ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-180 |
111-290 |
-0-210 |
-0.6% |
111-230 |
| High |
112-185 |
112-015 |
-0-170 |
-0.5% |
112-265 |
| Low |
111-225 |
111-090 |
-0-135 |
-0.4% |
111-155 |
| Close |
111-270 |
111-135 |
-0-135 |
-0.4% |
112-190 |
| Range |
0-280 |
0-245 |
-0-035 |
-12.5% |
1-110 |
| ATR |
0-227 |
0-228 |
0-001 |
0.6% |
0-000 |
| Volume |
2,537,733 |
2,139,591 |
-398,142 |
-15.7% |
9,409,447 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-282 |
113-133 |
111-270 |
|
| R3 |
113-037 |
112-208 |
111-202 |
|
| R2 |
112-112 |
112-112 |
111-180 |
|
| R1 |
111-283 |
111-283 |
111-157 |
111-235 |
| PP |
111-187 |
111-187 |
111-187 |
111-162 |
| S1 |
111-038 |
111-038 |
111-113 |
110-310 |
| S2 |
110-262 |
110-262 |
111-090 |
|
| S3 |
110-017 |
110-113 |
111-068 |
|
| S4 |
109-092 |
109-188 |
111-000 |
|
|
| 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 |
111-090 |
1-175 |
1.4% |
0-237 |
0.7% |
9% |
False |
True |
2,172,978 |
| 10 |
112-265 |
111-065 |
1-200 |
1.5% |
0-239 |
0.7% |
13% |
False |
False |
2,029,959 |
| 20 |
113-120 |
111-065 |
2-055 |
1.9% |
0-203 |
0.6% |
10% |
False |
False |
1,570,702 |
| 40 |
113-120 |
108-185 |
4-255 |
4.3% |
0-220 |
0.6% |
59% |
False |
False |
1,786,659 |
| 60 |
113-120 |
105-230 |
7-210 |
6.9% |
0-236 |
0.7% |
74% |
False |
False |
1,195,527 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-236 |
0.7% |
75% |
False |
False |
896,725 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-208 |
0.6% |
75% |
False |
False |
717,384 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-176 |
0.5% |
75% |
False |
False |
597,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-096 |
|
2.618 |
114-016 |
|
1.618 |
113-091 |
|
1.000 |
112-260 |
|
0.618 |
112-166 |
|
HIGH |
112-015 |
|
0.618 |
111-241 |
|
0.500 |
111-212 |
|
0.382 |
111-184 |
|
LOW |
111-090 |
|
0.618 |
110-259 |
|
1.000 |
110-165 |
|
1.618 |
110-014 |
|
2.618 |
109-089 |
|
4.250 |
108-009 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-212 |
112-018 |
| PP |
111-187 |
111-270 |
| S1 |
111-161 |
111-202 |
|