ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-120 |
112-130 |
0-010 |
0.0% |
112-215 |
| High |
112-200 |
112-190 |
-0-010 |
0.0% |
113-120 |
| Low |
111-280 |
111-275 |
-0-005 |
0.0% |
112-175 |
| Close |
112-165 |
111-315 |
-0-170 |
-0.5% |
112-285 |
| Range |
0-240 |
0-235 |
-0-005 |
-2.1% |
0-265 |
| ATR |
0-217 |
0-218 |
0-001 |
0.6% |
0-000 |
| Volume |
2,040,430 |
1,658,449 |
-381,981 |
-18.7% |
3,549,793 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-112 |
113-288 |
112-124 |
|
| R3 |
113-197 |
113-053 |
112-060 |
|
| R2 |
112-282 |
112-282 |
112-038 |
|
| R1 |
112-138 |
112-138 |
112-017 |
112-092 |
| PP |
112-047 |
112-047 |
112-047 |
112-024 |
| S1 |
111-223 |
111-223 |
111-293 |
111-178 |
| S2 |
111-132 |
111-132 |
111-272 |
|
| S3 |
110-217 |
110-308 |
111-250 |
|
| S4 |
109-302 |
110-073 |
111-186 |
|
|
| 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 |
113-095 |
111-275 |
1-140 |
1.3% |
0-202 |
0.6% |
9% |
False |
True |
1,492,168 |
| 10 |
113-120 |
111-275 |
1-165 |
1.4% |
0-187 |
0.5% |
8% |
False |
True |
1,257,909 |
| 20 |
113-120 |
109-315 |
3-125 |
3.0% |
0-212 |
0.6% |
59% |
False |
False |
1,565,842 |
| 40 |
113-120 |
107-115 |
6-005 |
5.4% |
0-227 |
0.6% |
77% |
False |
False |
1,377,130 |
| 60 |
113-120 |
105-215 |
7-225 |
6.9% |
0-237 |
0.7% |
82% |
False |
False |
918,904 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-226 |
0.6% |
82% |
False |
False |
689,221 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-189 |
0.5% |
82% |
False |
False |
551,377 |
| 120 |
114-090 |
105-215 |
8-195 |
7.7% |
0-160 |
0.4% |
73% |
False |
False |
459,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-229 |
|
2.618 |
114-165 |
|
1.618 |
113-250 |
|
1.000 |
113-105 |
|
0.618 |
113-015 |
|
HIGH |
112-190 |
|
0.618 |
112-100 |
|
0.500 |
112-072 |
|
0.382 |
112-045 |
|
LOW |
111-275 |
|
0.618 |
111-130 |
|
1.000 |
111-040 |
|
1.618 |
110-215 |
|
2.618 |
109-300 |
|
4.250 |
108-236 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-072 |
112-110 |
| PP |
112-047 |
112-072 |
| S1 |
112-021 |
112-033 |
|