ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 21-Jul-2023

Day Change Summary
	Previous	Current
	20-Jul-2023	21-Jul-2023	Change	Change %	Previous Week
Open	113-180	112-260	-0-240	-0.7%	113-065
High	113-185	113-005	-0-180	-0.5%	114-030
Low	112-195	112-230	0-035	0.1%	112-195
Close	112-240	112-270	0-030	0.1%	112-270
Range	0-310	0-095	-0-215	-69.4%	1-155
ATR	0-219	0-210	-0-009	-4.0%	0-000
Volume	5,175	854	-4,321	-83.5%	12,109

Daily Pivots for day following 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-240	113-190	113-002
R3	113-145	113-095	112-296
R2	113-050	113-050	112-287
R1	113-000	113-000	112-279	113-025
PP	112-275	112-275	112-275	112-288
S1	112-225	112-225	112-261	112-250
S2	112-180	112-180	112-253
S3	112-085	112-130	112-244
S4	111-310	112-035	112-218

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	117-203	116-232	113-211
R3	116-048	115-077	113-081
R2	114-213	114-213	113-037
R1	113-242	113-242	112-314	113-150
PP	113-058	113-058	113-058	113-012
S1	112-087	112-087	112-226	111-315
S2	111-223	111-223	112-183
S3	110-068	110-252	112-139
S4	108-233	109-097	112-009

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%	0-200	0.6%	16%	False	False	2,421
10	114-030	111-020	3-010	2.7%	0-210	0.6%	59%	False	False	1,706
20	114-030	110-270	3-080	2.9%	0-212	0.6%	62%	False	False	961
40	115-075	110-270	4-125	3.9%	0-172	0.5%	46%	False	False	490
60	117-265	110-270	6-315	6.2%	0-117	0.3%	29%	False	False	327
80	118-055	110-270	7-105	6.5%	0-088	0.2%	27%	False	False	245

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	114-089
2.618	113-254
1.618	113-159
1.000	113-100
0.618	113-064
HIGH	113-005
0.618	112-289
0.500	112-278
0.382	112-266
LOW	112-230
0.618	112-171
1.000	112-135
1.618	112-076
2.618	111-301
4.250	111-146

Fisher Pivots for day following 21-Jul-2023
Pivot	1 day	3 day
R1	112-278	113-072
PP	112-275	113-032
S1	112-272	112-311

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols