ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-265 |
111-305 |
0-040 |
0.1% |
112-220 |
| High |
112-020 |
112-070 |
0-050 |
0.1% |
112-265 |
| Low |
111-220 |
111-250 |
0-030 |
0.1% |
111-065 |
| Close |
111-290 |
111-280 |
-0-010 |
0.0% |
111-230 |
| Range |
0-120 |
0-140 |
0-020 |
16.7% |
1-200 |
| ATR |
0-222 |
0-216 |
-0-006 |
-2.6% |
0-000 |
| Volume |
1,416,395 |
1,564,442 |
148,047 |
10.5% |
7,727,412 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-087 |
113-003 |
112-037 |
|
| R3 |
112-267 |
112-183 |
111-318 |
|
| R2 |
112-127 |
112-127 |
111-306 |
|
| R1 |
112-043 |
112-043 |
111-293 |
112-015 |
| PP |
111-307 |
111-307 |
111-307 |
111-292 |
| S1 |
111-223 |
111-223 |
111-267 |
111-195 |
| S2 |
111-167 |
111-167 |
111-254 |
|
| S3 |
111-027 |
111-083 |
111-242 |
|
| S4 |
110-207 |
110-263 |
111-203 |
|
|
| 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 |
112-190 |
111-065 |
1-125 |
1.2% |
0-221 |
0.6% |
48% |
False |
False |
1,791,743 |
| 10 |
113-120 |
111-065 |
2-055 |
1.9% |
0-214 |
0.6% |
31% |
False |
False |
1,566,721 |
| 20 |
113-120 |
110-075 |
3-045 |
2.8% |
0-213 |
0.6% |
52% |
False |
False |
1,569,079 |
| 40 |
113-120 |
107-115 |
6-005 |
5.4% |
0-224 |
0.6% |
75% |
False |
False |
1,557,799 |
| 60 |
113-120 |
105-215 |
7-225 |
6.9% |
0-234 |
0.7% |
81% |
False |
False |
1,040,554 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-231 |
0.6% |
81% |
False |
False |
780,472 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-197 |
0.6% |
81% |
False |
False |
624,380 |
| 120 |
113-155 |
105-215 |
7-260 |
7.0% |
0-167 |
0.5% |
79% |
False |
False |
520,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-025 |
|
2.618 |
113-117 |
|
1.618 |
112-297 |
|
1.000 |
112-210 |
|
0.618 |
112-157 |
|
HIGH |
112-070 |
|
0.618 |
112-017 |
|
0.500 |
112-000 |
|
0.382 |
111-303 |
|
LOW |
111-250 |
|
0.618 |
111-163 |
|
1.000 |
111-110 |
|
1.618 |
111-023 |
|
2.618 |
110-203 |
|
4.250 |
109-295 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-000 |
111-282 |
| PP |
111-307 |
111-282 |
| S1 |
111-293 |
111-281 |
|