ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 10-Jan-2024

Day Change Summary
	Previous	Current
	09-Jan-2024	10-Jan-2024	Change	Change %	Previous Week
Open	111-265	111-305	0-040	0.1%	112-220
High	112-020	112-070	0-050	0.1%	112-265
Low	111-220	111-250	0-030	0.1%	111-065
Close	111-290	111-280	-0-010	0.0%	111-230
Range	0-120	0-140	0-020	16.7%	1-200
ATR	0-222	0-216	-0-006	-2.6%	0-000
Volume	1,416,395	1,564,442	148,047	10.5%	7,727,412

Daily Pivots for day following 10-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	113-087	113-003	112-037
R3	112-267	112-183	111-318
R2	112-127	112-127	111-306
R1	112-043	112-043	111-293	112-015
PP	111-307	111-307	111-307	111-292
S1	111-223	111-223	111-267	111-195
S2	111-167	111-167	111-254
S3	111-027	111-083	111-242
S4	110-207	110-263	111-203

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	112-190	111-065	1-125	1.2%	0-221	0.6%	48%	False	False	1,791,743
10	113-120	111-065	2-055	1.9%	0-214	0.6%	31%	False	False	1,566,721
20	113-120	110-075	3-045	2.8%	0-213	0.6%	52%	False	False	1,569,079
40	113-120	107-115	6-005	5.4%	0-224	0.6%	75%	False	False	1,557,799
60	113-120	105-215	7-225	6.9%	0-234	0.7%	81%	False	False	1,040,554
80	113-120	105-215	7-225	6.9%	0-231	0.6%	81%	False	False	780,472
100	113-120	105-215	7-225	6.9%	0-197	0.6%	81%	False	False	624,380
120	113-155	105-215	7-260	7.0%	0-167	0.5%	79%	False	False	520,317

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	0-056
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-025
2.618	113-117
1.618	112-297
1.000	112-210
0.618	112-157
HIGH	112-070
0.618	112-017
0.500	112-000
0.382	111-303
LOW	111-250
0.618	111-163
1.000	111-110
1.618	111-023
2.618	110-203
4.250	109-295

Fisher Pivots for day following 10-Jan-2024
Pivot	1 day	3 day
R1	112-000	111-282
PP	111-307	111-282
S1	111-293	111-281

Download as Excel Spreadsheet

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

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