ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	112-000	111-305	-0-015	0.0%	112-280
High	112-055	112-015	-0-040	-0.1%	113-045
Low	111-210	111-120	-0-090	-0.3%	111-125
Close	111-310	111-135	-0-175	-0.5%	111-290
Range	0-165	0-215	0-050	30.3%	1-240
ATR	0-217	0-217	0-000	-0.1%	0-000
Volume	1,578	8,657	7,079	448.6%	15,109

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-202	113-063	111-253
R3	112-307	112-168	111-194
R2	112-092	112-092	111-174
R1	111-273	111-273	111-155	111-235
PP	111-197	111-197	111-197	111-178
S1	111-058	111-058	111-115	111-020
S2	110-302	110-302	111-096
S3	110-087	110-163	111-076
S4	109-192	109-268	111-017

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	111-120	1-140	1.3%	0-239	0.7%	3%	False	True	4,213
10	113-270	111-120	2-150	2.2%	0-212	0.6%	2%	False	True	3,516
20	114-030	110-270	3-080	2.9%	0-223	0.6%	18%	False	False	2,192
40	114-155	110-270	3-205	3.3%	0-204	0.6%	16%	False	False	1,124
60	117-145	110-270	6-195	5.9%	0-143	0.4%	9%	False	False	749
80	117-265	110-270	6-315	6.3%	0-107	0.3%	8%	False	False	562

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-289
2.618	113-258
1.618	113-043
1.000	112-230
0.618	112-148
HIGH	112-015
0.618	111-253
0.500	111-228
0.382	111-202
LOW	111-120
0.618	110-307
1.000	110-225
1.618	110-092
2.618	109-197
4.250	108-166

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	111-228	111-248
PP	111-197	111-210
S1	111-166	111-172

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