ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 22-Aug-2023
Day Change Summary
Previous Current
21-Aug-2023 22-Aug-2023 Change Change % Previous Week
Open 109-205 109-025 -0-180 -0.5% 110-055
High 109-220 109-090 -0-130 -0.4% 110-100
Low 108-310 108-280 -0-030 -0.1% 109-035
Close 109-025 109-020 -0-005 0.0% 109-205
Range 0-230 0-130 -0-100 -43.5% 1-065
ATR 0-237 0-229 -0-008 -3.2% 0-000
Volume 1,514,677 1,396,508 -118,169 -7.8% 7,859,160
Daily Pivots for day following 22-Aug-2023
Classic Woodie Camarilla DeMark
R4 110-093 110-027 109-092
R3 109-283 109-217 109-056
R2 109-153 109-153 109-044
R1 109-087 109-087 109-032 109-055
PP 109-023 109-023 109-023 109-008
S1 108-277 108-277 109-008 108-245
S2 108-213 108-213 108-316
S3 108-083 108-147 108-304
S4 107-273 108-017 108-268
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
5 110-055 108-280 1-095 1.2% 0-183 0.5% 14% False True 1,534,459
10 111-290 108-280 3-010 2.8% 0-214 0.6% 6% False True 1,545,843
20 112-070 108-280 3-110 3.1% 0-237 0.7% 6% False True 1,630,003
40 113-130 108-280 4-170 4.2% 0-234 0.7% 4% False True 1,561,676
60 115-000 108-280 6-040 5.6% 0-243 0.7% 3% False True 1,568,230
80 117-260 108-280 8-300 8.2% 0-245 0.7% 2% False True 1,283,990
100 117-260 108-280 8-300 8.2% 0-244 0.7% 2% False True 1,027,442
120 117-260 108-280 8-300 8.2% 0-272 0.8% 2% False True 856,241
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-068
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 111-002
2.618 110-110
1.618 109-300
1.000 109-220
0.618 109-170
HIGH 109-090
0.618 109-040
0.500 109-025
0.382 109-010
LOW 108-280
0.618 108-200
1.000 108-150
1.618 108-070
2.618 107-260
4.250 107-048
Fisher Pivots for day following 22-Aug-2023
Pivot 1 day 3 day
R1 109-025 109-122
PP 109-023 109-088
S1 109-022 109-054

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

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