ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-120 |
111-090 |
-0-030 |
-0.1% |
111-075 |
| High |
111-180 |
111-230 |
0-050 |
0.1% |
111-195 |
| Low |
111-000 |
111-050 |
0-050 |
0.1% |
110-265 |
| Close |
111-010 |
111-165 |
0-155 |
0.4% |
111-010 |
| Range |
0-180 |
0-180 |
0-000 |
0.0% |
0-250 |
| ATR |
0-205 |
0-206 |
0-001 |
0.5% |
0-000 |
| Volume |
1,547,788 |
1,679,052 |
131,264 |
8.5% |
8,157,773 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-048 |
112-287 |
111-264 |
|
| R3 |
112-188 |
112-107 |
111-214 |
|
| R2 |
112-008 |
112-008 |
111-198 |
|
| R1 |
111-247 |
111-247 |
111-182 |
111-288 |
| PP |
111-148 |
111-148 |
111-148 |
111-169 |
| S1 |
111-067 |
111-067 |
111-148 |
111-108 |
| S2 |
110-288 |
110-288 |
111-132 |
|
| S3 |
110-108 |
110-207 |
111-116 |
|
| S4 |
109-248 |
110-027 |
111-066 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-160 |
113-015 |
111-148 |
|
| R3 |
112-230 |
112-085 |
111-079 |
|
| R2 |
111-300 |
111-300 |
111-056 |
|
| R1 |
111-155 |
111-155 |
111-033 |
111-102 |
| PP |
111-050 |
111-050 |
111-050 |
111-024 |
| S1 |
110-225 |
110-225 |
110-307 |
110-172 |
| S2 |
110-120 |
110-120 |
110-284 |
|
| S3 |
109-190 |
109-295 |
110-261 |
|
| S4 |
108-260 |
109-045 |
110-192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-230 |
110-265 |
0-285 |
0.8% |
0-179 |
0.5% |
77% |
True |
False |
1,702,214 |
| 10 |
112-185 |
110-260 |
1-245 |
1.6% |
0-189 |
0.5% |
40% |
False |
False |
1,775,631 |
| 20 |
113-010 |
110-260 |
2-070 |
2.0% |
0-206 |
0.6% |
32% |
False |
False |
1,807,280 |
| 40 |
113-120 |
109-220 |
3-220 |
3.3% |
0-214 |
0.6% |
50% |
False |
False |
1,741,226 |
| 60 |
113-120 |
106-050 |
7-070 |
6.5% |
0-228 |
0.6% |
74% |
False |
False |
1,413,281 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-232 |
0.6% |
76% |
False |
False |
1,060,185 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-216 |
0.6% |
76% |
False |
False |
848,174 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-186 |
0.5% |
76% |
False |
False |
706,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-035 |
|
2.618 |
113-061 |
|
1.618 |
112-201 |
|
1.000 |
112-090 |
|
0.618 |
112-021 |
|
HIGH |
111-230 |
|
0.618 |
111-161 |
|
0.500 |
111-140 |
|
0.382 |
111-119 |
|
LOW |
111-050 |
|
0.618 |
110-259 |
|
1.000 |
110-190 |
|
1.618 |
110-079 |
|
2.618 |
109-219 |
|
4.250 |
108-245 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-157 |
111-139 |
| PP |
111-148 |
111-113 |
| S1 |
111-140 |
111-088 |
|