ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
113-005 |
113-050 |
0-045 |
0.1% |
112-085 |
| High |
113-160 |
113-050 |
-0-110 |
-0.3% |
113-160 |
| Low |
112-260 |
112-125 |
-0-135 |
-0.4% |
112-060 |
| Close |
113-085 |
112-160 |
-0-245 |
-0.7% |
113-085 |
| Range |
0-220 |
0-245 |
0-025 |
11.4% |
1-100 |
| ATR |
0-199 |
0-204 |
0-006 |
2.9% |
0-000 |
| Volume |
1,316 |
1,209 |
-107 |
-8.1% |
2,315 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-313 |
114-162 |
112-295 |
|
| R3 |
114-068 |
113-237 |
112-227 |
|
| R2 |
113-143 |
113-143 |
112-205 |
|
| R1 |
112-312 |
112-312 |
112-182 |
112-265 |
| PP |
112-218 |
112-218 |
112-218 |
112-195 |
| S1 |
112-067 |
112-067 |
112-138 |
112-020 |
| S2 |
111-293 |
111-293 |
112-115 |
|
| S3 |
111-048 |
111-142 |
112-093 |
|
| S4 |
110-123 |
110-217 |
112-025 |
|
|
| 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 |
112-100 |
1-060 |
1.1% |
0-190 |
0.5% |
16% |
False |
False |
604 |
| 10 |
113-160 |
111-295 |
1-185 |
1.4% |
0-220 |
0.6% |
37% |
False |
False |
549 |
| 20 |
113-315 |
111-295 |
2-020 |
1.8% |
0-184 |
0.5% |
28% |
False |
False |
443 |
| 40 |
113-315 |
109-145 |
4-170 |
4.0% |
0-162 |
0.5% |
67% |
False |
False |
230 |
| 60 |
113-315 |
106-075 |
7-240 |
6.9% |
0-126 |
0.4% |
81% |
False |
False |
153 |
| 80 |
113-315 |
106-075 |
7-240 |
6.9% |
0-102 |
0.3% |
81% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-131 |
|
2.618 |
115-051 |
|
1.618 |
114-126 |
|
1.000 |
113-295 |
|
0.618 |
113-201 |
|
HIGH |
113-050 |
|
0.618 |
112-276 |
|
0.500 |
112-248 |
|
0.382 |
112-219 |
|
LOW |
112-125 |
|
0.618 |
111-294 |
|
1.000 |
111-200 |
|
1.618 |
111-049 |
|
2.618 |
110-124 |
|
4.250 |
109-044 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-248 |
112-290 |
| PP |
112-218 |
112-247 |
| S1 |
112-189 |
112-203 |
|