ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 08-Aug-2023

Day Change Summary
	Previous	Current
	07-Aug-2023	08-Aug-2023	Change	Change %	Previous Week
Open	111-085	111-000	-0-085	-0.2%	111-150
High	111-085	111-220	0-135	0.4%	111-200
Low	110-230	110-310	0-080	0.2%	109-240
Close	111-040	111-130	0-090	0.3%	111-045
Range	0-175	0-230	0-055	31.4%	1-280
ATR	0-248	0-247	-0-001	-0.5%	0-000
Volume	1,270,248	1,473,697	203,449	16.0%	9,155,383

Daily Pivots for day following 08-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-163	113-057	111-256
R3	112-253	112-147	111-193
R2	112-023	112-023	111-172
R1	111-237	111-237	111-151	111-290
PP	111-113	111-113	111-113	111-140
S1	111-007	111-007	111-109	111-060
S2	110-203	110-203	111-088
S3	109-293	110-097	111-067
S4	109-063	109-187	111-004

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	111-220	109-240	1-300	1.7%	0-274	0.8%	85%	True	False	1,737,792
10	112-070	109-240	2-150	2.2%	0-261	0.7%	67%	False	False	1,714,162
20	113-080	109-240	3-160	3.1%	0-239	0.7%	47%	False	False	1,541,532
40	114-000	109-240	4-080	3.8%	0-244	0.7%	39%	False	False	1,561,061
60	117-020	109-240	7-100	6.6%	0-245	0.7%	23%	False	False	1,451,712
80	117-260	109-240	8-020	7.2%	0-246	0.7%	21%	False	False	1,091,008
100	117-260	109-240	8-020	7.2%	0-261	0.7%	21%	False	False	872,877
120	117-260	109-240	8-020	7.2%	0-264	0.7%	21%	False	False	727,422

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-055
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-238
2.618	113-182
1.618	112-272
1.000	112-130
0.618	112-042
HIGH	111-220
0.618	111-132
0.500	111-105
0.382	111-078
LOW	110-310
0.618	110-168
1.000	110-080
1.618	109-258
2.618	109-028
4.250	107-292

Fisher Pivots for day following 08-Aug-2023
Pivot	1 day	3 day
R1	111-122	111-057
PP	111-113	110-303
S1	111-105	110-230

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols