ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-005 |
111-225 |
-0-100 |
-0.3% |
113-050 |
| High |
112-075 |
111-280 |
-0-115 |
-0.3% |
113-050 |
| Low |
111-245 |
111-135 |
-0-110 |
-0.3% |
111-135 |
| Close |
111-255 |
111-235 |
-0-020 |
-0.1% |
111-235 |
| Range |
0-150 |
0-145 |
-0-005 |
-3.3% |
1-235 |
| ATR |
0-203 |
0-199 |
-0-004 |
-2.0% |
0-000 |
| Volume |
1,186 |
1,562 |
376 |
31.7% |
4,522 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-012 |
112-268 |
111-315 |
|
| R3 |
112-187 |
112-123 |
111-275 |
|
| R2 |
112-042 |
112-042 |
111-262 |
|
| R1 |
111-298 |
111-298 |
111-248 |
112-010 |
| PP |
111-217 |
111-217 |
111-217 |
111-232 |
| S1 |
111-153 |
111-153 |
111-222 |
111-185 |
| S2 |
111-072 |
111-072 |
111-208 |
|
| S3 |
110-247 |
111-008 |
111-195 |
|
| S4 |
110-102 |
110-183 |
111-155 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-098 |
116-082 |
112-220 |
|
| R3 |
115-183 |
114-167 |
112-068 |
|
| R2 |
113-268 |
113-268 |
112-017 |
|
| R1 |
112-252 |
112-252 |
111-286 |
112-142 |
| PP |
112-033 |
112-033 |
112-033 |
111-299 |
| S1 |
111-017 |
111-017 |
111-184 |
110-228 |
| S2 |
110-118 |
110-118 |
111-133 |
|
| S3 |
108-203 |
109-102 |
111-082 |
|
| S4 |
106-288 |
107-187 |
110-250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-160 |
111-135 |
2-025 |
1.9% |
0-201 |
0.6% |
15% |
False |
True |
1,167 |
| 10 |
113-160 |
111-135 |
2-025 |
1.9% |
0-208 |
0.6% |
15% |
False |
True |
722 |
| 20 |
113-315 |
111-135 |
2-180 |
2.3% |
0-190 |
0.5% |
12% |
False |
True |
604 |
| 40 |
113-315 |
109-145 |
4-170 |
4.1% |
0-174 |
0.5% |
50% |
False |
False |
313 |
| 60 |
113-315 |
106-155 |
7-160 |
6.7% |
0-130 |
0.4% |
70% |
False |
False |
208 |
| 80 |
113-315 |
106-075 |
7-240 |
6.9% |
0-106 |
0.3% |
71% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-256 |
|
2.618 |
113-020 |
|
1.618 |
112-195 |
|
1.000 |
112-105 |
|
0.618 |
112-050 |
|
HIGH |
111-280 |
|
0.618 |
111-225 |
|
0.500 |
111-208 |
|
0.382 |
111-190 |
|
LOW |
111-135 |
|
0.618 |
111-045 |
|
1.000 |
110-310 |
|
1.618 |
110-220 |
|
2.618 |
110-075 |
|
4.250 |
109-159 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-226 |
112-015 |
| PP |
111-217 |
111-302 |
| S1 |
111-208 |
111-268 |
|