ECBOT 10 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 07-Aug-2023

Day Change Summary
	Previous	Current
	04-Aug-2023	07-Aug-2023	Change	Change %	Previous Week
Open	110-270	111-245	0-295	0.8%	112-000
High	111-275	111-245	-0-030	-0.1%	112-055
Low	110-090	111-080	0-310	0.9%	110-090
Close	111-215	111-210	-0-005	0.0%	111-215
Range	1-185	0-165	-1-020	-67.3%	1-285
ATR	0-240	0-235	-0-005	-2.2%	0-000
Volume	11,482	4,964	-6,518	-56.8%	46,386

Daily Pivots for day following 07-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-033	112-287	111-301
R3	112-188	112-122	111-255
R2	112-023	112-023	111-240
R1	111-277	111-277	111-225	111-228
PP	111-178	111-178	111-178	111-154
S1	111-112	111-112	111-195	111-062
S2	111-013	111-013	111-180
S3	110-168	110-267	111-165
S4	110-003	110-102	111-119

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	117-015	116-080	112-228
R3	115-050	114-115	112-061
R2	113-085	113-085	112-006
R1	112-150	112-150	111-270	111-295
PP	111-120	111-120	111-120	111-032
S1	110-185	110-185	111-160	110-010
S2	109-155	109-155	111-104
S3	107-190	108-220	111-049
S4	105-225	106-255	110-202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-015	110-090	1-245	1.6%	0-272	0.8%	78%	False	False	9,954
10	112-260	110-090	2-170	2.3%	0-249	0.7%	54%	False	False	6,407
20	114-030	110-090	3-260	3.4%	0-228	0.6%	36%	False	False	4,107
40	114-100	110-090	4-010	3.6%	0-221	0.6%	34%	False	False	2,147
60	117-145	110-090	7-055	6.4%	0-160	0.4%	19%	False	False	1,434
80	117-265	110-090	7-175	6.8%	0-121	0.3%	18%	False	False	1,076

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-056
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113-306
2.618	113-037
1.618	112-192
1.000	112-090
0.618	112-027
HIGH	111-245
0.618	111-182
0.500	111-162
0.382	111-143
LOW	111-080
0.618	110-298
1.000	110-235
1.618	110-133
2.618	109-288
4.250	109-019

Fisher Pivots for day following 07-Aug-2023
Pivot	1 day	3 day
R1	111-194	111-148
PP	111-178	111-085
S1	111-162	111-022

Download as Excel Spreadsheet

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

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