ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	113-110	113-180	0-070	0.2%	111-065
High	113-270	113-185	-0-085	-0.2%	113-225
Low	113-100	112-195	-0-225	-0.6%	111-020
Close	113-205	112-240	-0-285	-0.8%	113-060
Range	0-170	0-310	0-140	82.4%	2-205
ATR	0-211	0-219	0-009	4.0%	0-000
Volume	3,790	5,175	1,385	36.5%	4,960

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-283	115-092	113-090
R3	114-293	114-102	113-005
R2	113-303	113-303	112-297
R1	113-112	113-112	112-268	113-052
PP	112-313	112-313	112-313	112-284
S1	112-122	112-122	112-212	112-062
S2	112-003	112-003	112-183
S3	111-013	111-132	112-155
S4	110-023	110-142	112-070

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	120-183	119-167	114-205
R3	117-298	116-282	113-292
R2	115-093	115-093	113-215
R1	114-077	114-077	113-137	114-245
PP	112-208	112-208	112-208	112-292
S1	111-192	111-192	112-303	112-040
S2	110-003	110-003	112-225
S3	107-118	108-307	112-148
S4	104-233	106-102	111-235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-030	112-195	1-155	1.3%	0-217	0.6%	9%	False	True	2,348
10	114-030	110-290	3-060	2.8%	0-221	0.6%	58%	False	False	1,735
20	114-030	110-270	3-080	2.9%	0-217	0.6%	59%	False	False	919
40	115-075	110-270	4-125	3.9%	0-169	0.5%	43%	False	False	469
60	117-265	110-270	6-315	6.2%	0-115	0.3%	27%	False	False	313
80	118-055	110-270	7-105	6.5%	0-086	0.2%	26%	False	False	234

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	117-222
2.618	116-037
1.618	115-047
1.000	114-175
0.618	114-057
HIGH	113-185
0.618	113-067
0.500	113-030
0.382	112-313
LOW	112-195
0.618	112-003
1.000	111-205
1.618	111-013
2.618	110-023
4.250	108-158

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	113-030	113-112
PP	112-313	113-048
S1	112-277	112-304

Download as Excel Spreadsheet

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

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