ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-085 |
112-195 |
0-110 |
0.3% |
113-140 |
| High |
112-305 |
112-235 |
-0-070 |
-0.2% |
113-140 |
| Low |
112-060 |
112-125 |
0-065 |
0.2% |
111-295 |
| Close |
112-235 |
112-185 |
-0-050 |
-0.1% |
112-125 |
| Range |
0-245 |
0-110 |
-0-135 |
-55.1% |
1-165 |
| ATR |
0-205 |
0-198 |
-0-007 |
-3.3% |
0-000 |
| Volume |
502 |
197 |
-305 |
-60.8% |
1,967 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-192 |
113-138 |
112-246 |
|
| R3 |
113-082 |
113-028 |
112-215 |
|
| R2 |
112-292 |
112-292 |
112-205 |
|
| R1 |
112-238 |
112-238 |
112-195 |
112-210 |
| PP |
112-182 |
112-182 |
112-182 |
112-168 |
| S1 |
112-128 |
112-128 |
112-175 |
112-100 |
| S2 |
112-072 |
112-072 |
112-165 |
|
| S3 |
111-282 |
112-018 |
112-155 |
|
| S4 |
111-172 |
111-228 |
112-124 |
|
|
| 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 |
113-105 |
111-295 |
1-130 |
1.2% |
0-235 |
0.7% |
47% |
False |
False |
498 |
| 10 |
113-315 |
111-295 |
2-020 |
1.8% |
0-192 |
0.5% |
32% |
False |
False |
555 |
| 20 |
113-315 |
110-215 |
3-100 |
2.9% |
0-183 |
0.5% |
58% |
False |
False |
308 |
| 40 |
113-315 |
108-130 |
5-185 |
5.0% |
0-144 |
0.4% |
75% |
False |
False |
159 |
| 60 |
113-315 |
106-075 |
7-240 |
6.9% |
0-114 |
0.3% |
82% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-062 |
|
2.618 |
113-203 |
|
1.618 |
113-093 |
|
1.000 |
113-025 |
|
0.618 |
112-303 |
|
HIGH |
112-235 |
|
0.618 |
112-193 |
|
0.500 |
112-180 |
|
0.382 |
112-167 |
|
LOW |
112-125 |
|
0.618 |
112-057 |
|
1.000 |
112-015 |
|
1.618 |
111-267 |
|
2.618 |
111-157 |
|
4.250 |
110-298 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-183 |
112-172 |
| PP |
112-182 |
112-160 |
| S1 |
112-180 |
112-148 |
|