ECBOT 10 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 110-000 110-000 0-000 0.0% 110-160
High 110-005 110-000 -0-005 0.0% 110-200
Low 109-280 109-175 -0-105 -0.3% 109-230
Close 110-005 109-200 -0-125 -0.4% 110-005
Range 0-045 0-145 0-100 222.2% 0-290
ATR 0-118 0-120 0-002 2.0% 0-000
Volume 4 9 5 125.0% 164
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 111-027 110-258 109-280
R3 110-202 110-113 109-240
R2 110-057 110-057 109-227
R1 109-288 109-288 109-213 109-260
PP 109-232 109-232 109-232 109-218
S1 109-143 109-143 109-187 109-115
S2 109-087 109-087 109-173
S3 108-262 108-318 109-160
S4 108-117 108-173 109-120
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
5 110-200 109-175 1-025 1.0% 0-123 0.4% 7% False True 32
10 110-260 109-175 1-085 1.2% 0-092 0.3% 6% False True 18
20 111-220 109-175 2-045 2.0% 0-072 0.2% 4% False True 10
40 113-120 109-175 3-265 3.5% 0-045 0.1% 2% False True 5
60 114-165 109-175 4-310 4.5% 0-035 0.1% 2% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 111-296
2.618 111-060
1.618 110-235
1.000 110-145
0.618 110-090
HIGH 110-000
0.618 109-265
0.500 109-248
0.382 109-230
LOW 109-175
0.618 109-085
1.000 109-030
1.618 108-260
2.618 108-115
4.250 107-199
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 109-248 109-265
PP 109-232 109-243
S1 109-216 109-222

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

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