ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 28-Jul-2023

Day Change Summary
	Previous	Current
	27-Jul-2023	28-Jul-2023	Change	Change %	Previous Week
Open	112-180	111-210	-0-290	-0.8%	112-280
High	112-260	112-050	-0-210	-0.6%	113-045
Low	111-165	111-125	-0-040	-0.1%	111-125
Close	111-185	111-290	0-105	0.3%	111-290
Range	1-095	0-245	-0-170	-41.0%	1-240
ATR	0-219	0-221	0-002	0.8%	0-000
Volume	5,222	3,556	-1,666	-31.9%	15,109

Daily Pivots for day following 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-037	113-248	112-105
R3	113-112	113-003	112-037
R2	112-187	112-187	112-015
R1	112-078	112-078	111-312	112-132
PP	111-262	111-262	111-262	111-289
S1	111-153	111-153	111-268	111-208
S2	111-017	111-017	111-245
S3	110-092	110-228	111-223
S4	109-167	109-303	111-155

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	117-127	116-128	112-278
R3	115-207	114-208	112-124
R2	113-287	113-287	112-073
R1	112-288	112-288	112-021	112-168
PP	112-047	112-047	112-047	111-306
S1	111-048	111-048	111-239	110-248
S2	110-127	110-127	111-187
S3	108-207	109-128	111-136
S4	106-287	107-208	110-302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-045	111-125	1-240	1.6%	0-234	0.7%	29%	False	True	3,021
10	114-030	111-125	2-225	2.4%	0-217	0.6%	19%	False	True	2,721
20	114-030	110-270	3-080	2.9%	0-222	0.6%	33%	False	False	1,684
40	115-075	110-270	4-125	3.9%	0-196	0.5%	24%	False	False	868
60	117-265	110-270	6-315	6.2%	0-136	0.4%	15%	False	False	579
80	118-055	110-270	7-105	6.5%	0-102	0.3%	14%	False	False	434

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-131
2.618	114-051
1.618	113-126
1.000	112-295
0.618	112-201
HIGH	112-050
0.618	111-276
0.500	111-248
0.382	111-219
LOW	111-125
0.618	110-294
1.000	110-200
1.618	110-049
2.618	109-124
4.250	108-044

Fisher Pivots for day following 28-Jul-2023
Pivot	1 day	3 day
R1	111-276	112-032
PP	111-262	112-012
S1	111-248	111-311

Download as Excel Spreadsheet

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

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