ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	111-150	111-130	-0-020	-0.1%	112-080
High	111-200	111-160	-0-040	-0.1%	112-175
Low	111-020	110-265	-0-075	-0.2%	110-255
Close	111-130	110-280	-0-170	-0.5%	111-110
Range	0-180	0-215	0-035	19.4%	1-240
ATR	0-236	0-235	-0-002	-0.6%	0-000
Volume	1,686,431	1,523,937	-162,494	-9.6%	7,646,365

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-027	112-208	111-078
R3	112-132	111-313	111-019
R2	111-237	111-237	110-319
R1	111-098	111-098	110-300	111-060
PP	111-022	111-022	111-022	111-002
S1	110-203	110-203	110-260	110-165
S2	110-127	110-127	110-241
S3	109-232	109-308	110-221
S4	109-017	109-093	110-162

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%	0-248	0.7%	5%	False	False	1,690,532
10	113-065	110-255	2-130	2.2%	0-222	0.6%	3%	False	False	1,478,130
20	113-080	110-050	3-030	2.8%	0-235	0.7%	23%	False	False	1,514,090
40	114-065	110-050	4-015	3.6%	0-240	0.7%	18%	False	False	1,516,668
60	117-115	110-050	7-065	6.5%	0-241	0.7%	10%	False	False	1,308,691
80	117-260	110-050	7-210	6.9%	0-243	0.7%	9%	False	False	982,431
100	117-260	110-050	7-210	6.9%	0-282	0.8%	9%	False	False	785,989
120	117-260	110-050	7-210	6.9%	0-253	0.7%	9%	False	False	655,014

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-114
2.618	113-083
1.618	112-188
1.000	112-055
0.618	111-293
HIGH	111-160
0.618	111-078
0.500	111-052
0.382	111-027
LOW	110-265
0.618	110-132
1.000	110-050
1.618	109-237
2.618	109-022
4.250	107-311

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	111-052	111-072
PP	111-022	111-035
S1	110-311	110-318

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

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