ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-230 |
111-265 |
0-035 |
0.1% |
112-220 |
| High |
112-090 |
112-020 |
-0-070 |
-0.2% |
112-265 |
| Low |
111-155 |
111-220 |
0-065 |
0.2% |
111-065 |
| Close |
112-015 |
111-290 |
-0-045 |
-0.1% |
111-230 |
| Range |
0-255 |
0-120 |
-0-135 |
-52.9% |
1-200 |
| ATR |
0-230 |
0-222 |
-0-008 |
-3.4% |
0-000 |
| Volume |
1,805,485 |
1,416,395 |
-389,090 |
-21.6% |
7,727,412 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-003 |
112-267 |
112-036 |
|
| R3 |
112-203 |
112-147 |
112-003 |
|
| R2 |
112-083 |
112-083 |
111-312 |
|
| R1 |
112-027 |
112-027 |
111-301 |
112-055 |
| PP |
111-283 |
111-283 |
111-283 |
111-298 |
| S1 |
111-227 |
111-227 |
111-279 |
111-255 |
| S2 |
111-163 |
111-163 |
111-268 |
|
| S3 |
111-043 |
111-107 |
111-257 |
|
| S4 |
110-243 |
110-307 |
111-224 |
|
|
| 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 |
112-200 |
111-065 |
1-135 |
1.3% |
0-241 |
0.7% |
49% |
False |
False |
1,886,941 |
| 10 |
113-120 |
111-065 |
2-055 |
1.9% |
0-206 |
0.6% |
32% |
False |
False |
1,449,908 |
| 20 |
113-120 |
109-315 |
3-125 |
3.0% |
0-213 |
0.6% |
57% |
False |
False |
1,562,820 |
| 40 |
113-120 |
107-115 |
6-005 |
5.4% |
0-226 |
0.6% |
76% |
False |
False |
1,519,381 |
| 60 |
113-120 |
105-215 |
7-225 |
6.9% |
0-236 |
0.7% |
81% |
False |
False |
1,014,482 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-231 |
0.6% |
81% |
False |
False |
760,917 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-196 |
0.5% |
81% |
False |
False |
608,735 |
| 120 |
113-155 |
105-215 |
7-260 |
7.0% |
0-166 |
0.5% |
80% |
False |
False |
507,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-210 |
|
2.618 |
113-014 |
|
1.618 |
112-214 |
|
1.000 |
112-140 |
|
0.618 |
112-094 |
|
HIGH |
112-020 |
|
0.618 |
111-294 |
|
0.500 |
111-280 |
|
0.382 |
111-266 |
|
LOW |
111-220 |
|
0.618 |
111-146 |
|
1.000 |
111-100 |
|
1.618 |
111-026 |
|
2.618 |
110-226 |
|
4.250 |
110-030 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-287 |
111-274 |
| PP |
111-283 |
111-258 |
| S1 |
111-280 |
111-242 |
|