ECBOT 10 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 06-Sep-2023
Day Change Summary
Previous Current
05-Sep-2023 06-Sep-2023 Change Change % Previous Week
Open 110-020 109-215 -0-125 -0.4% 109-145
High 110-050 109-240 -0-130 -0.4% 110-305
Low 109-165 109-070 -0-095 -0.3% 109-100
Close 109-175 109-090 -0-085 -0.2% 110-050
Range 0-205 0-170 -0-035 -17.1% 1-205
ATR 0-222 0-218 -0-004 -1.7% 0-000
Volume 17,589 9,167 -8,422 -47.9% 5,518,916
Daily Pivots for day following 06-Sep-2023
Classic Woodie Camarilla DeMark
R4 111-003 110-217 109-184
R3 110-153 110-047 109-137
R2 109-303 109-303 109-121
R1 109-197 109-197 109-106 109-165
PP 109-133 109-133 109-133 109-118
S1 109-027 109-027 109-074 108-315
S2 108-283 108-283 109-059
S3 108-113 108-177 109-043
S4 107-263 108-007 108-316
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 115-020 114-080 111-019
R3 113-135 112-195 110-194
R2 111-250 111-250 110-146
R1 110-310 110-310 110-098 111-120
PP 110-045 110-045 110-045 110-110
S1 109-105 109-105 110-002 109-235
S2 108-160 108-160 109-274
S3 106-275 107-220 109-226
S4 105-070 106-015 109-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-305 109-070 1-235 1.6% 0-197 0.6% 4% False True 119,855
10 110-305 109-005 1-300 1.8% 0-210 0.6% 14% False False 1,527,065
20 111-290 108-280 3-010 2.8% 0-212 0.6% 13% False False 1,536,454
40 113-080 108-280 4-120 4.0% 0-225 0.6% 9% False False 1,538,993
60 114-000 108-280 5-040 4.7% 0-233 0.7% 8% False False 1,552,859
80 117-020 108-280 8-060 7.5% 0-237 0.7% 5% False False 1,472,897
100 117-260 108-280 8-300 8.2% 0-240 0.7% 5% False False 1,180,097
120 117-260 108-280 8-300 8.2% 0-253 0.7% 5% False False 983,473
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-056
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-002
2.618 111-045
1.618 110-195
1.000 110-090
0.618 110-025
HIGH 109-240
0.618 109-175
0.500 109-155
0.382 109-135
LOW 109-070
0.618 108-285
1.000 108-220
1.618 108-115
2.618 107-265
4.250 106-308
Fisher Pivots for day following 06-Sep-2023
Pivot 1 day 3 day
R1 109-155 110-028
PP 109-133 109-262
S1 109-112 109-176

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

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