ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 109-140 109-185 0-045 0.1% 109-255
High 109-195 109-200 0-005 0.0% 110-075
Low 109-080 109-030 -0-050 -0.1% 109-030
Close 109-165 109-040 -0-125 -0.4% 109-165
Range 0-115 0-170 0-055 47.8% 1-045
ATR 0-190 0-188 -0-001 -0.7% 0-000
Volume 972,461 1,270,702 298,241 30.7% 6,344,037
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 110-280 110-170 109-134
R3 110-110 110-000 109-087
R2 109-260 109-260 109-071
R1 109-150 109-150 109-056 109-120
PP 109-090 109-090 109-090 109-075
S1 108-300 108-300 109-024 108-270
S2 108-240 108-240 109-009
S3 108-070 108-130 108-313
S4 107-220 107-280 108-266
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% 0-190 0.5% 3% False True 1,321,846
10 110-105 109-030 1-075 1.1% 0-158 0.5% 3% False True 1,230,475
20 111-125 109-030 2-095 2.1% 0-182 0.5% 1% False True 1,499,143
40 112-260 109-030 3-230 3.4% 0-209 0.6% 1% False True 765,106
60 114-030 109-030 5-000 4.6% 0-210 0.6% 1% False True 510,431
80 115-075 109-030 6-045 5.6% 0-193 0.6% 1% False True 382,828
100 117-265 109-030 8-235 8.0% 0-156 0.4% 0% False True 306,262
120 118-055 109-030 9-025 8.3% 0-130 0.4% 0% False True 255,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111-282
2.618 111-005
1.618 110-155
1.000 110-050
0.618 109-305
HIGH 109-200
0.618 109-135
0.500 109-115
0.382 109-095
LOW 109-030
0.618 108-245
1.000 108-180
1.618 108-075
2.618 107-225
4.250 106-268
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 109-115 109-158
PP 109-090 109-118
S1 109-065 109-079

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

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