ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 111-245 111-305 0-060 0.2% 112-140
High 112-055 112-070 0-015 0.0% 113-080
Low 111-210 110-305 -0-225 -0.6% 112-000
Close 112-045 111-005 -1-040 -1.0% 112-075
Range 0-165 1-085 0-240 145.5% 1-080
ATR 0-225 0-238 0-013 5.7% 0-000
Volume 1,297,820 2,217,996 920,176 70.9% 6,138,371
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 115-062 114-118 111-228
R3 113-297 113-033 111-116
R2 112-212 112-212 111-079
R1 111-268 111-268 111-042 111-198
PP 111-127 111-127 111-127 111-091
S1 110-183 110-183 110-288 110-112
S2 110-042 110-042 110-251
S3 108-277 109-098 110-214
S4 107-192 108-013 110-102
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
5 112-175 110-305 1-190 1.4% 0-212 0.6% 4% False True 1,386,459
10 113-080 110-305 2-095 2.1% 0-211 0.6% 3% False True 1,335,241
20 113-085 110-050 3-035 2.8% 0-242 0.7% 28% False False 1,523,955
40 115-000 110-050 4-270 4.4% 0-244 0.7% 18% False False 1,529,518
60 117-260 110-050 7-210 6.9% 0-247 0.7% 11% False False 1,227,076
80 117-260 110-050 7-210 6.9% 0-245 0.7% 11% False False 920,742
100 117-260 110-050 7-210 6.9% 0-282 0.8% 11% False False 736,622
120 117-260 110-050 7-210 6.9% 0-249 0.7% 11% False False 613,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 117-191
2.618 115-170
1.618 114-085
1.000 113-155
0.618 113-000
HIGH 112-070
0.618 111-235
0.500 111-188
0.382 111-140
LOW 110-305
0.618 110-055
1.000 109-220
1.618 108-290
2.618 107-205
4.250 105-184
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 111-188 111-188
PP 111-127 111-127
S1 111-066 111-066

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

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