ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-305 |
111-280 |
-0-025 |
-0.1% |
112-220 |
| High |
112-070 |
112-160 |
0-090 |
0.3% |
112-265 |
| Low |
111-250 |
111-195 |
-0-055 |
-0.2% |
111-065 |
| Close |
111-280 |
112-110 |
0-150 |
0.4% |
111-230 |
| Range |
0-140 |
0-285 |
0-145 |
103.6% |
1-200 |
| ATR |
0-216 |
0-221 |
0-005 |
2.3% |
0-000 |
| Volume |
1,564,442 |
2,515,475 |
951,033 |
60.8% |
7,727,412 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-263 |
114-152 |
112-267 |
|
| R3 |
113-298 |
113-187 |
112-188 |
|
| R2 |
113-013 |
113-013 |
112-162 |
|
| R1 |
112-222 |
112-222 |
112-136 |
112-278 |
| PP |
112-048 |
112-048 |
112-048 |
112-076 |
| S1 |
111-257 |
111-257 |
112-084 |
111-312 |
| S2 |
111-083 |
111-083 |
112-058 |
|
| S3 |
110-118 |
110-292 |
112-032 |
|
| S4 |
109-153 |
110-007 |
111-273 |
|
|
| 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 |
112-160 |
111-065 |
1-095 |
1.2% |
0-231 |
0.6% |
88% |
True |
False |
1,963,148 |
| 10 |
113-095 |
111-065 |
2-030 |
1.9% |
0-216 |
0.6% |
54% |
False |
False |
1,727,658 |
| 20 |
113-120 |
110-160 |
2-280 |
2.6% |
0-215 |
0.6% |
64% |
False |
False |
1,603,426 |
| 40 |
113-120 |
107-215 |
5-225 |
5.1% |
0-227 |
0.6% |
82% |
False |
False |
1,620,274 |
| 60 |
113-120 |
105-215 |
7-225 |
6.9% |
0-236 |
0.7% |
87% |
False |
False |
1,082,477 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-234 |
0.7% |
87% |
False |
False |
811,916 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-200 |
0.6% |
87% |
False |
False |
649,535 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-170 |
0.5% |
87% |
False |
False |
541,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-091 |
|
2.618 |
114-266 |
|
1.618 |
113-301 |
|
1.000 |
113-125 |
|
0.618 |
113-016 |
|
HIGH |
112-160 |
|
0.618 |
112-051 |
|
0.500 |
112-018 |
|
0.382 |
111-304 |
|
LOW |
111-195 |
|
0.618 |
111-019 |
|
1.000 |
110-230 |
|
1.618 |
110-054 |
|
2.618 |
109-089 |
|
4.250 |
107-264 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-079 |
112-079 |
| PP |
112-048 |
112-048 |
| S1 |
112-018 |
112-018 |
|