ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 31-Aug-2023
Day Change Summary
Previous Current
30-Aug-2023 31-Aug-2023 Change Change % Previous Week
Open 110-265 110-280 0-015 0.0% 110-025
High 111-035 111-035 0-000 0.0% 110-140
Low 110-180 110-245 0-065 0.2% 109-095
Close 110-270 111-010 0-060 0.2% 109-295
Range 0-175 0-110 -0-065 -37.1% 1-045
ATR 0-221 0-213 -0-008 -3.6% 0-000
Volume 1,647,285 1,908,070 260,785 15.8% 6,244,061
Daily Pivots for day following 31-Aug-2023
Classic Woodie Camarilla DeMark
R4 112-000 111-275 111-070
R3 111-210 111-165 111-040
R2 111-100 111-100 111-030
R1 111-055 111-055 111-020 111-078
PP 110-310 110-310 110-310 111-001
S1 110-265 110-265 111-000 110-288
S2 110-200 110-200 110-310
S3 110-090 110-155 110-300
S4 109-300 110-045 110-270
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 113-098 112-242 110-176
R3 112-053 111-197 110-075
R2 111-008 111-008 110-042
R1 110-152 110-152 110-008 110-058
PP 109-283 109-283 109-283 109-236
S1 109-107 109-107 109-262 109-012
S2 108-238 108-238 109-228
S3 107-193 108-062 109-195
S4 106-148 107-017 109-094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-035 109-185 1-170 1.4% 0-190 0.5% 95% True False 2,231,385
10 111-035 109-095 1-260 1.6% 0-193 0.5% 96% True False 1,467,315
20 112-140 109-095 3-045 2.8% 0-222 0.6% 55% False False 747,839
40 114-030 109-095 4-255 4.3% 0-220 0.6% 36% False False 375,625
60 114-155 109-095 5-060 4.7% 0-217 0.6% 33% False False 250,440
80 117-145 109-095 8-050 7.3% 0-169 0.5% 21% False False 187,830
100 117-265 109-095 8-170 7.7% 0-135 0.4% 20% False False 150,264
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 112-182
2.618 112-003
1.618 111-213
1.000 111-145
0.618 111-103
HIGH 111-035
0.618 110-313
0.500 110-300
0.382 110-287
LOW 110-245
0.618 110-177
1.000 110-135
1.618 110-067
2.618 109-277
4.250 109-098
Fisher Pivots for day following 31-Aug-2023
Pivot 1 day 3 day
R1 111-000 110-273
PP 110-310 110-217
S1 110-300 110-160

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

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