ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 109-255 109-245 -0-010 0.0% 110-160
High 109-290 109-285 -0-005 0.0% 110-170
Low 109-200 109-220 0-020 0.1% 109-190
Close 109-250 109-280 0-030 0.1% 109-295
Range 0-090 0-065 -0-025 -27.8% 0-300
ATR 0-200 0-190 -0-010 -4.8% 0-000
Volume 967,962 1,010,007 42,045 4.3% 5,218,991
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 110-137 110-113 109-316
R3 110-072 110-048 109-298
R2 110-007 110-007 109-292
R1 109-303 109-303 109-286 109-315
PP 109-262 109-262 109-262 109-268
S1 109-238 109-238 109-274 109-250
S2 109-197 109-197 109-268
S3 109-132 109-173 109-262
S4 109-067 109-108 109-244
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 112-265 112-100 110-140
R3 111-285 111-120 110-058
R2 110-305 110-305 110-030
R1 110-140 110-140 110-002 110-072
PP 110-005 110-005 110-005 109-291
S1 109-160 109-160 109-268 109-092
S2 109-025 109-025 109-240
S3 108-045 108-180 109-212
S4 107-065 107-200 109-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-105 109-190 0-235 0.7% 0-126 0.4% 38% False False 1,139,104
10 111-125 109-190 1-255 1.6% 0-176 0.5% 16% False False 1,470,700
20 111-125 109-095 2-030 1.9% 0-189 0.5% 28% False False 1,192,464
40 114-030 109-095 4-255 4.4% 0-212 0.6% 12% False False 600,228
60 114-050 109-095 4-275 4.4% 0-210 0.6% 12% False False 400,279
80 115-075 109-095 5-300 5.4% 0-181 0.5% 10% False False 300,213
100 117-265 109-095 8-170 7.8% 0-146 0.4% 7% False False 240,170
120 118-055 109-095 8-280 8.1% 0-122 0.3% 7% False False 200,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 110-241
2.618 110-135
1.618 110-070
1.000 110-030
0.618 110-005
HIGH 109-285
0.618 109-260
0.500 109-252
0.382 109-245
LOW 109-220
0.618 109-180
1.000 109-155
1.618 109-115
2.618 109-050
4.250 108-264
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 109-271 109-312
PP 109-262 109-302
S1 109-252 109-291

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

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