ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-235 |
112-020 |
0-105 |
0.3% |
113-050 |
| High |
112-075 |
112-045 |
-0-030 |
-0.1% |
113-050 |
| Low |
111-235 |
111-235 |
0-000 |
0.0% |
111-135 |
| Close |
112-040 |
111-265 |
-0-095 |
-0.3% |
111-235 |
| Range |
0-160 |
0-130 |
-0-030 |
-18.8% |
1-235 |
| ATR |
0-196 |
0-192 |
-0-005 |
-2.4% |
0-000 |
| Volume |
2,102 |
3,068 |
966 |
46.0% |
4,522 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-038 |
112-282 |
112-016 |
|
| R3 |
112-228 |
112-152 |
111-301 |
|
| R2 |
112-098 |
112-098 |
111-289 |
|
| R1 |
112-022 |
112-022 |
111-277 |
111-315 |
| PP |
111-288 |
111-288 |
111-288 |
111-275 |
| S1 |
111-212 |
111-212 |
111-253 |
111-185 |
| S2 |
111-158 |
111-158 |
111-241 |
|
| S3 |
111-028 |
111-082 |
111-229 |
|
| S4 |
110-218 |
110-272 |
111-194 |
|
|
| 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 |
112-215 |
111-135 |
1-080 |
1.1% |
0-166 |
0.5% |
33% |
False |
False |
1,696 |
| 10 |
113-160 |
111-135 |
2-025 |
1.9% |
0-178 |
0.5% |
20% |
False |
False |
1,150 |
| 20 |
113-315 |
111-135 |
2-180 |
2.3% |
0-186 |
0.5% |
16% |
False |
False |
848 |
| 40 |
113-315 |
109-145 |
4-170 |
4.1% |
0-180 |
0.5% |
52% |
False |
False |
442 |
| 60 |
113-315 |
106-305 |
7-010 |
6.3% |
0-135 |
0.4% |
69% |
False |
False |
295 |
| 80 |
113-315 |
106-075 |
7-240 |
6.9% |
0-110 |
0.3% |
72% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-278 |
|
2.618 |
113-065 |
|
1.618 |
112-255 |
|
1.000 |
112-175 |
|
0.618 |
112-125 |
|
HIGH |
112-045 |
|
0.618 |
111-315 |
|
0.500 |
111-300 |
|
0.382 |
111-285 |
|
LOW |
111-235 |
|
0.618 |
111-155 |
|
1.000 |
111-105 |
|
1.618 |
111-025 |
|
2.618 |
110-215 |
|
4.250 |
110-002 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-300 |
111-265 |
| PP |
111-288 |
111-265 |
| S1 |
111-277 |
111-265 |
|