ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-085 |
111-000 |
-0-085 |
-0.2% |
112-180 |
| High |
111-195 |
111-130 |
-0-065 |
-0.2% |
112-185 |
| Low |
110-295 |
110-265 |
-0-030 |
-0.1% |
110-260 |
| Close |
110-310 |
111-100 |
0-110 |
0.3% |
111-040 |
| Range |
0-220 |
0-185 |
-0-035 |
-15.9% |
1-245 |
| ATR |
0-209 |
0-207 |
-0-002 |
-0.8% |
0-000 |
| Volume |
1,977,841 |
2,037,400 |
59,559 |
3.0% |
7,919,490 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-293 |
112-222 |
111-202 |
|
| R3 |
112-108 |
112-037 |
111-151 |
|
| R2 |
111-243 |
111-243 |
111-134 |
|
| R1 |
111-172 |
111-172 |
111-117 |
111-208 |
| PP |
111-058 |
111-058 |
111-058 |
111-076 |
| S1 |
110-307 |
110-307 |
111-083 |
111-022 |
| S2 |
110-193 |
110-193 |
111-066 |
|
| S3 |
110-008 |
110-122 |
111-049 |
|
| S4 |
109-143 |
109-257 |
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 |
111-195 |
110-260 |
0-255 |
0.7% |
0-168 |
0.5% |
63% |
False |
False |
1,629,676 |
| 10 |
112-265 |
110-260 |
2-005 |
1.8% |
0-205 |
0.6% |
25% |
False |
False |
1,915,260 |
| 20 |
113-120 |
110-260 |
2-180 |
2.3% |
0-210 |
0.6% |
20% |
False |
False |
1,740,990 |
| 40 |
113-120 |
109-055 |
4-065 |
3.8% |
0-216 |
0.6% |
51% |
False |
False |
1,797,906 |
| 60 |
113-120 |
106-050 |
7-070 |
6.5% |
0-229 |
0.6% |
71% |
False |
False |
1,359,593 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-233 |
0.7% |
73% |
False |
False |
1,019,867 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-214 |
0.6% |
73% |
False |
False |
815,906 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-183 |
0.5% |
73% |
False |
False |
679,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-276 |
|
2.618 |
112-294 |
|
1.618 |
112-109 |
|
1.000 |
111-315 |
|
0.618 |
111-244 |
|
HIGH |
111-130 |
|
0.618 |
111-059 |
|
0.500 |
111-038 |
|
0.382 |
111-016 |
|
LOW |
110-265 |
|
0.618 |
110-151 |
|
1.000 |
110-080 |
|
1.618 |
109-286 |
|
2.618 |
109-101 |
|
4.250 |
108-119 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-079 |
111-090 |
| PP |
111-058 |
111-080 |
| S1 |
111-038 |
111-070 |
|