ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-220 |
112-120 |
-0-100 |
-0.3% |
112-215 |
| High |
112-265 |
112-200 |
-0-065 |
-0.2% |
113-120 |
| Low |
112-040 |
111-280 |
-0-080 |
-0.2% |
112-175 |
| Close |
112-095 |
112-165 |
0-070 |
0.2% |
112-285 |
| Range |
0-225 |
0-240 |
0-015 |
6.7% |
0-265 |
| ATR |
0-215 |
0-217 |
0-002 |
0.8% |
0-000 |
| Volume |
1,514,587 |
2,040,430 |
525,843 |
34.7% |
3,549,793 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-188 |
114-097 |
112-297 |
|
| R3 |
113-268 |
113-177 |
112-231 |
|
| R2 |
113-028 |
113-028 |
112-209 |
|
| R1 |
112-257 |
112-257 |
112-187 |
112-302 |
| PP |
112-108 |
112-108 |
112-108 |
112-131 |
| S1 |
112-017 |
112-017 |
112-143 |
112-062 |
| S2 |
111-188 |
111-188 |
112-121 |
|
| S3 |
110-268 |
111-097 |
112-099 |
|
| S4 |
110-028 |
110-177 |
112-033 |
|
|
| 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 |
111-280 |
1-160 |
1.3% |
0-207 |
0.6% |
43% |
False |
True |
1,341,698 |
| 10 |
113-120 |
111-280 |
1-160 |
1.3% |
0-176 |
0.5% |
43% |
False |
True |
1,204,298 |
| 20 |
113-120 |
109-315 |
3-125 |
3.0% |
0-211 |
0.6% |
75% |
False |
False |
1,576,587 |
| 40 |
113-120 |
107-115 |
6-005 |
5.3% |
0-226 |
0.6% |
86% |
False |
False |
1,335,791 |
| 60 |
113-120 |
105-215 |
7-225 |
6.8% |
0-237 |
0.7% |
89% |
False |
False |
891,267 |
| 80 |
113-120 |
105-215 |
7-225 |
6.8% |
0-223 |
0.6% |
89% |
False |
False |
668,490 |
| 100 |
113-120 |
105-215 |
7-225 |
6.8% |
0-187 |
0.5% |
89% |
False |
False |
534,793 |
| 120 |
114-090 |
105-215 |
8-195 |
7.7% |
0-158 |
0.4% |
79% |
False |
False |
445,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-260 |
|
2.618 |
114-188 |
|
1.618 |
113-268 |
|
1.000 |
113-120 |
|
0.618 |
113-028 |
|
HIGH |
112-200 |
|
0.618 |
112-108 |
|
0.500 |
112-080 |
|
0.382 |
112-052 |
|
LOW |
111-280 |
|
0.618 |
111-132 |
|
1.000 |
111-040 |
|
1.618 |
110-212 |
|
2.618 |
109-292 |
|
4.250 |
108-220 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-137 |
112-158 |
| PP |
112-108 |
112-152 |
| S1 |
112-080 |
112-145 |
|