ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-130 |
111-295 |
-0-155 |
-0.4% |
112-220 |
| High |
112-190 |
112-100 |
-0-090 |
-0.2% |
112-265 |
| Low |
111-275 |
111-065 |
-0-210 |
-0.6% |
111-065 |
| Close |
111-315 |
111-230 |
-0-085 |
-0.2% |
111-230 |
| Range |
0-235 |
1-035 |
0-120 |
51.1% |
1-200 |
| ATR |
0-218 |
0-228 |
0-010 |
4.5% |
0-000 |
| Volume |
1,658,449 |
2,513,946 |
855,497 |
51.6% |
7,727,412 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-023 |
114-162 |
112-105 |
|
| R3 |
113-308 |
113-127 |
112-008 |
|
| R2 |
112-273 |
112-273 |
111-295 |
|
| R1 |
112-092 |
112-092 |
111-263 |
112-005 |
| PP |
111-238 |
111-238 |
111-238 |
111-195 |
| S1 |
111-057 |
111-057 |
111-197 |
110-290 |
| S2 |
110-203 |
110-203 |
111-165 |
|
| S3 |
109-168 |
110-022 |
111-132 |
|
| S4 |
108-133 |
108-307 |
111-035 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-253 |
115-282 |
112-196 |
|
| R3 |
115-053 |
114-082 |
112-053 |
|
| R2 |
113-173 |
113-173 |
112-005 |
|
| R1 |
112-202 |
112-202 |
111-278 |
112-088 |
| PP |
111-293 |
111-293 |
111-293 |
111-236 |
| S1 |
111-002 |
111-002 |
111-182 |
110-208 |
| S2 |
110-093 |
110-093 |
111-135 |
|
| S3 |
108-213 |
109-122 |
111-087 |
|
| S4 |
107-013 |
107-242 |
110-264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-010 |
111-065 |
1-265 |
1.6% |
0-241 |
0.7% |
28% |
False |
True |
1,795,969 |
| 10 |
113-120 |
111-065 |
2-055 |
1.9% |
0-202 |
0.6% |
24% |
False |
True |
1,364,804 |
| 20 |
113-120 |
109-315 |
3-125 |
3.0% |
0-220 |
0.6% |
51% |
False |
False |
1,603,921 |
| 40 |
113-120 |
107-115 |
6-005 |
5.4% |
0-230 |
0.6% |
72% |
False |
False |
1,439,686 |
| 60 |
113-120 |
105-215 |
7-225 |
6.9% |
0-239 |
0.7% |
78% |
False |
False |
960,800 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-230 |
0.6% |
78% |
False |
False |
720,645 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-192 |
0.5% |
78% |
False |
False |
576,517 |
| 120 |
114-090 |
105-215 |
8-195 |
7.7% |
0-163 |
0.5% |
70% |
False |
False |
480,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-009 |
|
2.618 |
115-069 |
|
1.618 |
114-034 |
|
1.000 |
113-135 |
|
0.618 |
112-319 |
|
HIGH |
112-100 |
|
0.618 |
111-284 |
|
0.500 |
111-242 |
|
0.382 |
111-201 |
|
LOW |
111-065 |
|
0.618 |
110-166 |
|
1.000 |
110-030 |
|
1.618 |
109-131 |
|
2.618 |
108-096 |
|
4.250 |
106-156 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-242 |
111-292 |
| PP |
111-238 |
111-272 |
| S1 |
111-234 |
111-251 |
|