ECBOT 10 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 31-Jul-2023
Day Change Summary
Previous Current
28-Jul-2023 31-Jul-2023 Change Change % Previous Week
Open 112-160 113-000 0-160 0.4% 113-095
High 112-160 113-000 0-160 0.4% 113-120
Low 112-160 112-180 0-020 0.1% 112-000
Close 112-160 112-180 0-020 0.1% 112-160
Range 0-000 0-140 0-140 1-120
ATR 0-150 0-151 0-001 0.5% 0-000
Volume 1 2 1 100.0% 8
Daily Pivots for day following 31-Jul-2023
Classic Woodie Camarilla DeMark
R4 114-007 113-233 112-257
R3 113-187 113-093 112-218
R2 113-047 113-047 112-206
R1 112-273 112-273 112-193 112-250
PP 112-227 112-227 112-227 112-215
S1 112-133 112-133 112-167 112-110
S2 112-087 112-087 112-154
S3 111-267 111-313 112-142
S4 111-127 111-173 112-103
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 116-240 116-000 113-082
R3 115-120 114-200 112-281
R2 114-000 114-000 112-241
R1 113-080 113-080 112-200 112-300
PP 112-200 112-200 112-200 112-150
S1 111-280 111-280 112-120 111-180
S2 111-080 111-080 112-079
S3 109-280 110-160 112-039
S4 108-160 109-040 111-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-120 112-000 1-120 1.2% 0-040 0.1% 41% False False 2
10 114-090 112-000 2-090 2.0% 0-020 0.1% 25% False False 1
20 114-100 111-260 2-160 2.2% 0-026 0.1% 30% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 114-275
2.618 114-047
1.618 113-227
1.000 113-140
0.618 113-087
HIGH 113-000
0.618 112-267
0.500 112-250
0.382 112-233
LOW 112-180
0.618 112-093
1.000 112-040
1.618 111-273
2.618 111-133
4.250 110-225
Fisher Pivots for day following 31-Jul-2023
Pivot 1 day 3 day
R1 112-250 112-173
PP 112-227 112-167
S1 112-203 112-160

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

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