ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-225 |
111-235 |
0-010 |
0.0% |
113-050 |
| High |
111-280 |
112-075 |
0-115 |
0.3% |
113-050 |
| Low |
111-135 |
111-235 |
0-100 |
0.3% |
111-135 |
| Close |
111-235 |
112-040 |
0-125 |
0.3% |
111-235 |
| Range |
0-145 |
0-160 |
0-015 |
10.3% |
1-235 |
| ATR |
0-199 |
0-196 |
-0-003 |
-1.4% |
0-000 |
| Volume |
1,562 |
2,102 |
540 |
34.6% |
4,522 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-170 |
113-105 |
112-128 |
|
| R3 |
113-010 |
112-265 |
112-084 |
|
| R2 |
112-170 |
112-170 |
112-069 |
|
| R1 |
112-105 |
112-105 |
112-055 |
112-138 |
| PP |
112-010 |
112-010 |
112-010 |
112-026 |
| S1 |
111-265 |
111-265 |
112-025 |
111-298 |
| S2 |
111-170 |
111-170 |
112-011 |
|
| S3 |
111-010 |
111-105 |
111-316 |
|
| S4 |
110-170 |
110-265 |
111-272 |
|
|
| 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 |
113-050 |
111-135 |
1-235 |
1.5% |
0-189 |
0.5% |
41% |
False |
False |
1,324 |
| 10 |
113-160 |
111-135 |
2-025 |
1.9% |
0-190 |
0.5% |
34% |
False |
False |
893 |
| 20 |
113-315 |
111-135 |
2-180 |
2.3% |
0-187 |
0.5% |
27% |
False |
False |
696 |
| 40 |
113-315 |
109-145 |
4-170 |
4.0% |
0-177 |
0.5% |
59% |
False |
False |
365 |
| 60 |
113-315 |
106-155 |
7-160 |
6.7% |
0-133 |
0.4% |
75% |
False |
False |
244 |
| 80 |
113-315 |
106-075 |
7-240 |
6.9% |
0-108 |
0.3% |
76% |
False |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-115 |
|
2.618 |
113-174 |
|
1.618 |
113-014 |
|
1.000 |
112-235 |
|
0.618 |
112-174 |
|
HIGH |
112-075 |
|
0.618 |
112-014 |
|
0.500 |
111-315 |
|
0.382 |
111-296 |
|
LOW |
111-235 |
|
0.618 |
111-136 |
|
1.000 |
111-075 |
|
1.618 |
110-296 |
|
2.618 |
110-136 |
|
4.250 |
109-195 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-025 |
112-008 |
| PP |
112-010 |
111-297 |
| S1 |
111-315 |
111-265 |
|