ECBOT 10 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 02-Aug-2023
Day Change Summary
Previous Current
01-Aug-2023 02-Aug-2023 Change Change % Previous Week
Open 112-005 111-295 -0-030 -0.1% 113-095
High 112-005 111-295 -0-030 -0.1% 113-120
Low 112-005 111-295 -0-030 -0.1% 112-000
Close 112-005 111-295 -0-030 -0.1% 112-160
Range
ATR 0-153 0-144 -0-009 -5.7% 0-000
Volume
Daily Pivots for day following 02-Aug-2023
Classic Woodie Camarilla DeMark
R4 111-295 111-295 111-295
R3 111-295 111-295 111-295
R2 111-295 111-295 111-295
R1 111-295 111-295 111-295 111-295
PP 111-295 111-295 111-295 111-295
S1 111-295 111-295 111-295 111-295
S2 111-295 111-295 111-295
S3 111-295 111-295 111-295
S4 111-295 111-295 111-295
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
5 113-000 111-295 1-025 1.0% 0-040 0.1% 0% False True 2
10 113-155 111-295 1-180 1.4% 0-020 0.1% 0% False True 1
20 114-100 111-260 2-160 2.2% 0-026 0.1% 4% False False
Crabel Price Patterns
NR False
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 0-002
Fibonacci Retracements and Extensions
4.250 111-295
2.618 111-295
1.618 111-295
1.000 111-295
0.618 111-295
HIGH 111-295
0.618 111-295
0.500 111-295
0.382 111-295
LOW 111-295
0.618 111-295
1.000 111-295
1.618 111-295
2.618 111-295
4.250 111-295
Fisher Pivots for day following 02-Aug-2023
Pivot 1 day 3 day
R1 111-295 112-148
PP 111-295 112-090
S1 111-295 112-032

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

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