ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-190 |
112-195 |
0-005 |
0.0% |
113-140 |
| High |
112-280 |
113-025 |
0-065 |
0.2% |
113-140 |
| Low |
112-150 |
112-100 |
-0-050 |
-0.1% |
111-295 |
| Close |
112-180 |
113-010 |
0-150 |
0.4% |
112-125 |
| Range |
0-130 |
0-245 |
0-115 |
88.5% |
1-165 |
| ATR |
0-193 |
0-197 |
0-004 |
1.9% |
0-000 |
| Volume |
45 |
255 |
210 |
466.7% |
1,967 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-033 |
114-267 |
113-145 |
|
| R3 |
114-108 |
114-022 |
113-077 |
|
| R2 |
113-183 |
113-183 |
113-055 |
|
| R1 |
113-097 |
113-097 |
113-032 |
113-140 |
| PP |
112-258 |
112-258 |
112-258 |
112-280 |
| S1 |
112-172 |
112-172 |
112-308 |
112-215 |
| S2 |
112-013 |
112-013 |
112-285 |
|
| S3 |
111-088 |
111-247 |
112-263 |
|
| S4 |
110-163 |
111-002 |
112-195 |
|
|
| 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 |
113-025 |
111-295 |
1-050 |
1.0% |
0-215 |
0.6% |
96% |
True |
False |
276 |
| 10 |
113-290 |
111-295 |
1-315 |
1.8% |
0-203 |
0.6% |
56% |
False |
False |
481 |
| 20 |
113-315 |
111-105 |
2-210 |
2.4% |
0-190 |
0.5% |
64% |
False |
False |
323 |
| 40 |
113-315 |
109-105 |
4-210 |
4.1% |
0-153 |
0.4% |
80% |
False |
False |
167 |
| 60 |
113-315 |
106-075 |
7-240 |
6.9% |
0-120 |
0.3% |
88% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-106 |
|
2.618 |
115-026 |
|
1.618 |
114-101 |
|
1.000 |
113-270 |
|
0.618 |
113-176 |
|
HIGH |
113-025 |
|
0.618 |
112-251 |
|
0.500 |
112-222 |
|
0.382 |
112-194 |
|
LOW |
112-100 |
|
0.618 |
111-269 |
|
1.000 |
111-175 |
|
1.618 |
111-024 |
|
2.618 |
110-099 |
|
4.250 |
109-019 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-294 |
112-294 |
| PP |
112-258 |
112-258 |
| S1 |
112-222 |
112-222 |
|