ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 109-245 109-170 -0-075 -0.2% 110-020
High 109-290 109-170 -0-120 -0.3% 110-050
Low 109-160 109-090 -0-070 -0.2% 109-070
Close 109-170 109-130 -0-040 -0.1% 109-170
Range 0-130 0-080 -0-050 -38.5% 0-300
ATR 0-206 0-197 -0-009 -4.4% 0-000
Volume 969 668 -301 -31.1% 34,648
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 110-050 110-010 109-174
R3 109-290 109-250 109-152
R2 109-210 109-210 109-145
R1 109-170 109-170 109-137 109-150
PP 109-130 109-130 109-130 109-120
S1 109-090 109-090 109-123 109-070
S2 109-050 109-050 109-115
S3 108-290 109-010 109-108
S4 108-210 108-250 109-086
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 112-143 111-297 110-015
R3 111-163 110-317 109-252
R2 110-183 110-183 109-225
R1 110-017 110-017 109-198 109-270
PP 109-203 109-203 109-203 109-170
S1 109-037 109-037 109-142 108-290
S2 108-223 108-223 109-115
S3 107-243 108-057 109-088
S4 106-263 107-077 109-005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-050 109-070 0-300 0.9% 0-143 0.4% 20% False False 7,063
10 110-305 109-070 1-235 1.6% 0-178 0.5% 11% False False 555,423
20 110-305 108-280 2-025 1.9% 0-190 0.5% 26% False False 1,302,478
40 113-080 108-280 4-120 4.0% 0-213 0.6% 12% False False 1,410,542
60 113-180 108-280 4-220 4.3% 0-224 0.6% 11% False False 1,468,451
80 115-295 108-280 7-015 6.4% 0-233 0.7% 8% False False 1,470,929
100 117-260 108-280 8-300 8.2% 0-236 0.7% 6% False False 1,180,165
120 117-260 108-280 8-300 8.2% 0-242 0.7% 6% False False 983,543
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Narrowest range in 140 trading days
Fibonacci Retracements and Extensions
4.250 110-190
2.618 110-059
1.618 109-299
1.000 109-250
0.618 109-219
HIGH 109-170
0.618 109-139
0.500 109-130
0.382 109-121
LOW 109-090
0.618 109-041
1.000 109-010
1.618 108-281
2.618 108-201
4.250 108-070
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 109-130 109-185
PP 109-130 109-167
S1 109-130 109-148

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

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