ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 109-115 109-025 -0-090 -0.3% 109-170
High 109-115 109-070 -0-045 -0.1% 109-270
Low 108-260 108-300 0-040 0.1% 108-305
Close 108-265 109-060 0-115 0.3% 109-055
Range 0-175 0-090 -0-085 -48.6% 0-285
ATR 0-180 0-176 -0-004 -2.2% 0-000
Volume 171 81 -90 -52.6% 3,513
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 109-307 109-273 109-110
R3 109-217 109-183 109-085
R2 109-127 109-127 109-076
R1 109-093 109-093 109-068 109-110
PP 109-037 109-037 109-037 109-045
S1 109-003 109-003 109-052 109-020
S2 108-267 108-267 109-044
S3 108-177 108-233 109-035
S4 108-087 108-143 109-010
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% 0-134 0.4% 36% False False 367
10 109-290 108-260 1-030 1.0% 0-132 0.4% 34% False False 1,197
20 110-305 108-260 2-045 2.0% 0-171 0.5% 18% False False 764,131
40 112-070 108-260 3-130 3.1% 0-204 0.6% 11% False False 1,197,067
60 113-130 108-260 4-190 4.2% 0-213 0.6% 8% False False 1,295,828
80 115-000 108-260 6-060 5.7% 0-225 0.6% 6% False False 1,367,206
100 117-260 108-260 9-000 8.2% 0-231 0.7% 4% False False 1,180,018
120 117-260 108-260 9-000 8.2% 0-232 0.7% 4% False False 983,557
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 2 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 20-Sep-2023
Pivot 1 day 3 day
R1 109-048 109-049
PP 109-037 109-038
S1 109-025 109-028

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

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