ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 31-Jul-2023
Day Change Summary
Previous Current
28-Jul-2023 31-Jul-2023 Change Change % Previous Week
Open 111-025 111-150 0-125 0.4% 112-080
High 111-210 111-200 -0-010 0.0% 112-175
Low 110-255 111-020 0-085 0.2% 110-255
Close 111-110 111-130 0-020 0.1% 111-110
Range 0-275 0-180 -0-095 -34.5% 1-240
ATR 0-241 0-236 -0-004 -1.8% 0-000
Volume 1,726,479 1,686,431 -40,048 -2.3% 7,646,365
Daily Pivots for day following 31-Jul-2023
Classic Woodie Camarilla DeMark
R4 113-017 112-253 111-229
R3 112-157 112-073 111-180
R2 111-297 111-297 111-163
R1 111-213 111-213 111-146 111-165
PP 111-117 111-117 111-117 111-092
S1 111-033 111-033 111-114 110-305
S2 110-257 110-257 111-097
S3 110-077 110-173 111-080
S4 109-217 109-313 111-031
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 116-260 115-265 112-098
R3 115-020 114-025 111-264
R2 113-100 113-100 111-213
R1 112-105 112-105 111-161 111-302
PP 111-180 111-180 111-180 111-119
S1 110-185 110-185 111-059 110-062
S2 109-260 109-260 111-007
S3 108-020 108-265 110-276
S4 106-100 107-025 110-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-070 110-255 1-135 1.3% 0-237 0.7% 43% False False 1,636,782
10 113-080 110-255 2-145 2.2% 0-220 0.6% 25% False False 1,456,102
20 113-080 110-050 3-030 2.8% 0-235 0.7% 40% False False 1,491,471
40 114-245 110-050 4-195 4.1% 0-243 0.7% 27% False False 1,517,541
60 117-260 110-050 7-210 6.9% 0-243 0.7% 16% False False 1,283,613
80 117-260 110-050 7-210 6.9% 0-242 0.7% 16% False False 963,385
100 117-260 110-050 7-210 6.9% 0-283 0.8% 16% False False 770,750
120 117-260 110-050 7-210 6.9% 0-251 0.7% 16% False False 642,314
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-005
2.618 113-031
1.618 112-171
1.000 112-060
0.618 111-311
HIGH 111-200
0.618 111-131
0.500 111-110
0.382 111-089
LOW 111-020
0.618 110-229
1.000 110-160
1.618 110-049
2.618 109-189
4.250 108-215
Fisher Pivots for day following 31-Jul-2023
Pivot 1 day 3 day
R1 111-123 111-162
PP 111-117 111-152
S1 111-110 111-141

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

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