ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-145 |
112-005 |
-0-140 |
-0.4% |
112-085 |
| High |
112-215 |
112-075 |
-0-140 |
-0.4% |
113-160 |
| Low |
111-290 |
111-245 |
-0-045 |
-0.1% |
112-060 |
| Close |
112-010 |
111-255 |
-0-075 |
-0.2% |
113-085 |
| Range |
0-245 |
0-150 |
-0-095 |
-38.8% |
1-100 |
| ATR |
0-207 |
0-203 |
-0-004 |
-2.0% |
0-000 |
| Volume |
565 |
1,186 |
621 |
109.9% |
2,315 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-108 |
113-012 |
112-018 |
|
| R3 |
112-278 |
112-182 |
111-296 |
|
| R2 |
112-128 |
112-128 |
111-282 |
|
| R1 |
112-032 |
112-032 |
111-269 |
112-005 |
| PP |
111-298 |
111-298 |
111-298 |
111-285 |
| S1 |
111-202 |
111-202 |
111-241 |
111-175 |
| S2 |
111-148 |
111-148 |
111-228 |
|
| S3 |
110-318 |
111-052 |
111-214 |
|
| S4 |
110-168 |
110-222 |
111-172 |
|
|
| 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 |
111-245 |
1-235 |
1.6% |
0-221 |
0.6% |
2% |
False |
True |
906 |
| 10 |
113-160 |
111-245 |
1-235 |
1.6% |
0-218 |
0.6% |
2% |
False |
True |
623 |
| 20 |
113-315 |
111-245 |
2-070 |
2.0% |
0-190 |
0.5% |
1% |
False |
True |
528 |
| 40 |
113-315 |
109-145 |
4-170 |
4.1% |
0-172 |
0.5% |
52% |
False |
False |
274 |
| 60 |
113-315 |
106-155 |
7-160 |
6.7% |
0-128 |
0.4% |
71% |
False |
False |
182 |
| 80 |
113-315 |
106-075 |
7-240 |
6.9% |
0-107 |
0.3% |
72% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-072 |
|
2.618 |
113-148 |
|
1.618 |
112-318 |
|
1.000 |
112-225 |
|
0.618 |
112-168 |
|
HIGH |
112-075 |
|
0.618 |
112-018 |
|
0.500 |
112-000 |
|
0.382 |
111-302 |
|
LOW |
111-245 |
|
0.618 |
111-152 |
|
1.000 |
111-095 |
|
1.618 |
111-002 |
|
2.618 |
110-172 |
|
4.250 |
109-248 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-000 |
112-148 |
| PP |
111-298 |
112-077 |
| S1 |
111-277 |
112-006 |
|