ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 111-150 111-130 -0-020 -0.1% 112-080
High 111-200 111-160 -0-040 -0.1% 112-175
Low 111-020 110-265 -0-075 -0.2% 110-255
Close 111-130 110-280 -0-170 -0.5% 111-110
Range 0-180 0-215 0-035 19.4% 1-240
ATR 0-236 0-235 -0-002 -0.6% 0-000
Volume 1,686,431 1,523,937 -162,494 -9.6% 7,646,365
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 113-027 112-208 111-078
R3 112-132 111-313 111-019
R2 111-237 111-237 110-319
R1 111-098 111-098 110-300 111-060
PP 111-022 111-022 111-022 111-002
S1 110-203 110-203 110-260 110-165
S2 110-127 110-127 110-241
S3 109-232 109-308 110-221
S4 109-017 109-093 110-162
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% 0-248 0.7% 5% False False 1,690,532
10 113-065 110-255 2-130 2.2% 0-222 0.6% 3% False False 1,478,130
20 113-080 110-050 3-030 2.8% 0-235 0.7% 23% False False 1,514,090
40 114-065 110-050 4-015 3.6% 0-240 0.7% 18% False False 1,516,668
60 117-115 110-050 7-065 6.5% 0-241 0.7% 10% False False 1,308,691
80 117-260 110-050 7-210 6.9% 0-243 0.7% 9% False False 982,431
100 117-260 110-050 7-210 6.9% 0-282 0.8% 9% False False 785,989
120 117-260 110-050 7-210 6.9% 0-253 0.7% 9% False False 655,014
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 0-048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-114
2.618 113-083
1.618 112-188
1.000 112-055
0.618 111-293
HIGH 111-160
0.618 111-078
0.500 111-052
0.382 111-027
LOW 110-265
0.618 110-132
1.000 110-050
1.618 109-237
2.618 109-022
4.250 107-311
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 111-052 111-072
PP 111-022 111-035
S1 110-311 110-318

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

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