ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 109-155 109-205 0-050 0.1% 110-055
High 109-285 109-220 -0-065 -0.2% 110-100
Low 109-140 108-310 -0-150 -0.4% 109-035
Close 109-205 109-025 -0-180 -0.5% 109-205
Range 0-145 0-230 0-085 58.6% 1-065
ATR 0-237 0-237 -0-001 -0.2% 0-000
Volume 1,251,625 1,514,677 263,052 21.0% 7,859,160
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 111-128 110-307 109-152
R3 110-218 110-077 109-088
R2 109-308 109-308 109-067
R1 109-167 109-167 109-046 109-122
PP 109-078 109-078 109-078 109-056
S1 108-257 108-257 109-004 108-212
S2 108-168 108-168 108-303
S3 107-258 108-027 108-282
S4 107-028 107-117 108-218
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 113-095 112-215 110-097
R3 112-030 111-150 109-311
R2 110-285 110-285 109-276
R1 110-085 110-085 109-240 109-312
PP 109-220 109-220 109-220 109-174
S1 109-020 109-020 109-170 108-248
S2 108-155 108-155 109-134
S3 107-090 107-275 109-099
S4 106-025 106-210 108-313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-070 108-310 1-080 1.1% 0-212 0.6% 9% False True 1,612,939
10 111-290 108-310 2-300 2.7% 0-224 0.6% 4% False True 1,553,562
20 112-070 108-310 3-080 3.0% 0-239 0.7% 3% False True 1,622,936
40 113-165 108-310 4-175 4.2% 0-234 0.7% 2% False True 1,556,429
60 115-000 108-310 6-010 5.5% 0-246 0.7% 2% False True 1,587,212
80 117-260 108-310 8-270 8.1% 0-247 0.7% 1% False True 1,266,610
100 117-260 108-310 8-270 8.1% 0-244 0.7% 1% False True 1,013,482
120 117-260 108-310 8-270 8.1% 0-272 0.8% 1% False True 844,604
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 0-062
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-238
2.618 111-182
1.618 110-272
1.000 110-130
0.618 110-042
HIGH 109-220
0.618 109-132
0.500 109-105
0.382 109-078
LOW 108-310
0.618 108-168
1.000 108-080
1.618 107-258
2.618 107-028
4.250 105-292
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 109-105 109-138
PP 109-078 109-100
S1 109-052 109-062

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

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