ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 109-155 108-300 -0-175 -0.5% 109-170
High 109-170 109-070 -0-100 -0.3% 109-270
Low 109-020 108-300 -0-040 -0.1% 108-305
Close 109-055 109-065 0-010 0.0% 109-055
Range 0-150 0-090 -0-060 -40.0% 0-285
ATR 0-187 0-180 -0-007 -3.7% 0-000
Volume 87 314 227 260.9% 3,513
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 109-308 109-277 109-114
R3 109-218 109-187 109-090
R2 109-128 109-128 109-082
R1 109-097 109-097 109-073 109-112
PP 109-038 109-038 109-038 109-046
S1 109-007 109-007 109-057 109-022
S2 108-268 108-268 109-048
S3 108-178 108-237 109-040
S4 108-088 108-147 109-016
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 111-318 111-152 109-212
R3 111-033 110-187 109-133
R2 110-068 110-068 109-107
R1 109-222 109-222 109-081 109-162
PP 109-103 109-103 109-103 109-074
S1 108-257 108-257 109-029 108-198
S2 108-138 108-138 109-003
S3 107-173 107-292 108-297
S4 106-208 107-007 108-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-270 108-300 0-290 0.8% 0-144 0.4% 29% False True 631
10 110-050 108-300 1-070 1.1% 0-144 0.4% 22% False True 3,847
20 110-305 108-280 2-025 1.9% 0-176 0.5% 16% False False 909,678
40 112-175 108-280 3-215 3.4% 0-207 0.6% 9% False False 1,257,162
60 113-165 108-280 4-205 4.2% 0-215 0.6% 7% False False 1,340,877
80 115-000 108-280 6-040 5.6% 0-228 0.7% 5% False False 1,437,279
100 117-260 108-280 8-300 8.2% 0-233 0.7% 4% False False 1,180,120
120 117-260 108-280 8-300 8.2% 0-232 0.7% 4% False False 983,567
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook True
Bull Hook False
Stretch 0-022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110-132
2.618 109-306
1.618 109-216
1.000 109-160
0.618 109-126
HIGH 109-070
0.618 109-036
0.500 109-025
0.382 109-014
LOW 108-300
0.618 108-244
1.000 108-210
1.618 108-154
2.618 108-064
4.250 107-238
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 109-052 109-125
PP 109-038 109-105
S1 109-025 109-085

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

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