ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 10-Jul-2023

Day Change Summary
	Previous	Current
	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	106-085	106-065	-0-020	-0.1%	106-312
High	106-230	106-238	0-008	0.0%	107-088
Low	105-312	106-040	0-048	0.1%	105-195
Close	106-090	106-215	0-125	0.4%	106-090
Range	0-238	0-198	-0-040	-16.8%	1-212
ATR	0-189	0-189	0-001	0.3%	0-000
Volume	1,386,343	1,044,908	-341,435	-24.6%	5,002,649

Daily Pivots for day following 10-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-117	108-043	107-004
R3	107-239	107-166	106-269
R2	107-042	107-042	106-251
R1	106-288	106-288	106-233	107-005
PP	106-164	106-164	106-164	106-182
S1	106-091	106-091	106-197	106-128
S2	105-287	105-287	106-179
S3	105-089	105-213	106-161
S4	104-212	105-016	106-106

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-122	110-158	107-063
R3	109-229	108-266	106-236
R2	108-017	108-017	106-188
R1	107-053	107-053	106-139	106-249
PP	106-124	106-124	106-124	106-062
S1	105-161	105-161	106-041	105-036
S2	104-232	104-232	105-312
S3	103-019	103-268	105-264
S4	101-127	102-056	105-117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-088	105-195	1-212	1.6%	0-212	0.6%	64%	False	False	1,209,511
10	108-022	105-195	2-148	2.3%	0-182	0.5%	43%	False	False	1,188,338
20	108-218	105-195	3-022	2.9%	0-185	0.5%	35%	False	False	1,153,894
40	111-158	105-195	5-282	5.5%	0-184	0.5%	18%	False	False	1,080,323
60	111-310	105-195	6-115	6.0%	0-179	0.5%	17%	False	False	723,654
80	111-310	105-195	6-115	6.0%	0-145	0.4%	17%	False	False	542,742
100	111-310	105-195	6-115	6.0%	0-116	0.3%	17%	False	False	434,193
120	111-310	105-195	6-115	6.0%	0-097	0.3%	17%	False	False	361,828

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	0-033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	109-117
2.618	108-115
1.618	107-237
1.000	107-115
0.618	107-040
HIGH	106-238
0.618	106-162
0.500	106-139
0.382	106-115
LOW	106-040
0.618	105-238
1.000	105-162
1.618	105-040
2.618	104-163
4.250	103-161

Fisher Pivots for day following 10-Jul-2023
Pivot	1 day	3 day
R1	106-190	106-162
PP	106-164	106-109
S1	106-139	106-056

Download as Excel Spreadsheet

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

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