ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-135 |
111-085 |
-0-050 |
-0.1% |
112-180 |
| High |
111-170 |
111-195 |
0-025 |
0.1% |
112-185 |
| Low |
111-040 |
110-295 |
-0-065 |
-0.2% |
110-260 |
| Close |
111-070 |
110-310 |
-0-080 |
-0.2% |
111-040 |
| Range |
0-130 |
0-220 |
0-090 |
69.2% |
1-245 |
| ATR |
0-208 |
0-209 |
0-001 |
0.4% |
0-000 |
| Volume |
1,268,992 |
1,977,841 |
708,849 |
55.9% |
7,919,490 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-073 |
112-252 |
111-111 |
|
| R3 |
112-173 |
112-032 |
111-050 |
|
| R2 |
111-273 |
111-273 |
111-030 |
|
| R1 |
111-132 |
111-132 |
111-010 |
111-092 |
| PP |
111-053 |
111-053 |
111-053 |
111-034 |
| S1 |
110-232 |
110-232 |
110-290 |
110-192 |
| S2 |
110-153 |
110-153 |
110-270 |
|
| S3 |
109-253 |
110-012 |
110-250 |
|
| S4 |
109-033 |
109-112 |
110-189 |
|
|
| 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 |
111-210 |
110-260 |
0-270 |
0.8% |
0-164 |
0.5% |
19% |
False |
False |
1,562,950 |
| 10 |
112-265 |
110-260 |
2-005 |
1.8% |
0-200 |
0.6% |
8% |
False |
False |
1,867,964 |
| 20 |
113-120 |
110-260 |
2-180 |
2.3% |
0-204 |
0.6% |
6% |
False |
False |
1,658,936 |
| 40 |
113-120 |
108-185 |
4-255 |
4.3% |
0-218 |
0.6% |
50% |
False |
False |
1,840,865 |
| 60 |
113-120 |
106-050 |
7-070 |
6.5% |
0-228 |
0.6% |
67% |
False |
False |
1,325,659 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-234 |
0.7% |
69% |
False |
False |
994,404 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-213 |
0.6% |
69% |
False |
False |
795,532 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-181 |
0.5% |
69% |
False |
False |
662,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-170 |
|
2.618 |
113-131 |
|
1.618 |
112-231 |
|
1.000 |
112-095 |
|
0.618 |
112-011 |
|
HIGH |
111-195 |
|
0.618 |
111-111 |
|
0.500 |
111-085 |
|
0.382 |
111-059 |
|
LOW |
110-295 |
|
0.618 |
110-159 |
|
1.000 |
110-075 |
|
1.618 |
109-259 |
|
2.618 |
109-039 |
|
4.250 |
108-000 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-085 |
111-085 |
| PP |
111-053 |
111-053 |
| S1 |
111-022 |
111-022 |
|