ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-195 |
112-190 |
-0-005 |
0.0% |
113-140 |
| High |
112-235 |
112-280 |
0-045 |
0.1% |
113-140 |
| Low |
112-125 |
112-150 |
0-025 |
0.1% |
111-295 |
| Close |
112-185 |
112-180 |
-0-005 |
0.0% |
112-125 |
| Range |
0-110 |
0-130 |
0-020 |
18.2% |
1-165 |
| ATR |
0-198 |
0-193 |
-0-005 |
-2.5% |
0-000 |
| Volume |
197 |
45 |
-152 |
-77.2% |
1,967 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-273 |
113-197 |
112-252 |
|
| R3 |
113-143 |
113-067 |
112-216 |
|
| R2 |
113-013 |
113-013 |
112-204 |
|
| R1 |
112-257 |
112-257 |
112-192 |
112-230 |
| PP |
112-203 |
112-203 |
112-203 |
112-190 |
| S1 |
112-127 |
112-127 |
112-168 |
112-100 |
| S2 |
112-073 |
112-073 |
112-156 |
|
| S3 |
111-263 |
111-317 |
112-144 |
|
| S4 |
111-133 |
111-187 |
112-108 |
|
|
| 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 |
113-100 |
111-295 |
1-125 |
1.2% |
0-214 |
0.6% |
46% |
False |
False |
341 |
| 10 |
113-315 |
111-295 |
2-020 |
1.8% |
0-196 |
0.5% |
31% |
False |
False |
546 |
| 20 |
113-315 |
110-280 |
3-035 |
2.8% |
0-186 |
0.5% |
54% |
False |
False |
310 |
| 40 |
113-315 |
108-130 |
5-185 |
5.0% |
0-148 |
0.4% |
75% |
False |
False |
160 |
| 60 |
113-315 |
106-075 |
7-240 |
6.9% |
0-116 |
0.3% |
82% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-192 |
|
2.618 |
113-300 |
|
1.618 |
113-170 |
|
1.000 |
113-090 |
|
0.618 |
113-040 |
|
HIGH |
112-280 |
|
0.618 |
112-230 |
|
0.500 |
112-215 |
|
0.382 |
112-200 |
|
LOW |
112-150 |
|
0.618 |
112-070 |
|
1.000 |
112-020 |
|
1.618 |
111-260 |
|
2.618 |
111-130 |
|
4.250 |
110-238 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-215 |
112-182 |
| PP |
112-203 |
112-182 |
| S1 |
112-192 |
112-181 |
|