ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 24-Aug-2023
Day Change Summary
Previous Current
23-Aug-2023 24-Aug-2023 Change Change % Previous Week
Open 109-015 109-270 0-255 0.7% 110-055
High 109-315 109-315 0-000 0.0% 110-100
Low 109-005 109-165 0-160 0.5% 109-035
Close 109-290 109-190 -0-100 -0.3% 109-205
Range 0-310 0-150 -0-160 -51.6% 1-065
ATR 0-235 0-229 -0-006 -2.6% 0-000
Volume 2,609,078 3,280,441 671,363 25.7% 7,859,160
Daily Pivots for day following 24-Aug-2023
Classic Woodie Camarilla DeMark
R4 111-033 110-262 109-272
R3 110-203 110-112 109-231
R2 110-053 110-053 109-218
R1 109-282 109-282 109-204 109-252
PP 109-223 109-223 109-223 109-209
S1 109-132 109-132 109-176 109-102
S2 109-073 109-073 109-162
S3 108-243 108-302 109-149
S4 108-093 108-152 109-108
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
5 109-315 108-280 1-035 1.0% 0-193 0.6% 65% True False 2,010,465
10 110-290 108-280 2-010 1.9% 0-208 0.6% 35% False False 1,822,635
20 111-290 108-280 3-010 2.8% 0-232 0.7% 24% False False 1,748,688
40 113-085 108-280 4-125 4.0% 0-237 0.7% 16% False False 1,636,321
60 115-000 108-280 6-040 5.6% 0-240 0.7% 12% False False 1,602,574
80 117-260 108-280 8-300 8.2% 0-243 0.7% 8% False False 1,357,479
100 117-260 108-280 8-300 8.2% 0-242 0.7% 8% False False 1,086,331
120 117-260 108-280 8-300 8.2% 0-273 0.8% 8% False False 905,299
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-312
2.618 111-068
1.618 110-238
1.000 110-145
0.618 110-088
HIGH 109-315
0.618 109-258
0.500 109-240
0.382 109-222
LOW 109-165
0.618 109-072
1.000 109-015
1.618 108-242
2.618 108-092
4.250 107-168
Fisher Pivots for day following 24-Aug-2023
Pivot 1 day 3 day
R1 109-240 109-172
PP 109-223 109-155
S1 109-207 109-138

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

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