ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 110-000 109-235 -0-085 -0.2% 109-255
High 110-075 109-285 -0-110 -0.3% 110-075
Low 109-225 109-125 -0-100 -0.3% 109-030
Close 109-240 109-165 -0-075 -0.2% 109-165
Range 0-170 0-160 -0-010 -5.9% 1-045
ATR 0-198 0-196 -0-003 -1.4% 0-000
Volume 1,511,888 1,291,658 -220,230 -14.6% 6,344,037
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 111-032 110-258 109-253
R3 110-192 110-098 109-209
R2 110-032 110-032 109-194
R1 109-258 109-258 109-180 109-225
PP 109-192 109-192 109-192 109-175
S1 109-098 109-098 109-150 109-065
S2 109-032 109-032 109-136
S3 108-192 108-258 109-121
S4 108-032 108-098 109-077
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 113-012 112-133 110-046
R3 111-287 111-088 109-265
R2 110-242 110-242 109-232
R1 110-043 110-043 109-198 109-280
PP 109-197 109-197 109-197 109-155
S1 108-318 108-318 109-132 108-235
S2 108-152 108-152 109-098
S3 107-107 107-273 109-065
S4 106-062 106-228 108-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-075 109-030 1-045 1.0% 0-164 0.5% 37% False False 1,268,807
10 111-125 109-030 2-095 2.1% 0-182 0.5% 18% False False 1,335,670
20 111-125 109-030 2-095 2.1% 0-187 0.5% 18% False False 1,401,492
40 113-045 109-030 4-015 3.7% 0-210 0.6% 10% False False 709,108
60 114-030 109-030 5-000 4.6% 0-212 0.6% 8% False False 473,045
80 115-075 109-030 6-045 5.6% 0-189 0.5% 7% False False 354,789
100 117-265 109-030 8-235 8.0% 0-153 0.4% 5% False False 283,831
120 118-055 109-030 9-025 8.3% 0-128 0.4% 5% False False 236,526
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 0-062
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-005
2.618 111-064
1.618 110-224
1.000 110-125
0.618 110-064
HIGH 109-285
0.618 109-224
0.500 109-205
0.382 109-186
LOW 109-125
0.618 109-026
1.000 108-285
1.618 108-186
2.618 108-026
4.250 107-085
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 109-205 109-212
PP 109-192 109-197
S1 109-178 109-181

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

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