ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-135 |
111-070 |
-0-065 |
-0.2% |
112-180 |
| High |
111-210 |
111-095 |
-0-115 |
-0.3% |
112-185 |
| Low |
111-045 |
110-260 |
-0-105 |
-0.3% |
110-260 |
| Close |
111-065 |
111-040 |
-0-025 |
-0.1% |
111-040 |
| Range |
0-165 |
0-155 |
-0-010 |
-6.1% |
1-245 |
| ATR |
0-223 |
0-219 |
-0-005 |
-2.2% |
0-000 |
| Volume |
1,703,768 |
1,538,398 |
-165,370 |
-9.7% |
7,919,490 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-170 |
112-100 |
111-125 |
|
| R3 |
112-015 |
111-265 |
111-083 |
|
| R2 |
111-180 |
111-180 |
111-068 |
|
| R1 |
111-110 |
111-110 |
111-054 |
111-068 |
| PP |
111-025 |
111-025 |
111-025 |
111-004 |
| S1 |
110-275 |
110-275 |
111-026 |
110-232 |
| S2 |
110-190 |
110-190 |
111-012 |
|
| S3 |
110-035 |
110-120 |
110-317 |
|
| S4 |
109-200 |
109-285 |
110-275 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-257 |
115-233 |
112-031 |
|
| R3 |
115-012 |
113-308 |
111-195 |
|
| R2 |
113-087 |
113-087 |
111-144 |
|
| R1 |
112-063 |
112-063 |
111-092 |
111-272 |
| PP |
111-162 |
111-162 |
111-162 |
111-106 |
| S1 |
110-138 |
110-138 |
110-308 |
110-028 |
| S2 |
109-237 |
109-237 |
110-256 |
|
| S3 |
107-312 |
108-213 |
110-205 |
|
| S4 |
106-067 |
106-288 |
110-049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-265 |
110-260 |
2-005 |
1.8% |
0-216 |
0.6% |
16% |
False |
True |
2,005,428 |
| 10 |
112-265 |
110-260 |
2-005 |
1.8% |
0-224 |
0.6% |
16% |
False |
True |
1,984,288 |
| 20 |
113-120 |
110-260 |
2-180 |
2.3% |
0-205 |
0.6% |
12% |
False |
True |
1,621,098 |
| 40 |
113-120 |
108-185 |
4-255 |
4.3% |
0-219 |
0.6% |
53% |
False |
False |
1,859,527 |
| 60 |
113-120 |
105-265 |
7-175 |
6.8% |
0-232 |
0.7% |
70% |
False |
False |
1,249,550 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-236 |
0.7% |
71% |
False |
False |
937,252 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-210 |
0.6% |
71% |
False |
False |
749,806 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-178 |
0.5% |
71% |
False |
False |
624,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-114 |
|
2.618 |
112-181 |
|
1.618 |
112-026 |
|
1.000 |
111-250 |
|
0.618 |
111-191 |
|
HIGH |
111-095 |
|
0.618 |
111-036 |
|
0.500 |
111-018 |
|
0.382 |
110-319 |
|
LOW |
110-260 |
|
0.618 |
110-164 |
|
1.000 |
110-105 |
|
1.618 |
110-009 |
|
2.618 |
109-174 |
|
4.250 |
108-241 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-032 |
111-138 |
| PP |
111-025 |
111-105 |
| S1 |
111-018 |
111-072 |
|