ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-130 |
112-180 |
0-050 |
0.1% |
111-230 |
| High |
112-265 |
112-185 |
-0-080 |
-0.2% |
112-265 |
| Low |
112-030 |
111-225 |
-0-125 |
-0.3% |
111-155 |
| Close |
112-190 |
111-270 |
-0-240 |
-0.7% |
112-190 |
| Range |
0-235 |
0-280 |
0-045 |
19.1% |
1-110 |
| ATR |
0-222 |
0-227 |
0-004 |
2.0% |
0-000 |
| Volume |
2,107,650 |
2,537,733 |
430,083 |
20.4% |
9,409,447 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-213 |
114-042 |
112-104 |
|
| R3 |
113-253 |
113-082 |
112-027 |
|
| R2 |
112-293 |
112-293 |
112-001 |
|
| R1 |
112-122 |
112-122 |
111-296 |
112-068 |
| PP |
112-013 |
112-013 |
112-013 |
111-306 |
| S1 |
111-162 |
111-162 |
111-244 |
111-108 |
| S2 |
111-053 |
111-053 |
111-219 |
|
| S3 |
110-093 |
110-202 |
111-193 |
|
| S4 |
109-133 |
109-242 |
111-116 |
|
|
| 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 |
111-195 |
1-070 |
1.1% |
0-212 |
0.6% |
19% |
False |
False |
2,028,339 |
| 10 |
112-265 |
111-065 |
1-200 |
1.5% |
0-237 |
0.7% |
39% |
False |
False |
1,967,459 |
| 20 |
113-120 |
111-065 |
2-055 |
1.9% |
0-201 |
0.6% |
29% |
False |
False |
1,560,944 |
| 40 |
113-120 |
108-185 |
4-255 |
4.3% |
0-220 |
0.6% |
68% |
False |
False |
1,734,629 |
| 60 |
113-120 |
105-215 |
7-225 |
6.9% |
0-235 |
0.7% |
80% |
False |
False |
1,159,881 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-236 |
0.7% |
80% |
False |
False |
869,983 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-205 |
0.6% |
80% |
False |
False |
695,988 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-174 |
0.5% |
80% |
False |
False |
579,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-095 |
|
2.618 |
114-278 |
|
1.618 |
113-318 |
|
1.000 |
113-145 |
|
0.618 |
113-038 |
|
HIGH |
112-185 |
|
0.618 |
112-078 |
|
0.500 |
112-045 |
|
0.382 |
112-012 |
|
LOW |
111-225 |
|
0.618 |
111-052 |
|
1.000 |
110-265 |
|
1.618 |
110-092 |
|
2.618 |
109-132 |
|
4.250 |
107-315 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-045 |
112-070 |
| PP |
112-013 |
112-030 |
| S1 |
111-302 |
111-310 |
|