ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	111-020	110-245	-0-095	-0.3%	111-095
High	111-020	110-245	-0-095	-0.3%	111-095
Low	111-020	110-240	-0-100	-0.3%	110-115
Close	111-020	110-245	-0-095	-0.3%	110-215
Range	0-000	0-005	0-005		0-300
ATR	0-135	0-132	-0-002	-1.8%	0-000
Volume

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-258	110-257	110-248
R3	110-253	110-252	110-246
R2	110-248	110-248	110-246
R1	110-247	110-247	110-245	110-248
PP	110-243	110-243	110-243	110-244
S1	110-242	110-242	110-245	110-242
S2	110-238	110-238	110-244
S3	110-233	110-237	110-244
S4	110-228	110-232	110-242

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-188	113-022	111-060
R3	112-208	112-042	110-298
R2	111-228	111-228	110-270
R1	111-062	111-062	110-242	110-315
PP	110-248	110-248	110-248	110-215
S1	110-082	110-082	110-188	110-015
S2	109-268	109-268	110-160
S3	108-288	109-102	110-132
S4	107-308	108-122	110-050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-020	110-030	0-310	0.9%	0-001	0.0%	69%	False	False
10	111-095	110-030	1-065	1.1%	0-009	0.0%	56%	False	False
20	113-000	110-030	2-290	2.6%	0-015	0.0%	23%	False	False
40	114-100	110-030	4-070	3.8%	0-017	0.0%	16%	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	True
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	110-266
2.618	110-258
1.618	110-253
1.000	110-250
0.618	110-248
HIGH	110-245
0.618	110-243
0.500	110-242
0.382	110-242
LOW	110-240
0.618	110-237
1.000	110-235
1.618	110-232
2.618	110-227
4.250	110-219

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	110-244	110-231
PP	110-243	110-217
S1	110-242	110-202

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols