ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
113-200 |
113-140 |
-0-060 |
-0.2% |
113-090 |
| High |
113-230 |
113-140 |
-0-090 |
-0.2% |
113-315 |
| Low |
113-095 |
112-275 |
-0-140 |
-0.4% |
113-090 |
| Close |
113-200 |
113-000 |
-0-200 |
-0.6% |
113-200 |
| Range |
0-135 |
0-185 |
0-050 |
37.0% |
0-225 |
| ATR |
0-179 |
0-183 |
0-005 |
2.7% |
0-000 |
| Volume |
869 |
174 |
-695 |
-80.0% |
2,886 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-267 |
114-158 |
113-102 |
|
| R3 |
114-082 |
113-293 |
113-051 |
|
| R2 |
113-217 |
113-217 |
113-034 |
|
| R1 |
113-108 |
113-108 |
113-017 |
113-070 |
| PP |
113-032 |
113-032 |
113-032 |
113-012 |
| S1 |
112-243 |
112-243 |
112-303 |
112-205 |
| S2 |
112-167 |
112-167 |
112-286 |
|
| S3 |
111-302 |
112-058 |
112-269 |
|
| S4 |
111-117 |
111-193 |
112-218 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-237 |
115-123 |
114-004 |
|
| R3 |
115-012 |
114-218 |
113-262 |
|
| R2 |
114-107 |
114-107 |
113-241 |
|
| R1 |
113-313 |
113-313 |
113-221 |
114-050 |
| PP |
113-202 |
113-202 |
113-202 |
113-230 |
| S1 |
113-088 |
113-088 |
113-179 |
113-145 |
| S2 |
112-297 |
112-297 |
113-159 |
|
| S3 |
112-072 |
112-183 |
113-138 |
|
| S4 |
111-167 |
111-278 |
113-076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-315 |
112-275 |
1-040 |
1.0% |
0-150 |
0.4% |
13% |
False |
True |
612 |
| 10 |
113-315 |
112-275 |
1-040 |
1.0% |
0-152 |
0.4% |
13% |
False |
True |
350 |
| 20 |
113-315 |
110-215 |
3-100 |
2.9% |
0-165 |
0.5% |
70% |
False |
False |
186 |
| 40 |
113-315 |
108-130 |
5-185 |
4.9% |
0-122 |
0.3% |
82% |
False |
False |
97 |
| 60 |
113-315 |
106-075 |
7-240 |
6.9% |
0-094 |
0.3% |
87% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-286 |
|
2.618 |
114-304 |
|
1.618 |
114-119 |
|
1.000 |
114-005 |
|
0.618 |
113-254 |
|
HIGH |
113-140 |
|
0.618 |
113-069 |
|
0.500 |
113-048 |
|
0.382 |
113-026 |
|
LOW |
112-275 |
|
0.618 |
112-161 |
|
1.000 |
112-090 |
|
1.618 |
111-296 |
|
2.618 |
111-111 |
|
4.250 |
110-129 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-048 |
113-122 |
| PP |
113-032 |
113-082 |
| S1 |
113-016 |
113-041 |
|