ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 04-Aug-2023

Day Change Summary
	Previous	Current
	03-Aug-2023	04-Aug-2023	Change	Change %	Previous Week
Open	110-265	110-090	-0-175	-0.5%	111-150
High	110-270	111-105	0-155	0.4%	111-200
Low	110-055	109-240	-0-135	-0.4%	109-240
Close	110-075	111-045	0-290	0.8%	111-045
Range	0-215	1-185	0-290	134.9%	1-280
ATR	0-234	0-254	0-019	8.3%	0-000
Volume	1,945,613	2,139,254	193,641	10.0%	9,155,383

Daily Pivots for day following 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-152	114-283	112-003
R3	113-287	113-098	111-184
R2	112-102	112-102	111-138
R1	111-233	111-233	111-091	112-008
PP	110-237	110-237	110-237	110-284
S1	110-048	110-048	110-319	110-142
S2	109-052	109-052	110-272
S3	107-187	108-183	110-226
S4	106-002	106-318	110-087

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-148	115-217	112-055
R3	114-188	113-257	111-210
R2	112-228	112-228	111-155
R1	111-297	111-297	111-100	111-122
PP	110-268	110-268	110-268	110-181
S1	110-017	110-017	110-310	109-162
S2	108-308	108-308	110-255
S3	107-028	108-057	110-200
S4	105-068	106-097	110-035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-200	109-240	1-280	1.7%	0-272	0.8%	74%	False	True	1,831,076
10	112-175	109-240	2-255	2.5%	0-258	0.7%	50%	False	True	1,680,174
20	113-080	109-240	3-160	3.1%	0-238	0.7%	40%	False	True	1,529,978
40	114-000	109-240	4-080	3.8%	0-245	0.7%	33%	False	True	1,560,358
60	117-115	109-240	7-195	6.8%	0-247	0.7%	18%	False	True	1,407,172
80	117-260	109-240	8-020	7.3%	0-248	0.7%	17%	False	True	1,056,719
100	117-260	109-240	8-020	7.3%	0-272	0.8%	17%	False	True	845,438
120	117-260	109-240	8-020	7.3%	0-261	0.7%	17%	False	True	704,555

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	0-068
Widest range in 94 trading days

Fibonacci Retracements and Extensions
4.250	118-011
2.618	115-147
1.618	113-282
1.000	112-290
0.618	112-097
HIGH	111-105
0.618	110-232
0.500	110-172
0.382	110-113
LOW	109-240
0.618	108-248
1.000	108-055
1.618	107-063
2.618	105-198
4.250	103-014

Fisher Pivots for day following 04-Aug-2023
Pivot	1 day	3 day
R1	110-301	110-301
PP	110-237	110-237
S1	110-172	110-172

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

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