ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
113-055 |
112-200 |
-0-175 |
-0.5% |
113-140 |
| High |
113-100 |
113-000 |
-0-100 |
-0.3% |
113-140 |
| Low |
112-180 |
111-295 |
-0-205 |
-0.6% |
111-295 |
| Close |
112-215 |
112-125 |
-0-090 |
-0.2% |
112-125 |
| Range |
0-240 |
1-025 |
0-105 |
43.8% |
1-165 |
| ATR |
0-191 |
0-202 |
0-011 |
5.8% |
0-000 |
| Volume |
577 |
384 |
-193 |
-33.4% |
1,967 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-215 |
115-035 |
112-315 |
|
| R3 |
114-190 |
114-010 |
112-220 |
|
| R2 |
113-165 |
113-165 |
112-188 |
|
| R1 |
112-305 |
112-305 |
112-157 |
112-222 |
| PP |
112-140 |
112-140 |
112-140 |
112-099 |
| S1 |
111-280 |
111-280 |
112-093 |
111-198 |
| S2 |
111-115 |
111-115 |
112-062 |
|
| S3 |
110-090 |
110-255 |
112-030 |
|
| S4 |
109-065 |
109-230 |
111-255 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-042 |
116-088 |
113-072 |
|
| R3 |
115-197 |
114-243 |
112-258 |
|
| R2 |
114-032 |
114-032 |
112-214 |
|
| R1 |
113-078 |
113-078 |
112-169 |
112-292 |
| PP |
112-187 |
112-187 |
112-187 |
112-134 |
| S1 |
111-233 |
111-233 |
112-081 |
111-128 |
| S2 |
111-022 |
111-022 |
112-036 |
|
| S3 |
109-177 |
110-068 |
111-312 |
|
| S4 |
108-012 |
108-223 |
111-178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-230 |
111-295 |
1-255 |
1.6% |
0-228 |
0.6% |
26% |
False |
True |
567 |
| 10 |
113-315 |
111-295 |
2-020 |
1.8% |
0-184 |
0.5% |
23% |
False |
True |
498 |
| 20 |
113-315 |
110-215 |
3-100 |
2.9% |
0-182 |
0.5% |
52% |
False |
False |
274 |
| 40 |
113-315 |
108-130 |
5-185 |
5.0% |
0-141 |
0.4% |
71% |
False |
False |
142 |
| 60 |
113-315 |
106-075 |
7-240 |
6.9% |
0-108 |
0.3% |
79% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-186 |
|
2.618 |
115-263 |
|
1.618 |
114-238 |
|
1.000 |
114-025 |
|
0.618 |
113-213 |
|
HIGH |
113-000 |
|
0.618 |
112-188 |
|
0.500 |
112-148 |
|
0.382 |
112-107 |
|
LOW |
111-295 |
|
0.618 |
111-082 |
|
1.000 |
110-270 |
|
1.618 |
110-057 |
|
2.618 |
109-032 |
|
4.250 |
107-109 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-148 |
112-200 |
| PP |
112-140 |
112-175 |
| S1 |
112-132 |
112-150 |
|