ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-295 |
112-220 |
-0-075 |
-0.2% |
112-215 |
| High |
113-010 |
112-265 |
-0-065 |
-0.2% |
113-120 |
| Low |
112-180 |
112-040 |
-0-140 |
-0.4% |
112-175 |
| Close |
112-285 |
112-095 |
-0-190 |
-0.5% |
112-285 |
| Range |
0-150 |
0-225 |
0-075 |
50.0% |
0-265 |
| ATR |
0-213 |
0-215 |
0-002 |
1.1% |
0-000 |
| Volume |
1,252,433 |
1,514,587 |
262,154 |
20.9% |
3,549,793 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-168 |
114-037 |
112-219 |
|
| R3 |
113-263 |
113-132 |
112-157 |
|
| R2 |
113-038 |
113-038 |
112-136 |
|
| R1 |
112-227 |
112-227 |
112-116 |
112-180 |
| PP |
112-133 |
112-133 |
112-133 |
112-110 |
| S1 |
112-002 |
112-002 |
112-074 |
111-275 |
| S2 |
111-228 |
111-228 |
112-054 |
|
| S3 |
111-003 |
111-097 |
112-033 |
|
| S4 |
110-098 |
110-192 |
111-291 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-135 |
114-315 |
113-111 |
|
| R3 |
114-190 |
114-050 |
113-038 |
|
| R2 |
113-245 |
113-245 |
113-014 |
|
| R1 |
113-105 |
113-105 |
112-309 |
113-175 |
| PP |
112-300 |
112-300 |
112-300 |
113-015 |
| S1 |
112-160 |
112-160 |
112-261 |
112-230 |
| S2 |
112-035 |
112-035 |
112-236 |
|
| S3 |
111-090 |
111-215 |
112-212 |
|
| S4 |
110-145 |
110-270 |
112-139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-120 |
112-040 |
1-080 |
1.1% |
0-172 |
0.5% |
14% |
False |
True |
1,012,876 |
| 10 |
113-120 |
112-040 |
1-080 |
1.1% |
0-168 |
0.5% |
14% |
False |
True |
1,111,446 |
| 20 |
113-120 |
109-315 |
3-125 |
3.0% |
0-210 |
0.6% |
68% |
False |
False |
1,556,792 |
| 40 |
113-120 |
107-115 |
6-005 |
5.4% |
0-232 |
0.6% |
82% |
False |
False |
1,285,096 |
| 60 |
113-120 |
105-215 |
7-225 |
6.9% |
0-239 |
0.7% |
86% |
False |
False |
857,265 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-222 |
0.6% |
86% |
False |
False |
642,985 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-184 |
0.5% |
86% |
False |
False |
514,388 |
| 120 |
114-100 |
105-215 |
8-205 |
7.7% |
0-156 |
0.4% |
77% |
False |
False |
428,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-261 |
|
2.618 |
114-214 |
|
1.618 |
113-309 |
|
1.000 |
113-170 |
|
0.618 |
113-084 |
|
HIGH |
112-265 |
|
0.618 |
112-179 |
|
0.500 |
112-152 |
|
0.382 |
112-126 |
|
LOW |
112-040 |
|
0.618 |
111-221 |
|
1.000 |
111-135 |
|
1.618 |
110-316 |
|
2.618 |
110-091 |
|
4.250 |
109-044 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-152 |
112-228 |
| PP |
112-133 |
112-183 |
| S1 |
112-114 |
112-139 |
|