ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 02-Jan-2024

Day Change Summary
	Previous	Current
	29-Dec-2023	02-Jan-2024	Change	Change %	Previous Week
Open	112-295	112-220	-0-075	-0.2%	112-215
High	113-010	112-265	-0-065	-0.2%	113-120
Low	112-180	112-040	-0-140	-0.4%	112-175
Close	112-285	112-095	-0-190	-0.5%	112-285
Range	0-150	0-225	0-075	50.0%	0-265
ATR	0-213	0-215	0-002	1.1%	0-000
Volume	1,252,433	1,514,587	262,154	20.9%	3,549,793

Daily Pivots for day following 02-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	114-168	114-037	112-219
R3	113-263	113-132	112-157
R2	113-038	113-038	112-136
R1	112-227	112-227	112-116	112-180
PP	112-133	112-133	112-133	112-110
S1	112-002	112-002	112-074	111-275
S2	111-228	111-228	112-054
S3	111-003	111-097	112-033
S4	110-098	110-192	111-291

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-135	114-315	113-111
R3	114-190	114-050	113-038
R2	113-245	113-245	113-014
R1	113-105	113-105	112-309	113-175
PP	112-300	112-300	112-300	113-015
S1	112-160	112-160	112-261	112-230
S2	112-035	112-035	112-236
S3	111-090	111-215	112-212
S4	110-145	110-270	112-139

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-120	112-040	1-080	1.1%	0-172	0.5%	14%	False	True	1,012,876
10	113-120	112-040	1-080	1.1%	0-168	0.5%	14%	False	True	1,111,446
20	113-120	109-315	3-125	3.0%	0-210	0.6%	68%	False	False	1,556,792
40	113-120	107-115	6-005	5.4%	0-232	0.6%	82%	False	False	1,285,096
60	113-120	105-215	7-225	6.9%	0-239	0.7%	86%	False	False	857,265
80	113-120	105-215	7-225	6.9%	0-222	0.6%	86%	False	False	642,985
100	113-120	105-215	7-225	6.9%	0-184	0.5%	86%	False	False	514,388
120	114-100	105-215	8-205	7.7%	0-156	0.4%	77%	False	False	428,657

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-261
2.618	114-214
1.618	113-309
1.000	113-170
0.618	113-084
HIGH	112-265
0.618	112-179
0.500	112-152
0.382	112-126
LOW	112-040
0.618	111-221
1.000	111-135
1.618	110-316
2.618	110-091
4.250	109-044

Fisher Pivots for day following 02-Jan-2024
Pivot	1 day	3 day
R1	112-152	112-228
PP	112-133	112-183
S1	112-114	112-139

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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