ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 07-Sep-2023
Day Change Summary
Previous Current
06-Sep-2023 07-Sep-2023 Change Change % Previous Week
Open 109-215 109-115 -0-100 -0.3% 109-145
High 109-240 109-210 -0-030 -0.1% 110-305
Low 109-070 109-080 0-010 0.0% 109-100
Close 109-090 109-195 0-105 0.3% 110-050
Range 0-170 0-130 -0-040 -23.5% 1-205
ATR 0-218 0-212 -0-006 -2.9% 0-000
Volume 9,167 6,923 -2,244 -24.5% 5,518,916
Daily Pivots for day following 07-Sep-2023
Classic Woodie Camarilla DeMark
R4 110-232 110-183 109-266
R3 110-102 110-053 109-231
R2 109-292 109-292 109-219
R1 109-243 109-243 109-207 109-268
PP 109-162 109-162 109-162 109-174
S1 109-113 109-113 109-183 109-138
S2 109-032 109-032 109-171
S3 108-222 108-303 109-159
S4 108-092 108-173 109-124
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 115-020 114-080 111-019
R3 113-135 112-195 110-194
R2 111-250 111-250 110-146
R1 110-310 110-310 110-098 111-120
PP 110-045 110-045 110-045 110-110
S1 109-105 109-105 110-002 109-235
S2 108-160 108-160 109-274
S3 106-275 107-220 109-226
S4 105-070 106-015 109-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-305 109-070 1-235 1.6% 0-188 0.5% 23% False False 29,350
10 110-305 109-035 1-270 1.7% 0-192 0.5% 27% False False 1,266,850
20 111-290 108-280 3-010 2.8% 0-212 0.6% 24% False False 1,478,589
40 113-080 108-280 4-120 4.0% 0-220 0.6% 17% False False 1,488,047
60 114-000 108-280 5-040 4.7% 0-232 0.7% 14% False False 1,530,984
80 116-135 108-280 7-175 6.9% 0-235 0.7% 10% False False 1,472,487
100 117-260 108-280 8-300 8.2% 0-238 0.7% 8% False False 1,180,159
120 117-260 108-280 8-300 8.2% 0-249 0.7% 8% False False 983,530
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111-122
2.618 110-230
1.618 110-100
1.000 110-020
0.618 109-290
HIGH 109-210
0.618 109-160
0.500 109-145
0.382 109-130
LOW 109-080
0.618 109-000
1.000 108-270
1.618 108-190
2.618 108-060
4.250 107-168
Fisher Pivots for day following 07-Sep-2023
Pivot 1 day 3 day
R1 109-178 109-220
PP 109-162 109-212
S1 109-145 109-203

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

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