ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 110-055 109-290 -0-085 -0.2% 111-085
High 110-100 110-070 -0-030 -0.1% 111-290
Low 109-245 109-115 -0-130 -0.4% 110-040
Close 110-000 109-245 -0-075 -0.2% 110-060
Range 0-175 0-275 0-100 57.1% 1-250
ATR 0-244 0-246 0-002 0.9% 0-000
Volume 1,309,141 1,788,907 479,766 36.6% 7,432,038
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 112-115 111-295 110-076
R3 111-160 111-020 110-001
R2 110-205 110-205 109-295
R1 110-065 110-065 109-270 109-318
PP 109-250 109-250 109-250 109-216
S1 109-110 109-110 109-220 109-042
S2 108-295 108-295 109-195
S3 108-020 108-155 109-169
S4 107-065 107-200 109-094
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 116-027 114-293 111-054
R3 114-097 113-043 110-217
R2 112-167 112-167 110-164
R1 111-113 111-113 110-112 111-015
PP 110-237 110-237 110-237 110-188
S1 109-183 109-183 110-008 109-085
S2 108-307 108-307 109-276
S3 107-057 107-253 109-223
S4 105-127 106-003 109-066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-290 109-115 2-175 2.3% 0-244 0.7% 16% False True 1,557,228
10 111-290 109-115 2-175 2.3% 0-259 0.7% 16% False True 1,647,510
20 113-065 109-115 3-270 3.5% 0-240 0.7% 11% False True 1,562,820
40 113-170 109-115 4-055 3.8% 0-238 0.7% 10% False True 1,545,996
60 115-000 109-115 5-205 5.1% 0-246 0.7% 7% False True 1,571,930
80 117-260 109-115 8-145 7.7% 0-249 0.7% 5% False True 1,188,275
100 117-260 109-115 8-145 7.7% 0-248 0.7% 5% False True 950,736
120 117-260 109-115 8-145 7.7% 0-272 0.8% 5% False True 792,306
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 0-070
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-279
2.618 112-150
1.618 111-195
1.000 111-025
0.618 110-240
HIGH 110-070
0.618 109-285
0.500 109-252
0.382 109-220
LOW 109-115
0.618 108-265
1.000 108-160
1.618 107-310
2.618 107-035
4.250 105-226
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 109-252 110-042
PP 109-250 110-003
S1 109-248 109-284

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

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