ECBOT 10 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 110-180 110-020 -0-160 -0.5% 110-160
High 110-180 110-035 -0-145 -0.4% 110-200
Low 110-080 109-230 -0-170 -0.5% 109-230
Close 110-095 110-005 -0-090 -0.3% 110-005
Range 0-100 0-125 0-025 25.0% 0-290
ATR 0-118 0-123 0-005 4.0% 0-000
Volume 7 9 2 28.6% 164
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 111-038 110-307 110-074
R3 110-233 110-182 110-039
R2 110-108 110-108 110-028
R1 110-057 110-057 110-016 110-020
PP 109-303 109-303 109-303 109-285
S1 109-252 109-252 109-314 109-215
S2 109-178 109-178 109-302
S3 109-053 109-127 109-291
S4 108-248 109-002 109-256
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 112-268 112-107 110-164
R3 111-298 111-137 110-085
R2 111-008 111-008 110-058
R1 110-167 110-167 110-032 110-102
PP 110-038 110-038 110-038 110-006
S1 109-197 109-197 109-298 109-132
S2 109-068 109-068 109-272
S3 108-098 108-227 109-245
S4 107-128 107-257 109-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-200 109-230 0-290 0.8% 0-102 0.3% 33% False True 32
10 111-220 109-230 1-310 1.8% 0-090 0.3% 15% False True 18
20 111-220 109-230 1-310 1.8% 0-062 0.2% 15% False True 10
40 113-155 109-230 3-245 3.4% 0-040 0.1% 8% False True 5
60 114-165 109-230 4-255 4.4% 0-032 0.1% 6% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-246
2.618 111-042
1.618 110-237
1.000 110-160
0.618 110-112
HIGH 110-035
0.618 109-307
0.500 109-292
0.382 109-278
LOW 109-230
0.618 109-153
1.000 109-105
1.618 109-028
2.618 108-223
4.250 108-019
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 109-314 110-055
PP 109-303 110-038
S1 109-292 110-022

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

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