
High	112-055	112-070	0-015	0.0%	113-080
Low	111-210	110-305	-0-225	-0.6%	112-000
Close	112-045	111-005	-1-040	-1.0%	112-075
Range	0-165	1-085	0-240	145.5%	1-080
ATR	0-225	0-238	0-013	5.7%	0-000
Volume	1,297,820	2,217,996	920,176	70.9%	6,138,371

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-062	114-118	111-228
R3	113-297	113-033	111-116
R2	112-212	112-212	111-079
R1	111-268	111-268	111-042	111-198
PP	111-127	111-127	111-127	111-091
S1	110-183	110-183	110-288	110-112
S2	110-042	110-042	110-251
S3	108-277	109-098	110-214
S4	107-192	108-013	110-102

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	112-175	110-305	1-190	1.4%	0-212	0.6%	4%	False	True	1,386,459
10	113-080	110-305	2-095	2.1%	0-211	0.6%	3%	False	True	1,335,241
20	113-085	110-050	3-035	2.8%	0-242	0.7%	28%	False	False	1,523,955
40	115-000	110-050	4-270	4.4%	0-244	0.7%	18%	False	False	1,529,518
60	117-260	110-050	7-210	6.9%	0-247	0.7%	11%	False	False	1,227,076
80	117-260	110-050	7-210	6.9%	0-245	0.7%	11%	False	False	920,742
100	117-260	110-050	7-210	6.9%	0-282	0.8%	11%	False	False	736,622
120	117-260	110-050	7-210	6.9%	0-249	0.7%	11%	False	False	613,873

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	117-191
2.618	115-170
1.618	114-085
1.000	113-155
0.618	113-000
HIGH	112-070
0.618	111-235
0.500	111-188
0.382	111-140
LOW	110-305
0.618	110-055
1.000	109-220
1.618	108-290
2.618	107-205
4.250	105-184

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	111-188	111-188
PP	111-127	111-127
S1	111-066	111-066

Download as Excel Spreadsheet

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

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