ECBOT 10 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 30-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
111-090 |
111-190 |
0-100 |
0.3% |
111-075 |
High |
111-230 |
111-275 |
0-045 |
0.1% |
111-195 |
Low |
111-050 |
111-110 |
0-060 |
0.2% |
110-265 |
Close |
111-165 |
111-200 |
0-035 |
0.1% |
111-010 |
Range |
0-180 |
0-165 |
-0-015 |
-8.3% |
0-250 |
ATR |
0-206 |
0-203 |
-0-003 |
-1.4% |
0-000 |
Volume |
1,679,052 |
1,873,442 |
194,390 |
11.6% |
8,157,773 |
|
Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-050 |
112-290 |
111-291 |
|
R3 |
112-205 |
112-125 |
111-245 |
|
R2 |
112-040 |
112-040 |
111-230 |
|
R1 |
111-280 |
111-280 |
111-215 |
112-000 |
PP |
111-195 |
111-195 |
111-195 |
111-215 |
S1 |
111-115 |
111-115 |
111-185 |
111-155 |
S2 |
111-030 |
111-030 |
111-170 |
|
S3 |
110-185 |
110-270 |
111-155 |
|
S4 |
110-020 |
110-105 |
111-109 |
|
|
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 |
111-275 |
110-265 |
1-010 |
0.9% |
0-186 |
0.5% |
77% |
True |
False |
1,823,104 |
10 |
112-015 |
110-260 |
1-075 |
1.1% |
0-178 |
0.5% |
66% |
False |
False |
1,709,202 |
20 |
112-265 |
110-260 |
2-005 |
1.8% |
0-207 |
0.6% |
40% |
False |
False |
1,838,330 |
40 |
113-120 |
109-250 |
3-190 |
3.2% |
0-212 |
0.6% |
51% |
False |
False |
1,719,389 |
60 |
113-120 |
107-115 |
6-005 |
5.4% |
0-224 |
0.6% |
71% |
False |
False |
1,444,388 |
80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-230 |
0.6% |
77% |
False |
False |
1,083,601 |
100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-218 |
0.6% |
77% |
False |
False |
866,908 |
120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-187 |
0.5% |
77% |
False |
False |
722,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-016 |
2.618 |
113-067 |
1.618 |
112-222 |
1.000 |
112-120 |
0.618 |
112-057 |
HIGH |
111-275 |
0.618 |
111-212 |
0.500 |
111-192 |
0.382 |
111-173 |
LOW |
111-110 |
0.618 |
111-008 |
1.000 |
110-265 |
1.618 |
110-163 |
2.618 |
109-318 |
4.250 |
109-049 |
|
|
Fisher Pivots for day following 30-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
111-198 |
111-179 |
PP |
111-195 |
111-158 |
S1 |
111-192 |
111-138 |
|