ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-290 |
111-135 |
-0-155 |
-0.4% |
111-230 |
| High |
112-015 |
111-210 |
-0-125 |
-0.3% |
112-265 |
| Low |
111-090 |
111-045 |
-0-045 |
-0.1% |
111-155 |
| Close |
111-135 |
111-065 |
-0-070 |
-0.2% |
112-190 |
| Range |
0-245 |
0-165 |
-0-080 |
-32.7% |
1-110 |
| ATR |
0-228 |
0-223 |
-0-004 |
-2.0% |
0-000 |
| Volume |
2,139,591 |
1,703,768 |
-435,823 |
-20.4% |
9,409,447 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-282 |
112-178 |
111-156 |
|
| R3 |
112-117 |
112-013 |
111-110 |
|
| R2 |
111-272 |
111-272 |
111-095 |
|
| R1 |
111-168 |
111-168 |
111-080 |
111-138 |
| PP |
111-107 |
111-107 |
111-107 |
111-091 |
| S1 |
111-003 |
111-003 |
111-050 |
110-292 |
| S2 |
110-262 |
110-262 |
111-035 |
|
| S3 |
110-097 |
110-158 |
111-020 |
|
| S4 |
109-252 |
109-313 |
110-294 |
|
|
| 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 |
111-045 |
1-220 |
1.5% |
0-242 |
0.7% |
4% |
False |
True |
2,200,843 |
| 10 |
112-265 |
111-045 |
1-220 |
1.5% |
0-232 |
0.7% |
4% |
False |
True |
1,996,293 |
| 20 |
113-120 |
111-045 |
2-075 |
2.0% |
0-204 |
0.6% |
3% |
False |
True |
1,600,296 |
| 40 |
113-120 |
108-185 |
4-255 |
4.3% |
0-219 |
0.6% |
55% |
False |
False |
1,827,644 |
| 60 |
113-120 |
105-230 |
7-210 |
6.9% |
0-235 |
0.7% |
72% |
False |
False |
1,223,915 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-236 |
0.7% |
72% |
False |
False |
918,022 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-209 |
0.6% |
72% |
False |
False |
734,422 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-177 |
0.5% |
72% |
False |
False |
612,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-271 |
|
2.618 |
113-002 |
|
1.618 |
112-157 |
|
1.000 |
112-055 |
|
0.618 |
111-312 |
|
HIGH |
111-210 |
|
0.618 |
111-147 |
|
0.500 |
111-128 |
|
0.382 |
111-108 |
|
LOW |
111-045 |
|
0.618 |
110-263 |
|
1.000 |
110-200 |
|
1.618 |
110-098 |
|
2.618 |
109-253 |
|
4.250 |
108-304 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-128 |
111-275 |
| PP |
111-107 |
111-205 |
| S1 |
111-086 |
111-135 |
|