ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 05-Jul-2023
Day Change Summary
Previous Current
03-Jul-2023 05-Jul-2023 Change Change % Previous Week
Open 112-030 111-295 -0-055 -0.2% 113-040
High 112-175 112-040 -0-135 -0.4% 113-165
Low 111-275 111-105 -0-170 -0.5% 111-255
Close 111-300 111-115 -0-185 -0.5% 112-085
Range 0-220 0-255 0-035 15.9% 1-230
ATR 0-246 0-246 0-001 0.3% 0-000
Volume 1,071,547 1,640,832 569,285 53.1% 8,152,916
Daily Pivots for day following 05-Jul-2023
Classic Woodie Camarilla DeMark
R4 113-318 113-152 111-255
R3 113-063 112-217 111-185
R2 112-128 112-128 111-162
R1 111-282 111-282 111-138 111-238
PP 111-193 111-193 111-193 111-171
S1 111-027 111-027 111-092 110-302
S2 110-258 110-258 111-068
S3 110-003 110-092 111-045
S4 109-068 109-157 110-295
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 117-218 116-222 113-068
R3 115-308 114-312 112-236
R2 114-078 114-078 112-186
R1 113-082 113-082 112-135 112-285
PP 112-168 112-168 112-168 112-110
S1 111-172 111-172 112-035 111-055
S2 110-258 110-258 111-304
S3 109-028 109-262 111-254
S4 107-118 108-032 111-102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-095 111-105 1-310 1.8% 0-243 0.7% 2% False True 1,640,364
10 113-165 111-105 2-060 2.0% 0-224 0.6% 1% False True 1,519,221
20 114-065 111-105 2-280 2.6% 0-246 0.7% 1% False True 1,529,252
40 117-115 111-105 6-010 5.4% 0-244 0.7% 1% False True 1,246,784
60 117-260 111-105 6-155 5.8% 0-246 0.7% 0% False True 832,558
80 117-260 111-105 6-155 5.8% 0-290 0.8% 0% False True 624,474
100 117-260 110-275 6-305 6.2% 0-259 0.7% 7% False False 499,607
120 117-260 110-275 6-305 6.2% 0-224 0.6% 7% False False 416,339
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-164
2.618 114-068
1.618 113-133
1.000 112-295
0.618 112-198
HIGH 112-040
0.618 111-263
0.500 111-232
0.382 111-202
LOW 111-105
0.618 110-267
1.000 110-170
1.618 110-012
2.618 109-077
4.250 107-301
Fisher Pivots for day following 05-Jul-2023
Pivot 1 day 3 day
R1 111-232 111-300
PP 111-193 111-238
S1 111-154 111-177

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

View Archives - Comment on this page... - Back to Index of Symbols