ECBOT 10 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 113-120 112-035 -1-085 -1.1% 114-000
High 113-120 112-060 -1-060 -1.0% 114-090
Low 113-120 112-000 -1-120 -1.2% 113-125
Close 113-120 112-060 -1-060 -1.0% 113-155
Range 0-000 0-060 0-060 0-285
ATR 0-132 0-154 0-022 16.7% 0-000
Volume 0 7 7 1
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 112-220 112-200 112-093
R3 112-160 112-140 112-076
R2 112-100 112-100 112-071
R1 112-080 112-080 112-066 112-090
PP 112-040 112-040 112-040 112-045
S1 112-020 112-020 112-054 112-030
S2 111-300 111-300 112-049
S3 111-240 111-280 112-044
S4 111-180 111-220 112-027
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 116-125 115-265 113-312
R3 115-160 114-300 113-233
R2 114-195 114-195 113-207
R1 114-015 114-015 113-181 113-282
PP 113-230 113-230 113-230 113-204
S1 113-050 113-050 113-129 112-318
S2 112-265 112-265 113-103
S3 111-300 112-085 113-077
S4 111-015 111-120 112-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-155 112-000 1-155 1.3% 0-012 0.0% 13% False True 1
10 114-090 112-000 2-090 2.0% 0-006 0.0% 8% False True
20 114-100 111-260 2-160 2.2% 0-019 0.1% 15% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 112-315
2.618 112-217
1.618 112-157
1.000 112-120
0.618 112-097
HIGH 112-060
0.618 112-037
0.500 112-030
0.382 112-023
LOW 112-000
0.618 111-283
1.000 111-260
1.618 111-223
2.618 111-163
4.250 111-065
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 112-050 112-220
PP 112-040 112-167
S1 112-030 112-113

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

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