ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-070 |
111-075 |
0-005 |
0.0% |
112-180 |
| High |
111-095 |
111-195 |
0-100 |
0.3% |
112-185 |
| Low |
110-260 |
111-045 |
0-105 |
0.3% |
110-260 |
| Close |
111-040 |
111-160 |
0-120 |
0.3% |
111-040 |
| Range |
0-155 |
0-150 |
-0-005 |
-3.2% |
1-245 |
| ATR |
0-219 |
0-214 |
-0-005 |
-2.1% |
0-000 |
| Volume |
1,538,398 |
1,325,752 |
-212,646 |
-13.8% |
7,919,490 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-263 |
112-202 |
111-242 |
|
| R3 |
112-113 |
112-052 |
111-201 |
|
| R2 |
111-283 |
111-283 |
111-188 |
|
| R1 |
111-222 |
111-222 |
111-174 |
111-252 |
| PP |
111-133 |
111-133 |
111-133 |
111-149 |
| S1 |
111-072 |
111-072 |
111-146 |
111-102 |
| S2 |
110-303 |
110-303 |
111-132 |
|
| S3 |
110-153 |
110-242 |
111-119 |
|
| S4 |
110-003 |
110-092 |
111-078 |
|
|
| 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 |
112-185 |
110-260 |
1-245 |
1.6% |
0-199 |
0.6% |
39% |
False |
False |
1,849,048 |
| 10 |
112-265 |
110-260 |
2-005 |
1.8% |
0-203 |
0.6% |
34% |
False |
False |
1,865,468 |
| 20 |
113-120 |
110-260 |
2-180 |
2.3% |
0-202 |
0.6% |
27% |
False |
False |
1,615,136 |
| 40 |
113-120 |
108-185 |
4-255 |
4.3% |
0-220 |
0.6% |
61% |
False |
False |
1,853,270 |
| 60 |
113-120 |
105-265 |
7-175 |
6.8% |
0-232 |
0.6% |
75% |
False |
False |
1,271,635 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-236 |
0.7% |
76% |
False |
False |
953,823 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-212 |
0.6% |
76% |
False |
False |
763,063 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-178 |
0.5% |
76% |
False |
False |
635,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-192 |
|
2.618 |
112-268 |
|
1.618 |
112-118 |
|
1.000 |
112-025 |
|
0.618 |
111-288 |
|
HIGH |
111-195 |
|
0.618 |
111-138 |
|
0.500 |
111-120 |
|
0.382 |
111-102 |
|
LOW |
111-045 |
|
0.618 |
110-272 |
|
1.000 |
110-215 |
|
1.618 |
110-122 |
|
2.618 |
109-292 |
|
4.250 |
109-048 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-147 |
111-132 |
| PP |
111-133 |
111-103 |
| S1 |
111-120 |
111-075 |
|