ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 08-Jan-2024

Day Change Summary
	Previous	Current
	05-Jan-2024	08-Jan-2024	Change	Change %	Previous Week
Open	111-295	111-230	-0-065	-0.2%	112-220
High	112-100	112-090	-0-010	0.0%	112-265
Low	111-065	111-155	0-090	0.3%	111-065
Close	111-230	112-015	0-105	0.3%	111-230
Range	1-035	0-255	-0-100	-28.2%	1-200
ATR	0-228	0-230	0-002	0.8%	0-000
Volume	2,513,946	1,805,485	-708,461	-28.2%	7,727,412

Daily Pivots for day following 08-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	114-105	113-315	112-155
R3	113-170	113-060	112-085
R2	112-235	112-235	112-062
R1	112-125	112-125	112-038	112-180
PP	111-300	111-300	111-300	112-008
S1	111-190	111-190	111-312	111-245
S2	111-045	111-045	111-288
S3	110-110	110-255	111-265
S4	109-175	110-000	111-195

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	112-265	111-065	1-200	1.5%	0-262	0.7%	52%	False	False	1,906,579
10	113-120	111-065	2-055	1.9%	0-210	0.6%	39%	False	False	1,399,899
20	113-120	109-315	3-125	3.0%	0-223	0.6%	61%	False	False	1,600,203
40	113-120	107-115	6-005	5.4%	0-232	0.6%	78%	False	False	1,484,462
60	113-120	105-215	7-225	6.9%	0-240	0.7%	83%	False	False	990,885
80	113-120	105-215	7-225	6.9%	0-230	0.6%	83%	False	False	743,212
100	113-120	105-215	7-225	6.9%	0-194	0.5%	83%	False	False	594,571
120	114-090	105-215	8-195	7.7%	0-165	0.5%	74%	False	False	495,476

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-214
2.618	114-118
1.618	113-183
1.000	113-025
0.618	112-248
HIGH	112-090
0.618	111-313
0.500	111-282
0.382	111-252
LOW	111-155
0.618	110-317
1.000	110-220
1.618	110-062
2.618	109-127
4.250	108-031

Fisher Pivots for day following 08-Jan-2024
Pivot	1 day	3 day
R1	111-318	111-319
PP	111-300	111-303
S1	111-282	111-288

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols