ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	111-210	112-000	0-110	0.3%	112-280
High	112-050	112-055	0-005	0.0%	113-045
Low	111-125	111-210	0-085	0.2%	111-125
Close	111-290	111-310	0-020	0.1%	111-290
Range	0-245	0-165	-0-080	-32.7%	1-240
ATR	0-221	0-217	-0-004	-1.8%	0-000
Volume	3,556	1,578	-1,978	-55.6%	15,109

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-153	113-077	112-081
R3	112-308	112-232	112-035
R2	112-143	112-143	112-020
R1	112-067	112-067	112-005	112-022
PP	111-298	111-298	111-298	111-276
S1	111-222	111-222	111-295	111-178
S2	111-133	111-133	111-280
S3	110-288	111-057	111-265
S4	110-123	110-212	111-219

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	112-260	111-125	1-135	1.3%	0-226	0.6%	41%	False	False	2,859
10	114-030	111-125	2-225	2.4%	0-218	0.6%	21%	False	False	2,838
20	114-030	110-270	3-080	2.9%	0-222	0.6%	35%	False	False	1,761
40	114-180	110-270	3-230	3.3%	0-200	0.6%	30%	False	False	908
60	117-265	110-270	6-315	6.2%	0-139	0.4%	16%	False	False	605
80	118-045	110-270	7-095	6.5%	0-104	0.3%	15%	False	False	454

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 3 trading days

Fibonacci Retracements and Extensions
4.250	114-116
2.618	113-167
1.618	113-002
1.000	112-220
0.618	112-157
HIGH	112-055
0.618	111-312
0.500	111-292
0.382	111-273
LOW	111-210
0.618	111-108
1.000	111-045
1.618	110-263
2.618	110-098
4.250	109-149

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	111-304	112-032
PP	111-298	112-018
S1	111-292	112-004

Download as Excel Spreadsheet

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

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