ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-020 |
111-280 |
-0-060 |
-0.2% |
113-050 |
| High |
112-045 |
112-070 |
0-025 |
0.1% |
113-050 |
| Low |
111-235 |
111-170 |
-0-065 |
-0.2% |
111-135 |
| Close |
111-265 |
111-175 |
-0-090 |
-0.3% |
111-235 |
| Range |
0-130 |
0-220 |
0-090 |
69.2% |
1-235 |
| ATR |
0-192 |
0-194 |
0-002 |
1.1% |
0-000 |
| Volume |
3,068 |
1,188 |
-1,880 |
-61.3% |
4,522 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-265 |
113-120 |
111-296 |
|
| R3 |
113-045 |
112-220 |
111-236 |
|
| R2 |
112-145 |
112-145 |
111-215 |
|
| R1 |
112-000 |
112-000 |
111-195 |
111-282 |
| PP |
111-245 |
111-245 |
111-245 |
111-226 |
| S1 |
111-100 |
111-100 |
111-155 |
111-062 |
| S2 |
111-025 |
111-025 |
111-135 |
|
| S3 |
110-125 |
110-200 |
111-114 |
|
| S4 |
109-225 |
109-300 |
111-054 |
|
|
| 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 |
112-075 |
111-135 |
0-260 |
0.7% |
0-161 |
0.5% |
15% |
False |
False |
1,821 |
| 10 |
113-160 |
111-135 |
2-025 |
1.9% |
0-189 |
0.5% |
6% |
False |
False |
1,249 |
| 20 |
113-315 |
111-135 |
2-180 |
2.3% |
0-191 |
0.5% |
5% |
False |
False |
902 |
| 40 |
113-315 |
109-145 |
4-170 |
4.1% |
0-186 |
0.5% |
46% |
False |
False |
472 |
| 60 |
113-315 |
106-305 |
7-010 |
6.3% |
0-138 |
0.4% |
65% |
False |
False |
314 |
| 80 |
113-315 |
106-075 |
7-240 |
6.9% |
0-113 |
0.3% |
69% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-045 |
|
2.618 |
114-006 |
|
1.618 |
113-106 |
|
1.000 |
112-290 |
|
0.618 |
112-206 |
|
HIGH |
112-070 |
|
0.618 |
111-306 |
|
0.500 |
111-280 |
|
0.382 |
111-254 |
|
LOW |
111-170 |
|
0.618 |
111-034 |
|
1.000 |
110-270 |
|
1.618 |
110-134 |
|
2.618 |
109-234 |
|
4.250 |
108-195 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-280 |
111-282 |
| PP |
111-245 |
111-247 |
| S1 |
111-210 |
111-211 |
|