ECBOT 10 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 23-Jan-2024
Day Change Summary
Previous Current
22-Jan-2024 23-Jan-2024 Change Change % Previous Week
Open 111-075 111-135 0-060 0.2% 112-180
High 111-195 111-170 -0-025 -0.1% 112-185
Low 111-045 111-040 -0-005 0.0% 110-260
Close 111-160 111-070 -0-090 -0.3% 111-040
Range 0-150 0-130 -0-020 -13.3% 1-245
ATR 0-214 0-208 -0-006 -2.8% 0-000
Volume 1,325,752 1,268,992 -56,760 -4.3% 7,919,490
Daily Pivots for day following 23-Jan-2024
Classic Woodie Camarilla DeMark
R4 112-163 112-087 111-142
R3 112-033 111-277 111-106
R2 111-223 111-223 111-094
R1 111-147 111-147 111-082 111-120
PP 111-093 111-093 111-093 111-080
S1 111-017 111-017 111-058 110-310
S2 110-283 110-283 111-046
S3 110-153 110-207 111-034
S4 110-023 110-077 110-318
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
5 112-015 110-260 1-075 1.1% 0-169 0.5% 33% False False 1,595,300
10 112-265 110-260 2-005 1.8% 0-190 0.5% 20% False False 1,811,819
20 113-120 110-260 2-180 2.3% 0-200 0.6% 16% False False 1,605,859
40 113-120 108-185 4-255 4.3% 0-218 0.6% 55% False False 1,827,969
60 113-120 105-265 7-175 6.8% 0-229 0.6% 71% False False 1,292,775
80 113-120 105-215 7-225 6.9% 0-234 0.7% 72% False False 969,683
100 113-120 105-215 7-225 6.9% 0-211 0.6% 72% False False 775,753
120 113-120 105-215 7-225 6.9% 0-179 0.5% 72% False False 646,461
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 113-082
2.618 112-190
1.618 112-060
1.000 111-300
0.618 111-250
HIGH 111-170
0.618 111-120
0.500 111-105
0.382 111-090
LOW 111-040
0.618 110-280
1.000 110-230
1.618 110-150
2.618 110-020
4.250 109-128
Fisher Pivots for day following 23-Jan-2024
Pivot 1 day 3 day
R1 111-105 111-069
PP 111-093 111-068
S1 111-082 111-068

These figures are updated between 7pm and 10pm EST after a trading day.

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