ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-280 |
112-130 |
0-170 |
0.5% |
111-230 |
| High |
112-160 |
112-265 |
0-105 |
0.3% |
112-265 |
| Low |
111-195 |
112-030 |
0-155 |
0.4% |
111-155 |
| Close |
112-110 |
112-190 |
0-080 |
0.2% |
112-190 |
| Range |
0-285 |
0-235 |
-0-050 |
-17.5% |
1-110 |
| ATR |
0-221 |
0-222 |
0-001 |
0.4% |
0-000 |
| Volume |
2,515,475 |
2,107,650 |
-407,825 |
-16.2% |
9,409,447 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-227 |
114-123 |
112-319 |
|
| R3 |
113-312 |
113-208 |
112-255 |
|
| R2 |
113-077 |
113-077 |
112-233 |
|
| R1 |
112-293 |
112-293 |
112-212 |
113-025 |
| PP |
112-162 |
112-162 |
112-162 |
112-188 |
| S1 |
112-058 |
112-058 |
112-168 |
112-110 |
| S2 |
111-247 |
111-247 |
112-147 |
|
| S3 |
111-012 |
111-143 |
112-125 |
|
| S4 |
110-097 |
110-228 |
112-061 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-107 |
115-258 |
113-106 |
|
| R3 |
114-317 |
114-148 |
112-308 |
|
| R2 |
113-207 |
113-207 |
112-269 |
|
| R1 |
113-038 |
113-038 |
112-229 |
113-122 |
| PP |
112-097 |
112-097 |
112-097 |
112-139 |
| S1 |
111-248 |
111-248 |
112-151 |
112-012 |
| S2 |
110-307 |
110-307 |
112-111 |
|
| S3 |
109-197 |
110-138 |
112-072 |
|
| S4 |
108-087 |
109-028 |
111-274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-265 |
111-155 |
1-110 |
1.2% |
0-207 |
0.6% |
83% |
True |
False |
1,881,889 |
| 10 |
113-010 |
111-065 |
1-265 |
1.6% |
0-224 |
0.6% |
76% |
False |
False |
1,838,929 |
| 20 |
113-120 |
111-065 |
2-055 |
1.9% |
0-201 |
0.6% |
64% |
False |
False |
1,590,082 |
| 40 |
113-120 |
108-140 |
4-300 |
4.4% |
0-220 |
0.6% |
84% |
False |
False |
1,671,996 |
| 60 |
113-120 |
105-215 |
7-225 |
6.8% |
0-234 |
0.7% |
90% |
False |
False |
1,117,593 |
| 80 |
113-120 |
105-215 |
7-225 |
6.8% |
0-235 |
0.7% |
90% |
False |
False |
838,261 |
| 100 |
113-120 |
105-215 |
7-225 |
6.8% |
0-202 |
0.6% |
90% |
False |
False |
670,611 |
| 120 |
113-120 |
105-215 |
7-225 |
6.8% |
0-172 |
0.5% |
90% |
False |
False |
558,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-304 |
|
2.618 |
114-240 |
|
1.618 |
114-005 |
|
1.000 |
113-180 |
|
0.618 |
113-090 |
|
HIGH |
112-265 |
|
0.618 |
112-175 |
|
0.500 |
112-148 |
|
0.382 |
112-120 |
|
LOW |
112-030 |
|
0.618 |
111-205 |
|
1.000 |
111-115 |
|
1.618 |
110-290 |
|
2.618 |
110-055 |
|
4.250 |
108-311 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-176 |
112-150 |
| PP |
112-162 |
112-110 |
| S1 |
112-148 |
112-070 |
|