ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 108-300 109-115 0-135 0.4% 109-170
High 109-070 109-115 0-045 0.1% 109-270
Low 108-300 108-260 -0-040 -0.1% 108-305
Close 109-065 108-265 -0-120 -0.3% 109-055
Range 0-090 0-175 0-085 94.4% 0-285
ATR 0-180 0-180 0-000 -0.2% 0-000
Volume 314 171 -143 -45.5% 3,513
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 110-205 110-090 109-041
R3 110-030 109-235 108-313
R2 109-175 109-175 108-297
R1 109-060 109-060 108-281 109-030
PP 109-000 109-000 109-000 108-305
S1 108-205 108-205 108-249 108-175
S2 108-145 108-145 108-233
S3 107-290 108-030 108-217
S4 107-115 107-175 108-169
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
5 109-270 108-260 1-010 0.9% 0-167 0.5% 2% False True 553
10 109-290 108-260 1-030 1.0% 0-140 0.4% 1% False True 2,105
20 110-305 108-260 2-045 2.0% 0-173 0.5% 1% False True 833,952
40 112-070 108-260 3-130 3.1% 0-206 0.6% 0% False True 1,228,444
60 113-165 108-260 4-225 4.3% 0-214 0.6% 0% False True 1,315,603
80 115-000 108-260 6-060 5.7% 0-227 0.7% 0% False True 1,398,897
100 117-260 108-260 9-000 8.3% 0-233 0.7% 0% False True 1,180,078
120 117-260 108-260 9-000 8.3% 0-232 0.7% 0% False True 983,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111-219
2.618 110-253
1.618 110-078
1.000 109-290
0.618 109-223
HIGH 109-115
0.618 109-048
0.500 109-028
0.382 109-007
LOW 108-260
0.618 108-152
1.000 108-085
1.618 107-297
2.618 107-122
4.250 106-156
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 109-028 109-055
PP 109-000 109-018
S1 108-292 108-302

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

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