ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 28-Jul-2023

Day Change Summary
	Previous	Current
	27-Jul-2023	28-Jul-2023	Change	Change %	Previous Week
Open	111-305	111-025	-0-280	-0.8%	112-080
High	112-070	111-210	-0-180	-0.5%	112-175
Low	110-305	110-255	-0-050	-0.1%	110-255
Close	111-005	111-110	0-105	0.3%	111-110
Range	1-085	0-275	-0-130	-32.1%	1-240
ATR	0-238	0-241	0-003	1.1%	0-000
Volume	2,217,996	1,726,479	-491,517	-22.2%	7,646,365

Daily Pivots for day following 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-270	113-145	111-261
R3	112-315	112-190	111-186
R2	112-040	112-040	111-160
R1	111-235	111-235	111-135	111-298
PP	111-085	111-085	111-085	111-116
S1	110-280	110-280	111-085	111-022
S2	110-130	110-130	111-060
S3	109-175	110-005	111-034
S4	108-220	109-050	110-279

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-260	115-265	112-098
R3	115-020	114-025	111-264
R2	113-100	113-100	111-213
R1	112-105	112-105	111-161	111-302
PP	111-180	111-180	111-180	111-119
S1	110-185	110-185	111-059	110-062
S2	109-260	109-260	111-007
S3	108-020	108-265	110-276
S4	106-100	107-025	110-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-175	110-255	1-240	1.6%	0-244	0.7%	31%	False	True	1,529,273
10	113-080	110-255	2-145	2.2%	0-219	0.6%	22%	False	True	1,378,473
20	113-080	110-050	3-030	2.8%	0-236	0.7%	38%	False	False	1,512,293
40	115-000	110-050	4-270	4.4%	0-246	0.7%	25%	False	False	1,515,322
60	117-260	110-050	7-210	6.9%	0-245	0.7%	16%	False	False	1,255,677
80	117-260	110-050	7-210	6.9%	0-244	0.7%	16%	False	False	942,313
100	117-260	110-050	7-210	6.9%	0-283	0.8%	16%	False	False	753,886
120	117-260	110-050	7-210	6.9%	0-251	0.7%	16%	False	False	628,261

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-099
2.618	113-290
1.618	113-015
1.000	112-165
0.618	112-060
HIGH	111-210
0.618	111-105
0.500	111-072
0.382	111-040
LOW	110-255
0.618	110-085
1.000	109-300
1.618	109-130
2.618	108-175
4.250	107-046

Fisher Pivots for day following 28-Jul-2023
Pivot	1 day	3 day
R1	111-098	111-162
PP	111-085	111-145
S1	111-072	111-128

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

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