ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-195 |
113-005 |
0-130 |
0.4% |
112-085 |
| High |
113-025 |
113-160 |
0-135 |
0.4% |
113-160 |
| Low |
112-100 |
112-260 |
0-160 |
0.4% |
112-060 |
| Close |
113-010 |
113-085 |
0-075 |
0.2% |
113-085 |
| Range |
0-245 |
0-220 |
-0-025 |
-10.2% |
1-100 |
| ATR |
0-197 |
0-199 |
0-002 |
0.8% |
0-000 |
| Volume |
255 |
1,316 |
1,061 |
416.1% |
2,315 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-082 |
114-303 |
113-206 |
|
| R3 |
114-182 |
114-083 |
113-146 |
|
| R2 |
113-282 |
113-282 |
113-125 |
|
| R1 |
113-183 |
113-183 |
113-105 |
113-232 |
| PP |
113-062 |
113-062 |
113-062 |
113-086 |
| S1 |
112-283 |
112-283 |
113-065 |
113-012 |
| S2 |
112-162 |
112-162 |
113-045 |
|
| S3 |
111-262 |
112-063 |
113-024 |
|
| S4 |
111-042 |
111-163 |
112-284 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-295 |
116-130 |
113-316 |
|
| R3 |
115-195 |
115-030 |
113-200 |
|
| R2 |
114-095 |
114-095 |
113-162 |
|
| R1 |
113-250 |
113-250 |
113-124 |
114-012 |
| PP |
112-315 |
112-315 |
112-315 |
113-036 |
| S1 |
112-150 |
112-150 |
113-046 |
112-232 |
| S2 |
111-215 |
111-215 |
113-008 |
|
| S3 |
110-115 |
111-050 |
112-290 |
|
| S4 |
109-015 |
109-270 |
112-174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-160 |
112-060 |
1-100 |
1.2% |
0-190 |
0.5% |
82% |
True |
False |
463 |
| 10 |
113-230 |
111-295 |
1-255 |
1.6% |
0-209 |
0.6% |
75% |
False |
False |
515 |
| 20 |
113-315 |
111-295 |
2-020 |
1.8% |
0-182 |
0.5% |
65% |
False |
False |
388 |
| 40 |
113-315 |
109-105 |
4-210 |
4.1% |
0-158 |
0.4% |
85% |
False |
False |
200 |
| 60 |
113-315 |
106-075 |
7-240 |
6.8% |
0-124 |
0.3% |
91% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-135 |
|
2.618 |
115-096 |
|
1.618 |
114-196 |
|
1.000 |
114-060 |
|
0.618 |
113-296 |
|
HIGH |
113-160 |
|
0.618 |
113-076 |
|
0.500 |
113-050 |
|
0.382 |
113-024 |
|
LOW |
112-260 |
|
0.618 |
112-124 |
|
1.000 |
112-040 |
|
1.618 |
111-224 |
|
2.618 |
111-004 |
|
4.250 |
109-285 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-073 |
113-047 |
| PP |
113-062 |
113-008 |
| S1 |
113-050 |
112-290 |
|