ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 05-Jan-2024

Day Change Summary
	Previous	Current
	04-Jan-2024	05-Jan-2024	Change	Change %	Previous Week
Open	112-130	111-295	-0-155	-0.4%	112-220
High	112-190	112-100	-0-090	-0.2%	112-265
Low	111-275	111-065	-0-210	-0.6%	111-065
Close	111-315	111-230	-0-085	-0.2%	111-230
Range	0-235	1-035	0-120	51.1%	1-200
ATR	0-218	0-228	0-010	4.5%	0-000
Volume	1,658,449	2,513,946	855,497	51.6%	7,727,412

Daily Pivots for day following 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	115-023	114-162	112-105
R3	113-308	113-127	112-008
R2	112-273	112-273	111-295
R1	112-092	112-092	111-263	112-005
PP	111-238	111-238	111-238	111-195
S1	111-057	111-057	111-197	110-290
S2	110-203	110-203	111-165
S3	109-168	110-022	111-132
S4	108-133	108-307	111-035

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	116-253	115-282	112-196
R3	115-053	114-082	112-053
R2	113-173	113-173	112-005
R1	112-202	112-202	111-278	112-088
PP	111-293	111-293	111-293	111-236
S1	111-002	111-002	111-182	110-208
S2	110-093	110-093	111-135
S3	108-213	109-122	111-087
S4	107-013	107-242	110-264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-010	111-065	1-265	1.6%	0-241	0.7%	28%	False	True	1,795,969
10	113-120	111-065	2-055	1.9%	0-202	0.6%	24%	False	True	1,364,804
20	113-120	109-315	3-125	3.0%	0-220	0.6%	51%	False	False	1,603,921
40	113-120	107-115	6-005	5.4%	0-230	0.6%	72%	False	False	1,439,686
60	113-120	105-215	7-225	6.9%	0-239	0.7%	78%	False	False	960,800
80	113-120	105-215	7-225	6.9%	0-230	0.6%	78%	False	False	720,645
100	113-120	105-215	7-225	6.9%	0-192	0.5%	78%	False	False	576,517
120	114-090	105-215	8-195	7.7%	0-163	0.5%	70%	False	False	480,431

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-054
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	117-009
2.618	115-069
1.618	114-034
1.000	113-135
0.618	112-319
HIGH	112-100
0.618	111-284
0.500	111-242
0.382	111-201
LOW	111-065
0.618	110-166
1.000	110-030
1.618	109-131
2.618	108-096
4.250	106-156

Fisher Pivots for day following 05-Jan-2024
Pivot	1 day	3 day
R1	111-242	111-292
PP	111-238	111-272
S1	111-234	111-251

Download as Excel Spreadsheet

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

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