ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 09-Aug-2023

Day Change Summary
	Previous	Current
	08-Aug-2023	09-Aug-2023	Change	Change %	Previous Week
Open	111-000	111-135	0-135	0.4%	111-150
High	111-220	111-200	-0-020	-0.1%	111-200
Low	110-310	111-085	0-095	0.3%	109-240
Close	111-130	111-125	-0-005	0.0%	111-045
Range	0-230	0-115	-0-115	-50.0%	1-280
ATR	0-247	0-237	-0-009	-3.8%	0-000
Volume	1,473,697	1,164,222	-309,475	-21.0%	9,155,383

Daily Pivots for day following 09-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-162	112-098	111-188
R3	112-047	111-303	111-157
R2	111-252	111-252	111-146
R1	111-188	111-188	111-136	111-162
PP	111-137	111-137	111-137	111-124
S1	111-073	111-073	111-114	111-048
S2	111-022	111-022	111-104
S3	110-227	110-278	111-093
S4	110-112	110-163	111-062

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%	0-248	0.7%	85%	False	False	1,598,606
10	112-070	109-240	2-150	2.2%	0-256	0.7%	66%	False	False	1,700,802
20	113-080	109-240	3-160	3.1%	0-227	0.6%	47%	False	False	1,497,505
40	114-000	109-240	4-080	3.8%	0-242	0.7%	39%	False	False	1,557,181
60	116-135	109-240	6-215	6.0%	0-243	0.7%	25%	False	False	1,470,453
80	117-260	109-240	8-020	7.2%	0-244	0.7%	20%	False	False	1,105,552
100	117-260	109-240	8-020	7.2%	0-256	0.7%	20%	False	False	884,518
120	117-260	109-240	8-020	7.2%	0-265	0.7%	20%	False	False	737,123

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	0-056
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	113-049
2.618	112-181
1.618	112-066
1.000	111-315
0.618	111-271
HIGH	111-200
0.618	111-156
0.500	111-142
0.382	111-129
LOW	111-085
0.618	111-014
1.000	110-290
1.618	110-219
2.618	110-104
4.250	109-236

Fisher Pivots for day following 09-Aug-2023
Pivot	1 day	3 day
R1	111-142	111-105
PP	111-137	111-085
S1	111-131	111-065

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