ECBOT 10 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 109-235 109-140 -0-095 -0.3% 109-255
High 109-285 109-195 -0-090 -0.3% 110-075
Low 109-125 109-080 -0-045 -0.1% 109-030
Close 109-165 109-165 0-000 0.0% 109-165
Range 0-160 0-115 -0-045 -28.1% 1-045
ATR 0-196 0-190 -0-006 -2.9% 0-000
Volume 1,291,658 972,461 -319,197 -24.7% 6,344,037
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 110-172 110-123 109-228
R3 110-057 110-008 109-197
R2 109-262 109-262 109-186
R1 109-213 109-213 109-176 109-238
PP 109-147 109-147 109-147 109-159
S1 109-098 109-098 109-154 109-122
S2 109-032 109-032 109-144
S3 108-237 108-303 109-133
S4 108-122 108-188 109-102
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 113-012 112-133 110-046
R3 111-287 111-088 109-265
R2 110-242 110-242 109-232
R1 110-043 110-043 109-198 109-280
PP 109-197 109-197 109-197 109-155
S1 108-318 108-318 109-132 108-235
S2 108-152 108-152 109-098
S3 107-107 107-273 109-065
S4 106-062 106-228 108-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-075 109-030 1-045 1.0% 0-169 0.5% 37% False False 1,269,707
10 110-170 109-030 1-140 1.3% 0-160 0.5% 29% False False 1,253,548
20 111-125 109-030 2-095 2.1% 0-186 0.5% 18% False False 1,447,926
40 113-045 109-030 4-015 3.7% 0-210 0.6% 10% False False 733,399
60 114-030 109-030 5-000 4.6% 0-211 0.6% 8% False False 489,253
80 115-075 109-030 6-045 5.6% 0-191 0.5% 7% False False 366,944
100 117-265 109-030 8-235 8.0% 0-154 0.4% 5% False False 293,555
120 118-055 109-030 9-025 8.3% 0-128 0.4% 5% False False 244,629
Crabel Price Patterns
NR True
NR4 True
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 0-052
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111-044
2.618 110-176
1.618 110-061
1.000 109-310
0.618 109-266
HIGH 109-195
0.618 109-151
0.500 109-138
0.382 109-124
LOW 109-080
0.618 109-009
1.000 108-285
1.618 108-214
2.618 108-099
4.250 107-231
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 109-156 109-238
PP 109-147 109-213
S1 109-138 109-189

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

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