ECBOT 10 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 111-170 111-220 0-050 0.1% 110-230
High 111-200 111-220 0-020 0.1% 111-220
Low 111-145 111-055 -0-090 -0.3% 110-215
Close 111-200 111-055 -0-145 -0.4% 111-055
Range 0-055 0-165 0-110 200.0% 1-005
ATR 0-121 0-124 0-003 2.6% 0-000
Volume 20 13 -7 -35.0% 33
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 112-285 112-175 111-146
R3 112-120 112-010 111-100
R2 111-275 111-275 111-085
R1 111-165 111-165 111-070 111-138
PP 111-110 111-110 111-110 111-096
S1 111-000 111-000 111-040 110-292
S2 110-265 110-265 111-025
S3 110-100 110-155 111-010
S4 109-255 109-310 110-284
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 114-072 113-228 111-234
R3 113-067 112-223 111-144
R2 112-062 112-062 111-115
R1 111-218 111-218 111-085 111-300
PP 111-057 111-057 111-057 111-098
S1 110-213 110-213 111-025 110-295
S2 110-052 110-052 110-315
S3 109-047 109-208 110-286
S4 108-042 108-203 110-196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-220 110-215 1-005 0.9% 0-097 0.3% 49% True False 6
10 111-220 110-030 1-190 1.4% 0-052 0.1% 68% True False 3
20 112-235 110-030 2-205 2.4% 0-033 0.1% 41% False False 1
40 114-100 110-030 4-070 3.8% 0-026 0.1% 26% False False 1
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 0-002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-281
2.618 113-012
1.618 112-167
1.000 112-065
0.618 112-002
HIGH 111-220
0.618 111-157
0.500 111-138
0.382 111-118
LOW 111-055
0.618 110-273
1.000 110-210
1.618 110-108
2.618 109-263
4.250 108-314
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 111-138 111-138
PP 111-110 111-110
S1 111-082 111-082

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

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