ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 04-Jan-2024

Day Change Summary
	Previous	Current
	03-Jan-2024	04-Jan-2024	Change	Change %	Previous Week
Open	112-120	112-130	0-010	0.0%	112-215
High	112-200	112-190	-0-010	0.0%	113-120
Low	111-280	111-275	-0-005	0.0%	112-175
Close	112-165	111-315	-0-170	-0.5%	112-285
Range	0-240	0-235	-0-005	-2.1%	0-265
ATR	0-217	0-218	0-001	0.6%	0-000
Volume	2,040,430	1,658,449	-381,981	-18.7%	3,549,793

Daily Pivots for day following 04-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	114-112	113-288	112-124
R3	113-197	113-053	112-060
R2	112-282	112-282	112-038
R1	112-138	112-138	112-017	112-092
PP	112-047	112-047	112-047	112-024
S1	111-223	111-223	111-293	111-178
S2	111-132	111-132	111-272
S3	110-217	110-308	111-250
S4	109-302	110-073	111-186

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	113-095	111-275	1-140	1.3%	0-202	0.6%	9%	False	True	1,492,168
10	113-120	111-275	1-165	1.4%	0-187	0.5%	8%	False	True	1,257,909
20	113-120	109-315	3-125	3.0%	0-212	0.6%	59%	False	False	1,565,842
40	113-120	107-115	6-005	5.4%	0-227	0.6%	77%	False	False	1,377,130
60	113-120	105-215	7-225	6.9%	0-237	0.7%	82%	False	False	918,904
80	113-120	105-215	7-225	6.9%	0-226	0.6%	82%	False	False	689,221
100	113-120	105-215	7-225	6.9%	0-189	0.5%	82%	False	False	551,377
120	114-090	105-215	8-195	7.7%	0-160	0.4%	73%	False	False	459,481

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-229
2.618	114-165
1.618	113-250
1.000	113-105
0.618	113-015
HIGH	112-190
0.618	112-100
0.500	112-072
0.382	112-045
LOW	111-275
0.618	111-130
1.000	111-040
1.618	110-215
2.618	109-300
4.250	108-236

Fisher Pivots for day following 04-Jan-2024
Pivot	1 day	3 day
R1	112-072	112-110
PP	112-047	112-072
S1	112-021	112-033

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

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