ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	111-025	111-150	0-125	0.4%	112-080
High	111-210	111-200	-0-010	0.0%	112-175
Low	110-255	111-020	0-085	0.2%	110-255
Close	111-110	111-130	0-020	0.1%	111-110
Range	0-275	0-180	-0-095	-34.5%	1-240
ATR	0-241	0-236	-0-004	-1.8%	0-000
Volume	1,726,479	1,686,431	-40,048	-2.3%	7,646,365

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-017	112-253	111-229
R3	112-157	112-073	111-180
R2	111-297	111-297	111-163
R1	111-213	111-213	111-146	111-165
PP	111-117	111-117	111-117	111-092
S1	111-033	111-033	111-114	110-305
S2	110-257	110-257	111-097
S3	110-077	110-173	111-080
S4	109-217	109-313	111-031

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	112-070	110-255	1-135	1.3%	0-237	0.7%	43%	False	False	1,636,782
10	113-080	110-255	2-145	2.2%	0-220	0.6%	25%	False	False	1,456,102
20	113-080	110-050	3-030	2.8%	0-235	0.7%	40%	False	False	1,491,471
40	114-245	110-050	4-195	4.1%	0-243	0.7%	27%	False	False	1,517,541
60	117-260	110-050	7-210	6.9%	0-243	0.7%	16%	False	False	1,283,613
80	117-260	110-050	7-210	6.9%	0-242	0.7%	16%	False	False	963,385
100	117-260	110-050	7-210	6.9%	0-283	0.8%	16%	False	False	770,750
120	117-260	110-050	7-210	6.9%	0-251	0.7%	16%	False	False	642,314

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-005
2.618	113-031
1.618	112-171
1.000	112-060
0.618	111-311
HIGH	111-200
0.618	111-131
0.500	111-110
0.382	111-089
LOW	111-020
0.618	110-229
1.000	110-160
1.618	110-049
2.618	109-189
4.250	108-215

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	111-123	111-162
PP	111-117	111-152
S1	111-110	111-141

Download as Excel Spreadsheet

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

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