ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 12-Jan-2024

Day Change Summary
	Previous	Current
	11-Jan-2024	12-Jan-2024	Change	Change %	Previous Week
Open	111-280	112-130	0-170	0.5%	111-230
High	112-160	112-265	0-105	0.3%	112-265
Low	111-195	112-030	0-155	0.4%	111-155
Close	112-110	112-190	0-080	0.2%	112-190
Range	0-285	0-235	-0-050	-17.5%	1-110
ATR	0-221	0-222	0-001	0.4%	0-000
Volume	2,515,475	2,107,650	-407,825	-16.2%	9,409,447

Daily Pivots for day following 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	114-227	114-123	112-319
R3	113-312	113-208	112-255
R2	113-077	113-077	112-233
R1	112-293	112-293	112-212	113-025
PP	112-162	112-162	112-162	112-188
S1	112-058	112-058	112-168	112-110
S2	111-247	111-247	112-147
S3	111-012	111-143	112-125
S4	110-097	110-228	112-061

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	116-107	115-258	113-106
R3	114-317	114-148	112-308
R2	113-207	113-207	112-269
R1	113-038	113-038	112-229	113-122
PP	112-097	112-097	112-097	112-139
S1	111-248	111-248	112-151	112-012
S2	110-307	110-307	112-111
S3	109-197	110-138	112-072
S4	108-087	109-028	111-274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-265	111-155	1-110	1.2%	0-207	0.6%	83%	True	False	1,881,889
10	113-010	111-065	1-265	1.6%	0-224	0.6%	76%	False	False	1,838,929
20	113-120	111-065	2-055	1.9%	0-201	0.6%	64%	False	False	1,590,082
40	113-120	108-140	4-300	4.4%	0-220	0.6%	84%	False	False	1,671,996
60	113-120	105-215	7-225	6.8%	0-234	0.7%	90%	False	False	1,117,593
80	113-120	105-215	7-225	6.8%	0-235	0.7%	90%	False	False	838,261
100	113-120	105-215	7-225	6.8%	0-202	0.6%	90%	False	False	670,611
120	113-120	105-215	7-225	6.8%	0-172	0.5%	90%	False	False	558,843

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	0-070
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-304
2.618	114-240
1.618	114-005
1.000	113-180
0.618	113-090
HIGH	112-265
0.618	112-175
0.500	112-148
0.382	112-120
LOW	112-030
0.618	111-205
1.000	111-115
1.618	110-290
2.618	110-055
4.250	108-311

Fisher Pivots for day following 12-Jan-2024
Pivot	1 day	3 day
R1	112-176	112-150
PP	112-162	112-110
S1	112-148	112-070

Download as Excel Spreadsheet

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

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