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 |
|
|
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 |
|