ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 21-Jul-2023
Day Change Summary
Previous Current
20-Jul-2023 21-Jul-2023 Change Change % Previous Week
Open 112-285 112-040 -0-245 -0.7% 112-140
High 112-310 112-135 -0-175 -0.5% 113-080
Low 112-000 112-020 0-020 0.1% 112-000
Close 112-045 112-075 0-030 0.1% 112-075
Range 0-310 0-115 -0-195 -62.9% 1-080
ATR 0-244 0-235 -0-009 -3.8% 0-000
Volume 1,563,021 1,012,410 -550,611 -35.2% 6,138,371
Daily Pivots for day following 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 113-102 113-043 112-138
R3 112-307 112-248 112-107
R2 112-192 112-192 112-096
R1 112-133 112-133 112-086 112-162
PP 112-077 112-077 112-077 112-091
S1 112-018 112-018 112-064 112-048
S2 111-282 111-282 112-054
S3 111-167 111-223 112-043
S4 111-052 111-108 112-012
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 116-078 115-157 112-295
R3 114-318 114-077 112-185
R2 113-238 113-238 112-148
R1 112-317 112-317 112-112 112-238
PP 112-158 112-158 112-158 112-119
S1 111-237 111-237 112-038 111-158
S2 111-078 111-078 112-002
S3 109-318 110-157 111-285
S4 108-238 109-077 111-175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-080 112-000 1-080 1.1% 0-194 0.5% 19% False False 1,227,674
10 113-080 110-130 2-270 2.5% 0-218 0.6% 64% False False 1,379,781
20 113-165 110-050 3-115 3.0% 0-232 0.6% 62% False False 1,508,306
40 115-000 110-050 4-270 4.3% 0-248 0.7% 43% False False 1,617,395
60 117-260 110-050 7-210 6.8% 0-250 0.7% 27% False False 1,128,759
80 117-260 110-050 7-210 6.8% 0-245 0.7% 27% False False 846,769
100 117-260 110-050 7-210 6.8% 0-279 0.8% 27% False False 677,449
120 117-260 110-050 7-210 6.8% 0-242 0.7% 27% False False 564,541
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-018
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 113-304
2.618 113-116
1.618 113-001
1.000 112-250
0.618 112-206
HIGH 112-135
0.618 112-091
0.500 112-078
0.382 112-064
LOW 112-020
0.618 111-269
1.000 111-225
1.618 111-154
2.618 111-039
4.250 110-171
Fisher Pivots for day following 21-Jul-2023
Pivot 1 day 3 day
R1 112-078 112-192
PP 112-077 112-153
S1 112-076 112-114

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

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