ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 13-Sep-2023
Day Change Summary
Previous Current
12-Sep-2023 13-Sep-2023 Change Change % Previous Week
Open 109-245 109-250 0-005 0.0% 110-160
High 109-285 110-045 0-080 0.2% 110-170
Low 109-220 109-030 -0-190 -0.5% 109-190
Close 109-280 110-005 0-045 0.1% 109-295
Range 0-065 1-015 0-270 415.4% 0-300
ATR 0-190 0-201 0-010 5.4% 0-000
Volume 1,010,007 1,562,522 552,515 54.7% 5,218,991
Daily Pivots for day following 13-Sep-2023
Classic Woodie Camarilla DeMark
R4 112-285 112-160 110-189
R3 111-270 111-145 110-097
R2 110-255 110-255 110-066
R1 110-130 110-130 110-036 110-192
PP 109-240 109-240 109-240 109-271
S1 109-115 109-115 109-294 109-178
S2 108-225 108-225 109-264
S3 107-210 108-100 109-233
S4 106-195 107-085 109-141
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
5 110-105 109-030 1-075 1.1% 0-158 0.4% 75% False True 1,161,965
10 111-125 109-030 2-095 2.1% 0-177 0.5% 40% False True 1,410,850
20 111-125 109-030 2-095 2.1% 0-191 0.5% 40% False True 1,268,043
40 113-270 109-030 4-240 4.3% 0-213 0.6% 19% False True 639,244
60 114-030 109-030 5-000 4.5% 0-212 0.6% 18% False True 426,320
80 115-075 109-030 6-045 5.6% 0-185 0.5% 15% False True 319,744
100 117-265 109-030 8-235 7.9% 0-150 0.4% 11% False True 255,795
120 118-055 109-030 9-025 8.3% 0-125 0.4% 10% False True 213,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 114-189
2.618 112-282
1.618 111-267
1.000 111-060
0.618 110-252
HIGH 110-045
0.618 109-237
0.500 109-198
0.382 109-158
LOW 109-030
0.618 108-143
1.000 108-015
1.618 107-128
2.618 106-113
4.250 104-206
Fisher Pivots for day following 13-Sep-2023
Pivot 1 day 3 day
R1 109-282 109-282
PP 109-240 109-240
S1 109-198 109-198

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

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