ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 09-Mar-2023
Day Change Summary
Previous Current
08-Mar-2023 09-Mar-2023 Change Change % Previous Week
Open 111-090 111-145 0-055 0.2% 111-230
High 111-250 112-110 0-180 0.5% 112-045
Low 111-050 111-090 0-040 0.1% 110-275
Close 111-115 111-295 0-180 0.5% 111-165
Range 0-200 1-020 0-140 70.0% 1-090
ATR 0-166 0-178 0-012 7.5% 0-000
Volume 17 37 20 117.6% 2,602
Daily Pivots for day following 09-Mar-2023
Classic Woodie Camarilla DeMark
R4 115-012 114-173 112-162
R3 113-312 113-153 112-068
R2 112-292 112-292 112-037
R1 112-133 112-133 112-006 112-212
PP 111-272 111-272 111-272 111-311
S1 111-113 111-113 111-264 111-192
S2 110-252 110-252 111-233
S3 109-232 110-093 111-202
S4 108-212 109-073 111-108
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 115-112 114-228 112-070
R3 114-022 113-138 111-278
R2 112-252 112-252 111-240
R1 112-048 112-048 111-203 111-265
PP 111-162 111-162 111-162 111-110
S1 110-278 110-278 111-127 110-175
S2 110-072 110-072 111-090
S3 108-302 109-188 111-052
S4 107-212 108-098 110-260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-110 111-005 1-105 1.2% 0-206 0.6% 68% True False 525
10 112-195 110-275 1-240 1.6% 0-191 0.5% 61% False False 271
20 114-085 110-275 3-130 3.0% 0-109 0.3% 31% False False 135
40 117-000 110-275 6-045 5.5% 0-079 0.2% 17% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 116-275
2.618 115-040
1.618 114-020
1.000 113-130
0.618 113-000
HIGH 112-110
0.618 111-300
0.500 111-260
0.382 111-220
LOW 111-090
0.618 110-200
1.000 110-070
1.618 109-180
2.618 108-160
4.250 106-245
Fisher Pivots for day following 09-Mar-2023
Pivot 1 day 3 day
R1 111-283 111-277
PP 111-272 111-258
S1 111-260 111-240

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

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