ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 03-Jan-2024

Day Change Summary
	Previous	Current
	02-Jan-2024	03-Jan-2024	Change	Change %	Previous Week
Open	112-220	112-120	-0-100	-0.3%	112-215
High	112-265	112-200	-0-065	-0.2%	113-120
Low	112-040	111-280	-0-080	-0.2%	112-175
Close	112-095	112-165	0-070	0.2%	112-285
Range	0-225	0-240	0-015	6.7%	0-265
ATR	0-215	0-217	0-002	0.8%	0-000
Volume	1,514,587	2,040,430	525,843	34.7%	3,549,793

Daily Pivots for day following 03-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	114-188	114-097	112-297
R3	113-268	113-177	112-231
R2	113-028	113-028	112-209
R1	112-257	112-257	112-187	112-302
PP	112-108	112-108	112-108	112-131
S1	112-017	112-017	112-143	112-062
S2	111-188	111-188	112-121
S3	110-268	111-097	112-099
S4	110-028	110-177	112-033

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	111-280	1-160	1.3%	0-207	0.6%	43%	False	True	1,341,698
10	113-120	111-280	1-160	1.3%	0-176	0.5%	43%	False	True	1,204,298
20	113-120	109-315	3-125	3.0%	0-211	0.6%	75%	False	False	1,576,587
40	113-120	107-115	6-005	5.3%	0-226	0.6%	86%	False	False	1,335,791
60	113-120	105-215	7-225	6.8%	0-237	0.7%	89%	False	False	891,267
80	113-120	105-215	7-225	6.8%	0-223	0.6%	89%	False	False	668,490
100	113-120	105-215	7-225	6.8%	0-187	0.5%	89%	False	False	534,793
120	114-090	105-215	8-195	7.7%	0-158	0.4%	79%	False	False	445,661

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-040
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-260
2.618	114-188
1.618	113-268
1.000	113-120
0.618	113-028
HIGH	112-200
0.618	112-108
0.500	112-080
0.382	112-052
LOW	111-280
0.618	111-132
1.000	111-040
1.618	110-212
2.618	109-292
4.250	108-220

Fisher Pivots for day following 03-Jan-2024
Pivot	1 day	3 day
R1	112-137	112-158
PP	112-108	112-152
S1	112-080	112-145

Download as Excel Spreadsheet

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

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