ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 14-Sep-2023
Day Change Summary
Previous Current
13-Sep-2023 14-Sep-2023 Change Change % Previous Week
Open 109-250 110-000 0-070 0.2% 110-160
High 110-045 110-075 0-030 0.1% 110-170
Low 109-030 109-225 0-195 0.6% 109-190
Close 110-005 109-240 -0-085 -0.2% 109-295
Range 1-015 0-170 -0-165 -49.3% 0-300
ATR 0-201 0-198 -0-002 -1.1% 0-000
Volume 1,562,522 1,511,888 -50,634 -3.2% 5,218,991
Daily Pivots for day following 14-Sep-2023
Classic Woodie Camarilla DeMark
R4 111-157 111-048 110-014
R3 110-307 110-198 109-287
R2 110-137 110-137 109-271
R1 110-028 110-028 109-256 109-318
PP 109-287 109-287 109-287 109-271
S1 109-178 109-178 109-224 109-148
S2 109-117 109-117 109-209
S3 108-267 109-008 109-193
S4 108-097 108-158 109-146
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% 0-162 0.5% 53% False False 1,221,527
10 111-125 109-030 2-095 2.1% 0-176 0.5% 29% False False 1,397,311
20 111-125 109-030 2-095 2.1% 0-188 0.5% 29% False False 1,340,050
40 113-185 109-030 4-155 4.1% 0-213 0.6% 15% False False 676,946
60 114-030 109-030 5-000 4.6% 0-212 0.6% 13% False False 451,518
80 115-075 109-030 6-045 5.6% 0-187 0.5% 11% False False 338,643
100 117-265 109-030 8-235 8.0% 0-151 0.4% 8% False False 270,914
120 118-055 109-030 9-025 8.3% 0-126 0.4% 7% False False 225,762
Crabel Price Patterns
NR True
NR4 False
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 False
Bull Hook False
Stretch 0-060
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-158
2.618 111-200
1.618 111-030
1.000 110-245
0.618 110-180
HIGH 110-075
0.618 110-010
0.500 109-310
0.382 109-290
LOW 109-225
0.618 109-120
1.000 109-055
1.618 108-270
2.618 108-100
4.250 107-142
Fisher Pivots for day following 14-Sep-2023
Pivot 1 day 3 day
R1 109-310 109-231
PP 109-287 109-222
S1 109-263 109-212

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

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