ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
113-000 |
113-055 |
0-055 |
0.2% |
113-090 |
| High |
113-105 |
113-100 |
-0-005 |
0.0% |
113-315 |
| Low |
112-190 |
112-180 |
-0-010 |
0.0% |
113-090 |
| Close |
113-075 |
112-215 |
-0-180 |
-0.5% |
113-200 |
| Range |
0-235 |
0-240 |
0-005 |
2.1% |
0-225 |
| ATR |
0-187 |
0-191 |
0-004 |
2.0% |
0-000 |
| Volume |
832 |
577 |
-255 |
-30.6% |
2,886 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-032 |
114-203 |
113-027 |
|
| R3 |
114-112 |
113-283 |
112-281 |
|
| R2 |
113-192 |
113-192 |
112-259 |
|
| R1 |
113-043 |
113-043 |
112-237 |
112-318 |
| PP |
112-272 |
112-272 |
112-272 |
112-249 |
| S1 |
112-123 |
112-123 |
112-193 |
112-078 |
| S2 |
112-032 |
112-032 |
112-171 |
|
| S3 |
111-112 |
111-203 |
112-149 |
|
| S4 |
110-192 |
110-283 |
112-083 |
|
|
| 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 |
113-290 |
112-180 |
1-110 |
1.2% |
0-191 |
0.5% |
8% |
False |
True |
686 |
| 10 |
113-315 |
112-180 |
1-135 |
1.3% |
0-171 |
0.5% |
8% |
False |
True |
486 |
| 20 |
113-315 |
110-215 |
3-100 |
2.9% |
0-172 |
0.5% |
60% |
False |
False |
255 |
| 40 |
113-315 |
108-130 |
5-185 |
5.0% |
0-132 |
0.4% |
76% |
False |
False |
132 |
| 60 |
113-315 |
106-075 |
7-240 |
6.9% |
0-102 |
0.3% |
83% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-160 |
|
2.618 |
115-088 |
|
1.618 |
114-168 |
|
1.000 |
114-020 |
|
0.618 |
113-248 |
|
HIGH |
113-100 |
|
0.618 |
113-008 |
|
0.500 |
112-300 |
|
0.382 |
112-272 |
|
LOW |
112-180 |
|
0.618 |
112-032 |
|
1.000 |
111-260 |
|
1.618 |
111-112 |
|
2.618 |
110-192 |
|
4.250 |
109-120 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-300 |
113-000 |
| PP |
112-272 |
112-285 |
| S1 |
112-243 |
112-250 |
|