ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 07-Aug-2023
Day Change Summary
Previous Current
04-Aug-2023 07-Aug-2023 Change Change % Previous Week
Open 110-090 111-085 0-315 0.9% 111-150
High 111-105 111-085 -0-020 -0.1% 111-200
Low 109-240 110-230 0-310 0.9% 109-240
Close 111-045 111-040 -0-005 0.0% 111-045
Range 1-185 0-175 -1-010 -65.3% 1-280
ATR 0-254 0-248 -0-006 -2.2% 0-000
Volume 2,139,254 1,270,248 -869,006 -40.6% 9,155,383
Daily Pivots for day following 07-Aug-2023
Classic Woodie Camarilla DeMark
R4 112-217 112-143 111-136
R3 112-042 111-288 111-088
R2 111-187 111-187 111-072
R1 111-113 111-113 111-056 111-062
PP 111-012 111-012 111-012 110-306
S1 110-258 110-258 111-024 110-208
S2 110-157 110-157 111-008
S3 109-302 110-083 110-312
S4 109-127 109-228 110-264
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 116-148 115-217 112-055
R3 114-188 113-257 111-210
R2 112-228 112-228 111-155
R1 111-297 111-297 111-100 111-122
PP 110-268 110-268 110-268 110-181
S1 110-017 110-017 110-310 109-162
S2 108-308 108-308 110-255
S3 107-028 108-057 110-200
S4 105-068 106-097 110-035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-160 109-240 1-240 1.6% 0-271 0.8% 79% False False 1,747,840
10 112-070 109-240 2-150 2.2% 0-254 0.7% 56% False False 1,692,311
20 113-080 109-240 3-160 3.1% 0-234 0.7% 39% False False 1,528,851
40 114-000 109-240 4-080 3.8% 0-242 0.7% 32% False False 1,553,202
60 117-115 109-240 7-195 6.8% 0-245 0.7% 18% False False 1,427,818
80 117-260 109-240 8-020 7.3% 0-246 0.7% 17% False False 1,072,589
100 117-260 109-240 8-020 7.3% 0-265 0.7% 17% False False 858,140
120 117-260 109-240 8-020 7.3% 0-262 0.7% 17% False False 715,141
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 113-189
2.618 112-223
1.618 112-048
1.000 111-260
0.618 111-193
HIGH 111-085
0.618 111-018
0.500 110-318
0.382 110-297
LOW 110-230
0.618 110-122
1.000 110-055
1.618 109-267
2.618 109-092
4.250 108-126
Fisher Pivots for day following 07-Aug-2023
Pivot 1 day 3 day
R1 111-026 110-298
PP 111-012 110-235
S1 110-318 110-172

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

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