ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 11-Jan-2024

Day Change Summary
	Previous	Current
	10-Jan-2024	11-Jan-2024	Change	Change %	Previous Week
Open	111-305	111-280	-0-025	-0.1%	112-220
High	112-070	112-160	0-090	0.3%	112-265
Low	111-250	111-195	-0-055	-0.2%	111-065
Close	111-280	112-110	0-150	0.4%	111-230
Range	0-140	0-285	0-145	103.6%	1-200
ATR	0-216	0-221	0-005	2.3%	0-000
Volume	1,564,442	2,515,475	951,033	60.8%	7,727,412

Daily Pivots for day following 11-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	114-263	114-152	112-267
R3	113-298	113-187	112-188
R2	113-013	113-013	112-162
R1	112-222	112-222	112-136	112-278
PP	112-048	112-048	112-048	112-076
S1	111-257	111-257	112-084	111-312
S2	111-083	111-083	112-058
S3	110-118	110-292	112-032
S4	109-153	110-007	111-273

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	112-160	111-065	1-095	1.2%	0-231	0.6%	88%	True	False	1,963,148
10	113-095	111-065	2-030	1.9%	0-216	0.6%	54%	False	False	1,727,658
20	113-120	110-160	2-280	2.6%	0-215	0.6%	64%	False	False	1,603,426
40	113-120	107-215	5-225	5.1%	0-227	0.6%	82%	False	False	1,620,274
60	113-120	105-215	7-225	6.9%	0-236	0.7%	87%	False	False	1,082,477
80	113-120	105-215	7-225	6.9%	0-234	0.7%	87%	False	False	811,916
100	113-120	105-215	7-225	6.9%	0-200	0.6%	87%	False	False	649,535
120	113-120	105-215	7-225	6.9%	0-170	0.5%	87%	False	False	541,279

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116-091
2.618	114-266
1.618	113-301
1.000	113-125
0.618	113-016
HIGH	112-160
0.618	112-051
0.500	112-018
0.382	111-304
LOW	111-195
0.618	111-019
1.000	110-230
1.618	110-054
2.618	109-089
4.250	107-264

Fisher Pivots for day following 11-Jan-2024
Pivot	1 day	3 day
R1	112-079	112-079
PP	112-048	112-048
S1	112-018	112-018

Download as Excel Spreadsheet

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

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